• Title/Summary/Keyword: space-time imputation

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Imputation Method using the Space-Time Model in Sample Survey (공간-시계열 모형을 이용한 결측대체 방법에 대한 연구)

  • Lee, Jin-Hee;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.499-514
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    • 2007
  • It is a common practice to use the auxiliary variables to impute missing values from item nonresponse in surveys. Sometimes there are few auxiliary variables for missing value imputation, but if spatial and time autocorrelations exist, we should use these correlations for better results. Recently, Lee et al. (2006) showed that spatial autocorrelation could be efficiently used for missing value imputation when spatial autocorrelation existed, using the data from the farm household economy data in Gangwon-do, 2002. In this paper, we present au evaluation of spatial and space-time nonresponse imputation methods when there exist spatial and time autocorrelations using the monthly data during 2000-2002 from the same data previously used by Lee et al. (2006). We show that space-time imputation method is more efficient than the other through the numerical simulations.

Missing Imputation Methodologies for Daily Traffic Counts by Transforming Time Data into Spatial Data (시간자료의 공간화를 통한 일교통량 결측대체 방법론 연구)

  • Heo, Tae-Young;Oh, Ju-Sam
    • International Journal of Highway Engineering
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    • v.9 no.3
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    • pp.21-28
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    • 2007
  • We suggest a new spatial linear interpolation method to substitute linear interpolation method which widely used in transportation engineering to impute the missing daily traffic volume. We layout daily traffic volume which is time series data over the virtual lattice space to consider the spatial correlation. We used Moran Index to evaluate the spatial correlations among daily traffic volume in same week and same date traffic volume by week considering the circularity of daily traffic volume. For real application, we used daily traffic volume on November, 2004 provided by Korea Institute of Construction Technology(KICT) and transformed daily traffic volume to 4 times 7 virtual lattice space to reflect the spatial correlation. Finally we showed that the spatial linear interpolation method has good performance for missing data imputation based on MAPE, RMSE, and Theil's U criteria.

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The Comparison of Imputation Methods in Space Time Series Data with Missing Values (공간시계열모형의 결측치 추정방법 비교)

  • Lee, Sung-Duck;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.263-273
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    • 2010
  • Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the conditional expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA and STAR model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001~2009 are used, and estimate precision of missing values and forecast precision of future data are compared with two methods.