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Record W1984288612 · doi:10.1002/cjs.5550350113

Censored time series analysis with autoregressive moving average models

2007· article· en· W1984288612 on OpenAlexvenueno aff
Jung-Wook Park, Marc G. Genton, Sujit K. Ghosh

Bibliographic record

VenueCanadian Journal of Statistics · 2007
Typearticle
Languageen
FieldEnvironmental Science
TopicHydrology and Drought Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive modelAutoregressive–moving-average modelAutocorrelationCensoring (clinical trials)Time seriesComputer scienceStatisticsMoving averageEconometricsSeries (stratigraphy)Autoregressive integrated moving averageImputation (statistics)Context (archaeology)MathematicsMissing dataGeography

Abstract

fetched live from OpenAlex

Abstract The authors consider time series observations with data irregularities such as censoring due to a detection limit. Practitioners commonly disregard censored data cases which often result in biased estimates. The authors present an attractive remedy for handling autocorrelated censored data based on a class of autoregressive and moving average (ARMA) models. In particular, they introduce an imputation method well suited for fitting ARMA models in the presence of censored data. They demonstrate the effectiveness of their technique in terms of bias, efficiency, and information loss. They also describe its adaptation to a specific context of meteorological time series data on cloud ceiling height, which are measured subject to the detection limit of the recording device.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.008
metaresearch head score (Gemma)0.030
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.008
Threshold uncertainty score0.043

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0080.030
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.003
Science and technology studies0.0000.001
Scholarly communication0.0020.002
Open science0.0030.002
Research integrity0.0020.003
Insufficient payload (model declined to judge)0.0030.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.005
GPT teacher head0.192
Teacher spread0.187 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations47
Published2007
Admission routes1
Has abstractyes

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