A novel approach for missing data prediction in coevolving time series

DOI10.1007/s00607-018-0668-8zbMath1465.62153MaRDI QIDQ2218481

Ning Li, Peng Qian, Yan Guo, Xiaoxiang Song

Publication date: 15 January 2021

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-018-0668-8

zbMATH Keywords

compressive sensing; sparse Bayesian learning; coevolving time series; missing data prediction

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62D10: Missing data

Uses Software

• PRMLT