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  5. Talk given by Dr. Rahim Mahmoudvand "Missing Data Imputation in Time Series Using Singular Spectrum Analysis ", Aberta University, Portugal
Sunday, 26 February 2017 14:48

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

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Talk given by Dr. Rahim Mahmoudvand "Missing Data Imputation in Time Series Using Singular Spectrum Analysis ", Aberta University, Portugal
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 3556 times Last modified on Sunday, 26 February 2017 15:33
Published in SDAT News
More in this category: « A Talk given by the Head of the SDAT Education Department at Lisbon, Portugal Workshop on Statistical Modeling of Actuarial Data »
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