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作者:

Liang, Jinwen (Liang, Jinwen.) | Haerdle, Wolfgang Karl (Haerdle, Wolfgang Karl.) | Tian, Maozai (Tian, Maozai.)

收录:

EI Scopus SCIE

摘要:

Modern spatial temporal data are collected from sensor networks. Missing data problems are common for this kind of data. Making robust and accurate imputation is important in many applications. There are complex correlations in both spatial and temporal dimensions. Thus, it is even a challenge to model missing spatial-temporal data. In this article, the imputation of missing values is with the help of related covariates. First, we transform the original sensor x time observational matrix to a high order tensor by adding an extra temporal dimension. Then we integrate quantile tensor regression with tensor completion. The objective function includes check loss and nuclear norm penalty. An alternating update algorithm combined with alternating direction method of multipliers (ADMM) is developed to solve the objective function. Theoretical properties of the proposed estimator are investigated. Simulation studies show our proposed method is more robust and can get more accurate imputation results. Real data analysis about Beijing's PM2.5 concentration level is conducted to verify the efficiency of the estimation procedure.(c) 2023 Elsevier B.V. All rights reserved.

关键词:

Low rank tensor completion Quantile regression Missing data

作者机构:

  • [ 1 ] [Liang, Jinwen]Beijing Univ Technol, Coll Stat & Data Sci, Fac Sci, Beijing 100872, Peoples R China
  • [ 2 ] [Haerdle, Wolfgang Karl]Humboldt Univ, Ctr Appl Stat & Econ, D-10178 Berlin, Germany
  • [ 3 ] [Tian, Maozai]Renmin Univ China, Ctr Appl Stat, Sch Stat, Beijing 100872, Peoples R China
  • [ 4 ] [Tian, Maozai]Xinjiang Univ Finance, Sch Stat & Data Sci, Urumqi, Peoples R China

通讯作者信息:

  • [Tian, Maozai]Renmin Univ China, Ctr Appl Stat, Sch Stat, Beijing 100872, Peoples R China;;

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来源 :

COMPUTATIONAL STATISTICS & DATA ANALYSIS

ISSN: 0167-9473

年份: 2023

卷: 182

1 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:9

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SCOPUS被引频次: 3

ESI高被引论文在榜: 0 展开所有

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