2 papers
stat.ME2021
On Computationally-Scalable Spatio-Temporal Regression Clustering of Precipitation Threshold Excesses
Olga Kaiser, Dimitri Igdalov, Olivia Martius +1
Focusing on regression based analysis of extremes in a presence of systematically missing covariates, this work presents a data-driven spatio-temporal regression based clustering o…
stat.ME2019
On a simultaneous parameter inference and missing data imputation for nonstationary autoregressive models
Dimitri Igdalov, Olga Kaiser, Ilia Horenko
This work addresses the problem of missing data in time-series analysis focusing on (a) estimation of model parameters in the presence of missing data and (b) reconstruction of mis…