Supervised low-rank semi-nonnegative matrix factorization with frequency regularization for forecasting spatio-temporal data.

CoRR(2023)

引用 0|浏览0
暂无评分
摘要
We propose a novel methodology for forecasting spatio-temporal data using supervised semi-nonnegative matrix factorization (SSNMF) with frequency regularization. Matrix factorization is employed to decompose spatio-temporal data into spatial and temporal components. To improve clarity in the temporal patterns, we introduce a nonnegativity constraint on the time domain along with regularization in the frequency domain. Specifically, regularization in the frequency domain involves selecting features in the frequency space, making an interpretation in the frequency domain more convenient. We propose two methods in the frequency domain: soft and hard regularizations, and provide convergence guarantees to first-order stationary points of the corresponding constrained optimization problem. While our primary motivation stems from geophysical data analysis based on GRACE (Gravity Recovery and Climate Experiment) data, our methodology has the potential for wider application. Consequently, when applying our methodology to GRACE data, we find that the results with the proposed methodology are comparable to previous research in the field of geophysical sciences but offer clearer interpretability.
更多
查看译文
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要