The singular spectrum analysis for time series With Missing data
سال انتشار: 1396
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 451
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شناسه ملی سند علمی:
ISOBM01_134
تاریخ نمایه سازی: 17 آبان 1396
چکیده مقاله:
Missing data has been a major problem in a lot of statistical researches such as statistical time series analysis, and usually in case of occurrence leads to wrong conclusion about the main population, and also directs statistical analysis to the skewed results.In this research besides a variety of lost data, different retrieval methods are expressed for these data. Then we introduce analysis of singular eigenvalues as a non-parametric analysis approach in time series analysis. This method breaks down time series into independent components, such as process, harmonic and noise, and requires no statistical hypothesis, such as stability conditions, normality of errors and limitation of the number of observations and easily it can be used in recovery of missing data. Then the efficiency of this method will be evaluated by simulation methods and we analyze the results.
کلیدواژه ها:
singular spectrum analysis ، interpolation of missing data
نویسندگان
Ashkan Mohsenzadeh Ledari
Kharazmi University Tehran, Iran
Masoumeh Ghanbari Kallehbani
Islamic Azad University Tehran, Iran
Kosar Daryayi
Babol Noshirvani University of Technology Babol, Iran