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Comparison of Three Imputation Methods for Groundwater Level Timeseries

Publications associées (38)

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LP-TRAP: Linear predictive temporal patterns

Hynek Hermansky

Autoregressive modeling is applied for approximating the temporal evolution of spectral density in critical-band-sized sub-bands of a segment of speech signal. The generalized autocorrelation linear predictive technique allows for a compromise between fitt ...

IDIAP2004

LP-TRAP: Linear predictive temporal patterns

Hynek Hermansky

2004

Autoregressive moving average model for analyzing edge localized mode time series on Axially Symmetric Divertor Experiment (ASDEX) Upgrade tokamak

Hartmut Zohm

An approach to analysis of time series of edge localized modes (ELMs) is proposed. It is based on the use of the autoregressive moving average model, which decomposes time series into deterministic and noise components. Despite the inclusion of nonlinearit ...

2004

Were the chaotic ELMs in TCV the result of an ARMA process?

Yves Martin, Jonathan Bryan Lister

The results of a previous paper claiming the demonstration that edge localized mode (ELM) dynamics on TCV are chaotic in a number of cases has recently been called into question, because the statistical test employed was found to also identify linear auto ...

2004

Some Observations on Equation-Based Rate Control

Jean-Yves Le Boudec, Milan Vojnovic

We consider one aspect of the general problem of unicast equation based rate control in the Internet, which we formulate as follows. When a so called ``loss-event" occurs, a data source updates its sending rate by setting it to

f(\hat{p_n})

, where $\hat{ ...

2001

Using Polynomials to Forecast Univariate Time Series

Polynomial autoregressions have been most of the time discarded as being unrealistic. Indeed, for such processes to be stationary, strong assumptions on the parameters and on the noise are necessary. For example, the distribution of the latter has to have ...

1996

Linear Autoregression for Prediction: Small Sample Inference

This paper describes inferences based on linear predictors for stationary time series. These methods are flexible, since relatively few assumptions are needed to fit a linear predictor. A confidence interval for the resulting predicted value, which takes a ...

1993

Compression of multi-year meteorological data

Jean-Louis Scartezzini

Dynamic simulation programes require hourly values of solar radiation and ambient temperature forming large files, which are usually difficult to handle with available personal computers (PC). This report describes stochastic models of these variables whic ...

1990

Some Observations on Equation-Based Rate Control

Jean-Yves Le Boudec, Milan Vojnovic

f(\hat{p_n})

, where $\hat{ ...

2001