Please use this identifier to cite or link to this item:
https://elib.bsu.by/handle/123456789/291859| Title: | Modifications of the imputation method for parameter estimation of censored autoregressive time series |
| Authors: | Tsirul, E. A. Badziahin, I. A. |
| Keywords: | ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика |
| Issue Date: | 2022 |
| Publisher: | Minsk : BSU |
| Citation: | Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the XIII Intern. Conf., Minsk, Sept. 6–10, 2022 / Belarusian State University ; eds.: Yu. Kharin [et al.]. – Minsk : BSU, 2022. – Pp. 202-204. |
| Abstract: | Imputation method for parameter estimation of censored autoregressive time series is considered. It is shown that imputation algorithm requires large amount of computational resources, when a significant number of observations are censored. Some modifications of the method are proposed to improve the calculation speed by a small loss in accuracy. Some numerical experiments are provided to illustrate obtained results |
| URI: | https://elib.bsu.by/handle/123456789/291859 |
| ISBN: | 978-985-881-420-5 |
| Licence: | info:eu-repo/semantics/restrictedAccess |
| Appears in Collections: | 2022. Computer Data Analysis and Modeling: Stochastics and Data Science |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 202-204.pdf | 1,08 MB | Adobe PDF | View/Open |
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