On recovering missing values for sequences in a pathwise setting
Information Theory
2018-09-19 v6 math.IT
Statistics Theory
Statistics Theory
Abstract
The paper suggests a frequency criterion of error-free recoverability of a missing value for sequences, i.e. discrete time processes, in a pathwise setting without probabilistic assumptions. The paper establishes error-free recoverability for classes of square-summable sequences with Z-transform vanishing at isolated points with a mild rate; the case of non-summable sequences is not excluded. The transfer functions for recovering algorithm are presented explicitly. Some robustness with respect to noise contamination is established for the suggested recovering algorithm.
Cite
@article{arxiv.1604.04967,
title = {On recovering missing values for sequences in a pathwise setting},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:1604.04967},
year = {2018}
}