SALSA forecasting outperforms linear extrapolation on three datasets and retains more shape than causal smoothing while showing higher L2 error in complex cases.
Rowe, ”Applications of band-limited extrapolation to forecasting of weather and financial time series,” arXiv, N/A
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Some examples of application for predicting of compressive sensing method
SALSA forecasting outperforms linear extrapolation on three datasets and retains more shape than causal smoothing while showing higher L2 error in complex cases.