کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1150635 957965 2007 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The “Caterpillar”-SSA method for analysis of time series with missing values
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
The “Caterpillar”-SSA method for analysis of time series with missing values
چکیده انگلیسی

The paper concerns the problem of applying singular spectrum analysis to time series with missing data. A method of filling in the missing data is proposed and is applied to time series of finite rank. Conditions of exact reconstruction of missing data are developed and versions of the algorithm applicable to real-life time series are presented. The proposed algorithms result in the extraction of additive components of time series such as trends and periodic components, with simultaneous filling in of the missing data. An example is presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 137, Issue 8, 1 August 2007, Pages 2642–2653
نویسندگان
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