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dc.creatorCarrizosa Priego, Emilio Josées
dc.creatorOlivares Nadal, Alba Victoriaes
dc.creatorRamírez Cobo, Josefaes
dc.date.accessioned2021-04-26T11:51:58Z
dc.date.available2021-04-26T11:51:58Z
dc.date.issued2013-04-16
dc.identifier.citationCarrizosa Priego, E.J., Olivares Nadal, A.V. y Ramírez Cobo, J. (2013). Time series interpolation via global optimization of moments fitting. European Journal of Operational Research, 230 (1), 97-112.
dc.identifier.issn0377-2217es
dc.identifier.issn1872-6860es
dc.identifier.urihttps://hdl.handle.net/11441/107820
dc.description.abstractMost 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. In this paper we propose to interpolate missing data in time series by solving a smooth nonconvex optimization problem which aims to preserve moments and autocorrelations. Since the problem may be multimodal, Variable Neighborhood Search is used to trade off quality of the interpolation (in terms of preservation of the statistical pattern) and computing times. Our approach is compared with standard interpolation methods and illustrated on both simulated and real data.es
dc.formatapplication/pdfes
dc.format.extent15 p.es
dc.language.isoenges
dc.publisherELSEVIER SCIENCE BVes
dc.relation.ispartofEuropean Journal of Operational Research, 230 (1), 97-112.
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectMissing valueses
dc.subjectMoments matchinges
dc.subjectGlobal optimizationes
dc.subjectVariable Neighborhood Searches
dc.titleTime series interpolation via global optimization of moments fittinges
dc.typeinfo:eu-repo/semantics/articlees
dc.type.versioninfo:eu-repo/semantics/publishedVersiones
dc.rights.accessrightsinfo:eu-repo/semantics/openAccesses
dc.contributor.affiliationUniversidad de Sevilla. Departamento de Estadística e Investigación Operativaes
dc.relation.publisherversionhttps://doi.org/10.1016/j.ejor.2013.04.008es
dc.identifier.doi10.1016/j.ejor.2013.04.008es
dc.contributor.groupUniversidad de Sevilla. FQM329: Optimizaciónes
dc.journaltitleEuropean Journal of Operational Researches
dc.publication.volumen230es
dc.publication.issue1es
dc.publication.initialPage97es
dc.publication.endPage112es

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Attribution-NonCommercial-NoDerivatives 4.0 Internacional
Except where otherwise noted, this item's license is described as: Attribution-NonCommercial-NoDerivatives 4.0 Internacional