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Fig. 2 | EURASIP Journal on Advances in Signal Processing

Fig. 2

From: Singular spectrum-based matrix completion for time series recovery and prediction

Fig. 2

Example of the generative process of a real trajectory matrix from the Intel-Berkeley dataset. The matrix on the left is the Hankel matrix generated by a sensor for a given set of window and lag values. By utilizing the SSA-based dictionary, the mapping of the Hankel matrix results in an extremely low rank representation matrix shown in the middle, where a small number of singular values capture most of the signal energy, as shown in the right figure

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