3. The method of claim 1 , wherein the input data set includes at least one of high-dimensional heterogeneous time series data and a data matrix.
3. The method of claim 1 , wherein the input data set includes at least one of high-dimensional heterogeneous time series data and a data matrix. 4. The method of claim 3 , wherein the learned dictionary includes atoms from the at least one a priori over-complete dictionary which are adapted to the high-dimensional heterogeneous time series data.