Mathematics – Statistics Theory
Scientific paper
2006-09-14
Advances and Applications in Statistics, 8 (2008), 109-129.
Mathematics
Statistics Theory
revised and resubmitted
Scientific paper
Consider a time series with missing observations but a known final point.
Using control theory ideas we estimate/predict these missing observations. We
obtain recurrence equations which minimize sum of squares of a control
sequence. An advantage of this method is in easily computable formulae and
flexibility of its application to different structures of missing data.
Abramov Vyacheslav M.
Klebaner Fima C.
No associations
LandOfFree
Prediction of missing observations by a control method does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Prediction of missing observations by a control method, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Prediction of missing observations by a control method will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-537828