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231225s2018 xx |||||o 00| ||eng c |
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|a 10.1016/j.patrec.2018.09.020
|2 doi
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|a eng
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| 100 |
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|a Bokde, Neeraj
|e verfasserin
|4 aut
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|a A novel imputation methodology for time series based on pattern sequence forecasting
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|c 2018
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|a Text
|b txt
|2 rdacontent
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|a ƒaComputermedien
|b c
|2 rdamedia
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|a ƒa Online-Ressource
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|a Date Revised 30.09.2020
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|a published: Print
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|a Citation Status PubMed-not-MEDLINE
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|a The Pattern Sequence Forecasting (PSF) algorithm is a previously described algorithm that identifies patterns in time series data and forecasts values using periodic characteristics of the observations. A new method for univariate time series is introduced that modifies the PSF algorithm to simultaneously forecast and backcast missing values for imputation. The imputePSF method extends PSF by characterizing repeating patterns of existing observations to provide a more precise estimate of missing values compared to more conventional methods, such as replacement with means or last observation carried forward. The imputation accuracy of imputePSF was evaluated by simulating varying amounts of missing observations with three univariate datasets. Comparisons of imputePSF with well-established methods using the same simulations demonstrated an overall reduction in error estimates. The imputePSF algorithm can produce more precise imputations on appropriate datasets, particularly those with periodic and repeating patterns
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|a Journal Article
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|a Martínez Álvarez, Francisco
|e verfasserin
|4 aut
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|a Beck, Marcus W
|e verfasserin
|4 aut
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| 700 |
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|a Kulat, Kishore
|e verfasserin
|4 aut
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| 773 |
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|i Enthalten in
|t Pattern recognition letters
|d 1998
|g 116(2018) vom: 01. Dez., Seite 88-96
|w (DE-627)NLM098154265
|x 0167-8655
|7 nnns
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| 773 |
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|g volume:116
|g year:2018
|g day:01
|g month:12
|g pages:88-96
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|u http://dx.doi.org/10.1016/j.patrec.2018.09.020
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