Spectral modeling of time series with missing data
DOI10.1016/J.APM.2012.09.040zbMATH Open1426.62265OpenAlexW1998569958WikidataQ57645663 ScholiaQ57645663MaRDI QIDQ1667751FDOQ1667751
Paulo Canas Rodrigues, Miguel De Carvalho
Publication date: 30 August 2018
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2012.09.040
missing datatime series analysissingular spectrum analysis[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Karhunen-Lo%EF%BF%BD%EF%BF%BDve+decomposition&go=Go Karhunen-LoοΏ½οΏ½ve decomposition]
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
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- Time series analysis. Forecasting and control
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- Extracting qualitative dynamics from experimental data
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Cited In (10)
- Title not available (Why is that?)
- Autoregressive spectral analysis when observations are missing
- Title not available (Why is that?)
- Data-driven reconstruction of nonlinear dynamics from sparse observation
- Randomized singular spectrum analysis for long time series
- A method for fast and robust sungular spectrum analysis
- ARMA spectral estimation of time series with missing observations
- Spectral estimation for locally stationary time series with missing observations
- Spectral estimation in the presence of missing data
- The benefits of multivariate singular spectrum analysis over the univariate version
Uses Software
Recommendations
- Spectral estimation for locally stationary time series with missing observations π π
- ARMA spectral estimation of time series with missing observations π π
- Autoregressive spectral analysis when observations are missing π π
- Spectral estimation in the presence of missing data π π
- Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations π π
- Title not available (Why is that?) π π
- A nonlinear time series model and estimation of missing observations π π
- Title not available (Why is that?) π π
- Methodologies for the estimation of missing observations in time series π π
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