Comparison of missing value imputation methods for meteorological time series data

Download
2010
Aslan, Sipan
Dealing with missing data in spatio-temporal time series constitutes important branch of general missing data problem. Since the statistical properties of time-dependent data characterized by sequentiality of observations then any interruption of consecutiveness in time series will cause severe problems. In order to make reliable analyses in this case missing data must be handled cautiously without disturbing the series statistical properties, mainly as temporal and spatial dependencies. In this study we aimed to compare several imputation methods for the appropriate completion of missing values of the spatio-temporal meteorological time series. For this purpose, several missing imputation methods are assessed on their imputation performances for artificially created missing data in monthly total precipitation and monthly mean temperature series which are obtained from the climate stations of Turkish State Meteorological Service. Artificially created missing data are estimated by using six methods. Single Arithmetic Average (SAA), Normal Ratio (NR) and NR Weighted with Correlations (NRWC) are the three simple methods used in the study. On the other hand, we used two computational intensive methods for missing data imputation which are called Multi Layer Perceptron type Neural Network (MLPNN) and Monte Carlo Markov Chain based on Expectation-Maximization Algorithm (EM-MCMC). In addition to these, we propose a modification in the EM-MCMC method in which results of simple imputation methods are used as auxiliary variables. Beside the using accuracy measure based on squared errors we proposed Correlation Dimension (CD) technique for appropriate evaluation of imputation performances which is also important subject of Nonlinear Dynamic Time Series Analysis.

Suggestions

Basis in nuclear Frechet spaces
Erkurşun, Nazife; Nurlu, Mehmet Zafer; Department of Mathematics (2006)
Existence of basis in locally convex space has been an important problem in functional analysis for more than 40 years. In this thesis the conditions for the existence of basis are examined. These thesis consist of three parts. The first part is about the exterior interpolative conditions. The second part deals with the inner interpolative conditions on nuclear frechet space. These are sufficient conditions on existence of basis. In the last part, it is shown that for a regular nuclear Köthe space the inner...
NORMAL SOLVABILITY OF ELLIPTIC BOUNDARY-VALUE-PROBLEMS ON ASYMPTOTICALLY FLAT MANIFOLDS
ERKIP, AK; SCHROHE, E (Elsevier BV, 1992-10-01)
Normal solvability is shown for a class of boundary value problems on Riemannian manifolds with noncompact boundary using a concept of weighted pseudodifferential operators and weighted Sobolev spaces together with Lopatinski-Shapiro type boundary conditions. An essential step is to show that the standard normal derivative defined in terms of the Riemannian metric is in fact a weighted pseudodifferential operator of the considered class provided the metric is compatible with the symbols.
Local operator spaces, unbounded operators and multinormed C*-algebras
Dosiev, Anar (Elsevier BV, 2008-10-01)
In this paper we propose a representation theorem for local operator spaces which extends Ruan's representation theorem for operator spaces. Based upon this result, we introduce local operator systems which are locally convex versions of the operator systems and prove Stinespring theorem for local operator systems. A local operator C*-algebra is an example of a local operator system. Finally, we investigate the injectivity in both local operator space and local operator system senses, and prove locally conv...
Nonlinear Seismic Dam and Foundation Analysis Using Explicit Newmark Integration Method with Static Condensation
Albostan, Utku; Bahcecioglu, Tunc; Arıcı, Yalın; Kurç, Özgür (Elsevier BV; 2017-09-13)
Engineers use the explicit Newmark integration method to analyze nonlinear dynamic problems. Instead of using computationally expensive global matrix assembly and factorization, the explicit integration method performs computations at element level which is computationally efficient, easily parallelizable, and does not require equilibrium iterations in case of nonlinear analysis. On the other hand, the explicit schema might require much smaller time steps compared to implicit integration alternative especia...
Multiresolution analysis of S&P500 time series
KILIC, Deniz Kenan; Uğur, Ömür (2018-01-01)
Time series analysis is an essential research area for those who are dealing with scientific and engineering problems. The main objective, in general, is to understand the underlying characteristics of selected time series by using the time as well as the frequency domain analysis. Then one can make a prediction for desired system to forecast ahead from the past observations. Time series modeling, frequency domain and some other descriptive statistical data analyses are the primary subjects of this study: i...
Citation Formats
S. Aslan, “Comparison of missing value imputation methods for meteorological time series data,” M.S. - Master of Science, Middle East Technical University, 2010.