Skip to yearly menu bar Skip to main content


Talk

Nonnegative Matrix Factorization for Time Series Recovery From a Few Temporal Aggregates

Jiali Mei · Yohann De Castro · Yannig Goude · Georges Hébrail

C4.4

Abstract:

Motivated by electricity consumption reconstitution, we propose a new matrix recovery method using nonnegative matrix factorization (NMF). The task tackled here is to reconstitute electricity consumption time series at a fine temporal scale from measures that are temporal aggregates of individual consumption. Contrary to existing NMF algorithms, the proposed method uses temporal aggregates as input data, instead of matrix entries. Furthermore, the proposed method is extended to take into account individual autocorrelation to provide better estimation, using a recent convex relaxation of quadratically constrained quadratic programs. Extensive experiments on synthetic and real-world electricity consumption datasets illustrate the effectiveness of the proposed method.

Live content is unavailable. Log in and register to view live content