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Prediction with incomplete past and interpolation of missing values

โœ Scribed by R. Cheng; M. Pourahmadi

Book ID
104302525
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
287 KB
Volume
33
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

A generalized innovation algorithm is used to solve the problems of prediction of future values based on incomplete past and interpolation of missing values of a stationary time series. The emphasis is on the computational aspects and the proposed method is particularly useful when there are several missing values with arbitrary patterns.

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