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Record W2410255620 · doi:10.1201/9781439820025-9

The Effects of the Irregular Sample and Missing Data in Time Series Analysis

2016· article· en· W2410255620 on OpenAlexaff
David Kreindler, Charles J. Lumsden

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsSunnybrook Health Science Centre
Fundersnot available
KeywordsMissing dataInterpolation (computer graphics)Series (stratigraphy)AlgorithmTime seriesSampling (signal processing)Data pointComputer scienceMathematicsData miningStatisticsArtificial intelligenceFilter (signal processing)

Abstract

fetched live from OpenAlex

Humanself-reporttimeseriesdataaretypicallymarkedbyirregularitiesin samplingrates;furthermore,theseirregularitiesaretypicallynaturaloutcomesofthedatagenerationprocess.Relativelylittlehasbeenpublished toassisttheanalysisofirregularlysampleddata.Wereporttheresultsof aseriesofcomputationalexperimentsonsyntheticdatasetsdesignedto assesstheutilityoftechniquesforhandlingirregulartimeseriesdata.The behaviorofaconservativequasiperiodic,adissipativechaotic,andaselforganizedcriticaldynamicsweresampledregularlyintime,andtheregular samplingwasdisruptedbydatapointremovalorbystochasticshiftsintime. Missingdatasegmentswerethenpatchedbymeansofsegmentconcatenation,bysegment‡llingwithaveragedatavalues,orbylocalinterpolationin phasespace.Wecomparedresultsofnonlinearanalyticaltools,suchasautocorrelationsandcorrelationdimensions,usingcompleteandpatchedsets,as wellaspowerspectrawithLombperiodogramsofthedecimatedsets.Local interpolationinphasespacewasparticularlysuccessfulatpreservingkey CONTENTS Methods ................................................................................................................ 137 Time Series Length ......................................................................................... 137 Dynamics ......................................................................................................... 138 Patching the Decimated Time Series ........................................................... 141 Time Series Analysis ...................................................................................... 142 Results ................................................................................................................... 144 Effects of Missing Points and Temporal Inaccuracy ................................. 144 Correlation Dimension .................................................................................. 147 Discussion ............................................................................................................ 153 Acknowledgments .............................................................................................. 155 References ............................................................................................................. 155 featuresoftheoriginaldata,butrequiredpotentiallyimpracticalquantities ofintactdataasaprimer.Whiletheotherpatchingmethodsarenotlimited bytheneedforintactdata,theydistortresultsrelativetotheintactseries. Weconcludethatirregularlysampleddatasetswithasmuchas15%missing datacanpotentiallyberesampledorrepairedforanalysiswithtechniques that assume regular sampling without introducing substantial errors.

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)0.070
metaresearch head score (Gemma)0.251
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.070
Threshold uncertainty score0.370

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0700.251
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0020.003
Science and technology studies0.0020.003
Scholarly communication0.0020.003
Open science0.0010.002
Research integrity0.0010.002
Insufficient payload (model declined to judge)0.0010.000

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 head0.015
GPT teacher head0.197
Teacher spread0.182 · 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 designSimulation or modeling
Domainnot available
GenreMethods

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

Citations90
Published2016
Admission routes1
Has abstractyes

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