AN EVOLUTIONARY APPROACH FOR IMPUTING MISSING DATA IN TIME SERIES

作者:Figueroa Garcia Juan Carlos; Kalenatic Dusko; Lopez Bello Cesar Amilcar
来源:Journal of Circuits, Systems, and Computers, 2010, 19(1): 107-121.
DOI:10.1142/S0218126610006050

摘要

This paper presents a proposal based on an evolutionary algorithm for imputing missing observations in time series. A genetic algorithm based on the minimization of an error function derived from their autocorrelation function, mean, and variance is presented. All methodological aspects of the genetic structure are presented. An extended description of the design of the fitness function is provided. Four application examples are provided and solved by using the proposed method.

  • 出版日期2010-2