731 Lexington Ave
New York, NY 10022
United States
Bloomberg LP
Data cleaning, big data, machine learning, SSA, MSSA, PCA, Data science, outlier detection, anomaly detection
cleaning time series, Multi-Channel Singular Spectrum Analysis, MSSA, filling data gaps, removing unphysical spikes, correlations, lagged correlations, autocorrelations
Unphysical Spikes, Multiple Singular Spectrum Analysis, MSSA, Detecting, Fixing
Data Cleaning, Problematic Data, MSSA, Real-Time Historical Simulation
Data Cleaning, SSA, MSSA, M-REM, Multivariate Regularized Expectation Maximization