英文标题：
《Estimation of connectivity measures in gappy time series》
---
作者：
G. Papadopoulos and D. Kugiumtzis
---
最新提交年份：
2015
---
英文摘要：
A new method is proposed to compute connectivity measures on multivariate time series with gaps. Rather than removing or filling the gaps, the rows of the joint data matrix containing empty entries are removed and the calculations are done on the remainder matrix. The method, called measure adapted gap removal (MAGR), can be applied to any connectivity measure that uses a joint data matrix, such as cross correlation, cross mutual information and transfer entropy. MAGR is favorably compared using these three measures to a number of known gap-filling techniques, as well as the gap closure. The superiority of MAGR is illustrated on time series from synthetic systems and financial time series.
---
中文摘要：
提出了一种计算多变量有间隙时间序列连通性测度的新方法。不删除或填充间隙，而是删除包含空条目的联合数据矩阵的行，并在余数矩阵上进行计算。该方法称为测量自适应间隙去除（MAGR），可应用于任何使用联合数据矩阵的连通性度量，如互相关、互信息和传递熵。与许多已知的间隙填充技术以及间隙闭合相比，使用这三种测量方法，MAGR更为有利。从综合系统的时间序列和金融时间序列的角度说明了MAGR的优越性。
---
分类信息：

一级分类：Statistics 统计学
二级分类：Methodology 方法论
分类描述：Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计，调查，模型选择，多重检验，多元方法，信号和图像处理，时间序列，平滑，空间统计，生存分析，非参数和半参数方法
--
一级分类：Mathematics 数学
二级分类：Statistics Theory 统计理论
分类描述：Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计：例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
--
一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
--
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--
一级分类：Statistics 统计学
二级分类：Statistics Theory 统计理论
分类描述：stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近，贝叶斯推论，决策理论，估计，基础，推论，检验。
--

---
PDF下载：
-->