A Computer Aided Approach to Missing Time-Series Data Replacement

by Phillip J. Ludvigsen, Utah State Univ, Logan, UT, USA,



Document Type: Proceeding Paper

Part of: Environmental Engineering

Abstract:

The objective of this research is to design, construct, and demonstrate a computer utility which will interactively aid the time series researcher in choosing an appropriate missing data replacement scheme. The approach used is: 1) available data are dropped to simulate the actual missing data situation; 2) dropped values are replaced by means of various estimation and replacement schemes; 3) the replaced data sets are statistically evaluated against the original data sets; and 4) depending on the evaluation, a 'best' method of replacement is chosen for the dropped data and subsequently used to replace the actual missing data. The resulting program CADRE (Computer Aided Data Replacement) is designed to aid with the first three previously mentioned steps. A case study is offered as an example of how CADRE is used in missing data replacement analysis. (Author abstract. )

Subject Headings: Time series analysis | Data analysis | Computer programming | Computer aided operations | Personnel management | Computer analysis | Information management

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