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Persistent link: https://www.econbiz.de/10009241946
Previously we introduced Singular Spectrum Analysis SSA and its multivariate extension MSSA as a powerful tool for cleaning data. Here we compare MSSA with the data filling algorithm M-REM (Multivariate Regularized Expectation Maximization). We compare theoretical methodology, numerical...
Persistent link: https://www.econbiz.de/10012986549