Evaluation and Development of Time Series Interpolators
Sophie Castel, Wesley S. Burr · Proceedings of the International Conference on Statistics, Theory and Applications (ICSTA ...) · 2020
The power spectral density, and by extension, the power spectrum, of a given time series is a sufficient statistic, and highly useful for describing the frequency-domain properties of series. Unfortunately, most spectrum estimation methods require time series data to be contiguous in order for robust estimators to retain their performance. This poses a fundamental challenge, especially when considering real-world scientific data that is often plagued by missing values, and/or irregularly recorded measurements.