dc.creator | Carrizosa Priego, Emilio José | es |
dc.creator | Olivares Nadal, Alba Victoria | es |
dc.creator | Ramírez Cobo, Josefa | es |
dc.date.accessioned | 2021-04-26T11:51:58Z | |
dc.date.available | 2021-04-26T11:51:58Z | |
dc.date.issued | 2013-04-16 | |
dc.identifier.citation | Carrizosa 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.issn | 0377-2217 | es |
dc.identifier.issn | 1872-6860 | es |
dc.identifier.uri | https://hdl.handle.net/11441/107820 | |
dc.description.abstract | 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.
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.format | application/pdf | es |
dc.format.extent | 15 p. | es |
dc.language.iso | eng | es |
dc.publisher | ELSEVIER SCIENCE BV | es |
dc.relation.ispartof | European Journal of Operational Research, 230 (1), 97-112. | |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internacional | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
dc.subject | Missing values | es |
dc.subject | Moments matching | es |
dc.subject | Global optimization | es |
dc.subject | Variable Neighborhood Search | es |
dc.title | Time series interpolation via global optimization of moments fitting | es |
dc.type | info:eu-repo/semantics/article | es |
dc.type.version | info:eu-repo/semantics/publishedVersion | es |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es |
dc.contributor.affiliation | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa | es |
dc.relation.publisherversion | https://doi.org/10.1016/j.ejor.2013.04.008 | es |
dc.identifier.doi | 10.1016/j.ejor.2013.04.008 | es |
dc.contributor.group | Universidad de Sevilla. FQM329: Optimización | es |
dc.journaltitle | European Journal of Operational Research | es |
dc.publication.volumen | 230 | es |
dc.publication.issue | 1 | es |
dc.publication.initialPage | 97 | es |
dc.publication.endPage | 112 | es |