Search Results for author: Oliver Di Pietro

Found 1 papers, 0 papers with code

Toeplitz Least Squares Problems, Fast Algorithms and Big Data

no code implementations24 Dec 2021 Ali Eshragh, Oliver Di Pietro, Michael A. Saunders

In time series analysis, when fitting an autoregressive model, one must solve a Toeplitz ordinary least squares problem numerous times to find an appropriate model, which can severely affect computational times with large data sets.

Time Series Time Series Analysis

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