SDAT News

Sunday, 26 February 2017 18:18

Talk given by Dr. Rahim Mahmoudvand "Missing Data Imputation in Time Series Using Singular Spectrum Analysis ", Aberta University, Portugal Featured

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In this talk, we introduce several algorithms using singular spectrum analysis for gap filling in univariate time series. In these algorithms, the data before missing values and the data after (in the reverse order) missing values treated as two separate time series. Then using SSA forecasting, two estimations of the missing values will be provided. Finally, we combine these estimations and produce a unique estimation for missing values.
Read 735 times Last modified on Sunday, 26 February 2017 19:03

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