Low-rank matrix factorization with autoregressive regularization, periodic detrending, and cross-spectral covariance imputes missing SSI measurements in two stages and supplies distribution-free uncertainty intervals via conformal prediction.
Lag- p vector autoregressive (VAR) series can be reformulated as a VAR(1) series by stacking the lagged variables vertically, resulting in a higher-dimensional representation
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Matrix Factorization-Based Solar Spectral Irradiance Missing Data Imputation with Uncertainty Quantification
Low-rank matrix factorization with autoregressive regularization, periodic detrending, and cross-spectral covariance imputes missing SSI measurements in two stages and supplies distribution-free uncertainty intervals via conformal prediction.