The covariance matrices of the non-synchronous measurement and its corresponding synchronous measurement
This data is designed for covariance matrix completion to train the neural networks.
The data consists of the train folder and the test folder. Specifically, the data is MATLAB's file where each file includes three variables. The names of the variables are 'date_nonchron_corr', 'date_synchron_corr', and 'Loc_S'.