On recovering missing values for sequences in a pathwise setting

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.

References in corpus (2)

• Predictors for discrete time processes with energy decay on higher frequencies
• On predictors for band-limited and high-frequency time series

Cited by in corpus (1)

• On recovery of signals with single point spectrum degeneracy