Impact of missing data on the prediction of random fields

Hamaz Abdelghani; Arezki Ouerdia; Achemine Farida

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Impact of missing data on the prediction of random fields

机译：缺失数据对随机字段预测的影响

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The purpose of this paper is to treat the prediction problems where a number of observations are missing to the quarter-plane past of a stationary random field. Our aim is to quantify the influence of missing values on the prediction by giving the simple bounds for the prediction error variance. These bounds allow to characterize the random fields for which the missing observations do not affect the prediction. Simulation experiments and an application to real data are presented.

机译：本文的目的是对静止随机场的四分之一平面过去缺少许多观察的预测问题。我们的目标是通过给出预测误差方差的简单界限来量化缺失值对预测的影响。这些界限允许表征丢失观察不会影响预测的随机字段。提出了模拟实验和对实际数据的应用。

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来源
《Journal of applied statistics》 |2020年第4期|132-149|共18页
作者
Hamaz Abdelghani; Arezki Ouerdia; Achemine Farida;
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作者单位

Mouloud Mammeri Univ Tizi Ouzou Lab Math Pures & Appl Tizi Ouzou Algeria;

Mouloud Mammeri Univ Tizi Ouzou Lab Math Pures & Appl Tizi Ouzou Algeria;

Mouloud Mammeri Univ Tizi Ouzou Lab Math Pures & Appl Tizi Ouzou Algeria;

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正文语种 eng
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关键词
Random fields; autoregessive representation; moving average representation; prediction; missing values;

机译：随机字段;自动协助表示;移动平均表示;预测;缺失值;

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Impact of missing data on the prediction of random fields

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