Effect of Regular and Irregular Missing Data on the Correlation Integral Analysis of Real-Time Series

Md. Mostafizur Rahman KHAN; Noboru TANIZUKA

doi:10.1093/ietfec/e88-a.11.3161

Effect of Regular and Irregular Missing Data on the Correlation Integral Analysis of Real-Time Series

Md. Mostafizur Rahman KHAN, Noboru TANIZUKA

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Missing data which inevitably occurs in observed time series may lead to an erroneous result based on the correlation integral analysis. Effects of data, missing at regular and irregular times, on the analyzed result are estimated. A model estimation is obtained for the Lorenz time series. The effects of the missing data in economic and astronomical time series are estimated using the correlation integral analysis. A convenient method of choosing a time lag is proposed to minimize the effect of regularly missing data.

Publication: IEICE TRANSACTIONS on Fundamentals Vol.E88-A No.11 pp.3161-3168

Publication Date: 2005/11/01

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DOI: 10.1093/ietfec/e88-a.11.3161

Type of Manuscript: PAPER

Category: Nonlinear Problems

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Md. Mostafizur Rahman KHAN, Noboru TANIZUKA, "Effect of Regular and Irregular Missing Data on the Correlation Integral Analysis of Real-Time Series" in IEICE TRANSACTIONS on Fundamentals, vol. E88-A, no. 11, pp. 3161-3168, November 2005, doi: 10.1093/ietfec/e88-a.11.3161.
Abstract: Missing data which inevitably occurs in observed time series may lead to an erroneous result based on the correlation integral analysis. Effects of data, missing at regular and irregular times, on the analyzed result are estimated. A model estimation is obtained for the Lorenz time series. The effects of the missing data in economic and astronomical time series are estimated using the correlation integral analysis. A convenient method of choosing a time lag is proposed to minimize the effect of regularly missing data.
URL: https://globals.ieice.org/en_transactions/fundamentals/10.1093/ietfec/e88-a.11.3161/_p

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@ARTICLE{e88-a_11_3161,
author={Md. Mostafizur Rahman KHAN, Noboru TANIZUKA, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={Effect of Regular and Irregular Missing Data on the Correlation Integral Analysis of Real-Time Series},
year={2005},
volume={E88-A},
number={11},
pages={3161-3168},
abstract={Missing data which inevitably occurs in observed time series may lead to an erroneous result based on the correlation integral analysis. Effects of data, missing at regular and irregular times, on the analyzed result are estimated. A model estimation is obtained for the Lorenz time series. The effects of the missing data in economic and astronomical time series are estimated using the correlation integral analysis. A convenient method of choosing a time lag is proposed to minimize the effect of regularly missing data.},
keywords={},
doi={10.1093/ietfec/e88-a.11.3161},
ISSN={},
month={November},}

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TY - JOUR
TI - Effect of Regular and Irregular Missing Data on the Correlation Integral Analysis of Real-Time Series
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 3161
EP - 3168
AU - Md. Mostafizur Rahman KHAN
AU - Noboru TANIZUKA
PY - 2005
DO - 10.1093/ietfec/e88-a.11.3161
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E88-A
IS - 11
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - November 2005
AB - Missing data which inevitably occurs in observed time series may lead to an erroneous result based on the correlation integral analysis. Effects of data, missing at regular and irregular times, on the analyzed result are estimated. A model estimation is obtained for the Lorenz time series. The effects of the missing data in economic and astronomical time series are estimated using the correlation integral analysis. A convenient method of choosing a time lag is proposed to minimize the effect of regularly missing data.
ER -