TY - JOUR
TI - MISSING DATA ANALYSIS IN CYCLOSTATIONARY MODELS
AU - Drake, Christiana
AU - Knapik, Oskar
AU - Leśków, Jacek
TI - MISSING DATA ANALYSIS IN CYCLOSTATIONARY MODELS
AB - 
	In recent years, there has been a growing interest in modeling cyclostationary time series. The survey of Gardner and others [5] is quoting over 1500 different recently published papers that are dedicated to this topic. Data that can be reasonable modeled with such time series is often incomplete. To our knowledge, no systematic research has been conducted on that problem. This paper attempts to fill this gap. In this paper we propose to use EM algorithms to extend estimation for situation when some observations are missing.
VL - 2014
IS - Nauki Podstawowe Zeszyt 2 NP (16) 2014
PY - 2015
SN - 0011-4561
C1 - 2353-737X
SP - 25
EP - 36
DO - 10.4467/2353737XCT.14.297.3385
UR - https://ejournals.eu/czasopismo/czasopismo-techniczne/artykul/missing-data-analysis-in-cyclostationary-models
KW - (almost) periodically correlated time series
KW - cyclostationary signals
KW - EM algorithm
KW - missing data