Recovering Multiple Nonnegative Time Series From a Few Temporal Aggregates - Inria - Institut national de recherche en sciences et technologies du numérique
Communication Dans Un Congrès Année : 2017

Recovering Multiple Nonnegative Time Series From a Few Temporal Aggregates

Résumé

Motivated by electricity consumption metering, we extend existing nonnegative matrix factorization (NMF) algorithms to use linear measurements as observations, instead of matrix entries. The objective is to estimate multiple time series at a fine temporal scale from temporal aggregates measured on each individual series. Furthermore, our algorithm is extended to take into account individual autocorrelation to provide better estimation, using a recent convex relaxation of quadratically constrained quadratic program. Extensive experiments on synthetic and real-world electricity consumption datasets illustrate the effectiveness of our matrix recovery algorithms.

Dates et versions

hal-01686437 , version 1 (17-01-2018)

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Citer

Yohann de Castro, Yannig Goude, Georges Hébrail, Jiali Mei. Recovering Multiple Nonnegative Time Series From a Few Temporal Aggregates. ICML 2017 - 34th International Conference on Machine Learning, Aug 2017, Sydney, Australia. pp.1-9. ⟨hal-01686437⟩
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