Reconstructing missing data sequences in multivariate time series: an application to environmental data

DOI10.1007/s10260-018-00435-9zbMath1427.62105OpenAlexW2886001164WikidataQ129364079 ScholiaQ129364079MaRDI QIDQ2324309

Maria Lucia Parrella, Cira Perna, Michele La Rocca, Giuseppina Albano

Publication date: 11 September 2019

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-018-00435-9

zbMATH Keywords

time seriesmissing valuesspatial correlation\({PM}_{10}\)

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Measures of association (correlation, canonical correlation, etc.) (62H20) Missing data (62D10)

Related Items (2)

Bootstrap joint prediction regions for sequences of missing values in spatio-temporal datasets ⋮ Detecting time-changes in \(PM_{10}\) during covid pandemic by means of an Ornstein Uhlenbeck type process

Uses Software

• Amelia
• VIM
• missMDA
• MICE
• Stem
• imputeTS
• iVAR

Cites Work

• Estimation of spatial autoregressive panel data models with fixed effects
• Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
• A test for spatial autocorrelation in seemingly unrelated regressions
• Maximum likelihood estimation of the multivariate hidden dynamic geostatistical model with application to air quality in Apulia, Italy

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