Missing Data Imputation in Time Series by Evolutionary Algorithms

Authors:
Juan C. Figueroa García;Dusko Kalenatic;Cesar Amilcar Lopez Bello
Affiliations:
Universidad Distrital Francisco José de Caldas, Bogotá, Colombia;Universidad de la Sabana, Chia - Colombia, Universidad Católica de Colombia, Bogotá, Colombia;Universidad Distrital Francisco José de Caldas, Bogotá - Colombia, Universidad de la Sabana, Chia, Colombia
Venue:
ICIC '08 Proceedings of the 4th international conference on Intelligent Computing: Advanced Intelligent Computing Theories and Applications - with Aspects of Artificial Intelligence
Year:
2008

Citing 3
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Abstract

This paper presents a proposal based in an Evolutionary algorithm for imputing missing observations in Time Series. A genetic algorithm based on the minimization of an error function derived from their autocorrelation function, mean and variance, is presented.All methodological aspects of the genetic structure are presented. An extended explanation of the design of the Fitness Function is provided. Four application examples are provided and solved by the proposed method.