Time series interpolation via global optimization of moments fitting
2013
Most time series forecasting methods assume the series has no missing values. When missing values exist, interpolation methods, while filling in the blanks, may substantially modify the statistical pattern of the data, since critical features such as moments and autocorrelations are not necessarily preserved.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
43
References
11
Citations
NaN
KQI