Environmental time series interpolation based on spartan random processes

URI	http://purl.tuc.gr/dl/dias/7926FCE1-2F3F-4ECD-87AC-01222F002E1E	-
Identifier	https://doi.org/ 10.1016/j.atmosenv.2008.05.062	-
Language	en	-
Extent	9 pages	en
Title	Environmental time series interpolation based on spartan random processes	en
Creator	D.T. Hristopulos	en
Creator	M. Zukovic	en
Content Summary	In many environmental applications, time series are either incomplete or irregularly spaced. We investigate the application of the Spartan random process to missing data prediction. We employ a novel modified method of moments (MMoM) for parameter inference. The CPU time of MMoM is shown to be much faster than that of maximum likelihood estimation and almost independent of the data size. We formulate an explicit Spartan interpolator for estimating missing data. The model validation is performed on both synthetic data and real time series of atmospheric aerosol concentrations. The prediction performance is shown to be comparable with that attained by the best linear unbiased (Kolmogorov-Wiener) predictor at reduced computational cost.	en
Type of Item	Peer-Reviewed Journal Publication	en
Type of Item	Δημοσίευση σε Περιοδικό με Κριτές	el
License	http://creativecommons.org/licenses/by/4.0/	en
Date of Item	2015-09-26	-
Date of Publication	2008	-
Bibliographic Citation	M. Zukovic ,D.T. Hristopulos," Environmental time series interpolation based on spartan random processes ", Atm. Env., vol.42 , no. 3),pp. 7669-7678,2008.doi: 10.1016/j.atmosenv.2008.05.062	en

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