Performance of Time Series Interpolation Algorithms in the Presence of Noise

Document
Abstract

The spectral properties of time series data reveal underlying processes but require complete datasets, often unavailable due to missing values and irregular sampling.This thesis uses a computational simulations framework to evaluate the perfor- mance of the Hybrid Wiener Interpolator [3], a novel method designed to reconstruct nonstationary time series data, thus making said data amenable for spectrum analysis. This research evaluates the Hybrid Wiener Interpolator's ability to handle nonstation- ary data and data gaps, comparing its performance to other interpolation methods under different stationarity and data integrity conditions. The results illuminate the robustness of this interpolator in scenarios typical of scientific datasets, offering a promising approach for enhancing spectrum estimation in the presence of non-ideal data conditions

Author Keywords: ARIMA Models, Data Imputation, Interpolation, Stationarity, Time Series, Time Series Simulations

    Item Description
    Type
    Contributors
    Creator (cre): Niksefat, Roxana
    Thesis advisor (ths): Burr, Wesley Dr
    Degree granting institution (dgg): Trent University
    Date Issued
    2025
    Date (Unspecified)
    2025
    Place Published
    Peterborough, ON
    Language
    Extent
    86 pages
    Rights
    Copyright is held by the author, with all rights reserved, unless otherwise noted.
    Subject (Topical)
    Local Identifier
    TC-OPET-11261
    Publisher
    Trent University
    Degree