Handling missing data in multivariate time series using a vector autoregressive model-imputation (VAR-IM) algorithm

Bashir, F. and Wei, H.-L. orcid.org/0000-0002-4704-7346 (2017) Handling missing data in multivariate time series using a vector autoregressive model-imputation (VAR-IM) algorithm. Neurocomputing. ISSN 0925-2312

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © 2017 Elsevier. This is an author produced version of a paper subsequently published in Neurocomputing. Uploaded in accordance with the publisher's self-archiving policy. Article available under the terms of the CC-BY-NC-ND licence (https://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Missing data; EM algorithm; VAR model; ECG
Dates:
  • Published (online): 20 September 2017
  • Accepted: 12 March 2017
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 08 Dec 2017 15:46
Last Modified: 20 Sep 2018 00:39
Published Version: https://doi.org/10.1016/j.neucom.2017.03.097
Status: Published online
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.neucom.2017.03.097

Share / Export

Statistics