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Environmental time series interpolation based on spartan random processes

D.T. Hristopulos

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URIhttp://purl.tuc.gr/dl/dias/7926FCE1-2F3F-4ECD-87AC-01222F002E1E-
Αναγνωριστικόhttps://doi.org/ 10.1016/j.atmosenv.2008.05.062-
Γλώσσαen-
Μέγεθος9 pagesen
ΤίτλοςEnvironmental time series interpolation based on spartan random processesen
ΔημιουργόςD.T. Hristopulosen
ΔημιουργόςM. Zukovicen
ΠερίληψηIn 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
ΤύποςPeer-Reviewed Journal Publicationen
ΤύποςΔημοσίευση σε Περιοδικό με Κριτέςel
Άδεια Χρήσηςhttp://creativecommons.org/licenses/by/4.0/en
Ημερομηνία2015-09-26-
Ημερομηνία Δημοσίευσης2008-
Βιβλιογραφική ΑναφοράM. 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.2008.05.062en

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