The ``Caterpillar-SSA method for analysis of time series with missing values

DOI10.1016/J.JSPI.2006.05.014MaRDI QIDQ997273zbMATH OpenOpenAlexWikidataFDO

Authors J. Martínez

Publication date 23 July 2007

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2006.05.014

zbMATH Keywords

missing datatime series analysissingular spectrum analysistime series of finite rank

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

Recommendations

• Spectral modeling of time series with missing data
• Singular spectrum analysis for time series.
• Singular spectrum analysis for time series: Introduction to this special issue
• Singular spectrum analysis based on the minimum variance estimator
• Introduction to this special issue

Cites work

• scientific article; zbMATH DE number 3305567 (Why is no real title available?)
• Analysis of time series structure. SSA and related techniques

Cited in

(9)

• Filling gaps in chaotic time series
• Cuckoo search-designated fractal interpolation functions with winner combination for estimating missing values in time series
• Particularities and commonalities of singular spectrum analysis as a method of time series analysis and signal processing
• Improved interpolation method based on singular spectrum analysis iteration and its application to missing data recovery
• Functional singular spectrum analysis
• Spectral modeling of time series with missing data
• Timescale effect estimation in time-series studies of air pollution and health: a singular spectrum analysis approach
• Effects of missing data on characterization of complex dynamics from time series
• Singular spectrum analysis based on the minimum variance estimator

Describes a project that uses

Uses Software

• CaterpillarSSA

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