title: Search of weights in problem of weighted finite-rank time-series approximation
metadata.name: dc.contributor.author
metadata.value: Zvonarev, Nikita K.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2017-01-05T17:51:47Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2017-01-05T17:51:47Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2016-12
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Zvonarev N.K. Search of weights in problem of weighted finite-rank time-series approximation. Vestnik of Saint Petersburg University. Series 1. Mathematics. Mechanics. Astronomy, 2016, vol. 3 (61), issue 4, pp. 570–581.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: 10.21638/11701/spbu01.2016.406
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/5897
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The problem of weighted finite-rank time-series approximation is considered for signal estimation. Finding
  of weights, which lead to improvement of estimate accuracy, is examined. An effective method for numerical
  search of weights is constructed and proved. The theory of quadratic optimization is used. For effective
  algorithm, the problem of quadratic optimization with large number of linear constraints reduced to a
  sequence of problems with smaller number constraints, which is completed by a stopping criterion. For the
  algorithm deduction, equivalence of different statements of the original optimization problem is proved. A
  numerical simulation is performed to approve the algorithm efficiency and improvement of the estimate
  accuracy. Refs 10. Figs 2. Table 1.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: Работа выполнена при финансовой поддержке РФФИ (грант №16-04-00821).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Series 1. Mathematics. Mechanics. Astronomy;Vol. 3 (61); Issue 4
metadata.lang: -
metadata.name: dc.subject
metadata.value: time series
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: time series of finite rank
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Cadzow’s iterative method
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: weighted low-rank approximation
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: oblique singular value decomposition
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: quadratic programming
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Search of weights in problem of weighted finite-rank time-series approximation
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 06-Zvonarev.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/5897/1/06-Zvonarev.pdf
resources.format: Adobe PDF
resources.size: 339,28 kB