OnlineSTL: Scaling Time Series Decomposition by 100x

no code implementations • 19 Jul 2021 • Abhinav Mishra, Ram Sriharsha, Sichen Zhong

Decomposing a complex time series into trend, seasonality, and remainder components is an important primitive that facilitates time series anomaly detection, change point detection, and forecasting.

Anomaly Detection Change Point Detection +2

Learning to Recover Sparse Signals

no code implementations • NeurIPS Workshop Deep_Invers 2019 • Sichen Zhong, Yue Zhao, Jianshu Chen

In compressed sensing, a primary problem to solve is to reconstruct a high dimensional sparse signal from a small number of observations.

reinforcement-learning Reinforcement Learning (RL)