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Predicción con datos faltantes: aplicación a un caso real

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  • Delicado, Pedro

Abstract

En este artículo se realiza un estudio comparativo de modelos lineales y modelos mixtos, mezcla de un componente lineal y un componente no lineal en la parte estacional, para predecir la altura significativa de ola. Los datos proceden de una boya situada en el mar Cantábrico que registra la altura de ola cada tres horas. El interés central es obtener predicciones a corto plazo, dos días, que permitan advertir del estado de mar a los puertos. El principal problema que presenta esta serie para su modelización es el alto porcentaje de datos faltantes. Se completa la serie con un interpolador lineal óptimo, en el sentido de minimizar el error cuadrático medio.

Suggested Citation

  • Delicado, Pedro, 1995. "Predicción con datos faltantes: aplicación a un caso real," DES - Documentos de Trabajo. Estadística y Econometría. DS 3583, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:dsrepe:3583
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    References listed on IDEAS

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    1. Maravall, Agustín & Peña, Daniel, 1992. "Missing observations and additive outliers in time series models," UC3M Working papers. Economics 2888, Universidad Carlos III de Madrid. Departamento de Economía.
    2. S. R. Brubacher & G. Tunnicliffe Wilson, 1976. "Interpolating Time Series with Application to the Estimation of Holiday Effects on Electricity Demand," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 25(2), pages 107-116, June.
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    Keywords

    Altura significativa de olas;

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