The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON INFORMATION SCIENCE AND APPLICATIONS
Transactions ID Number: 89-127
Full Name: Cigdem Giriftinoglu
Position: Doctor (Researcher)
Age: ON
Sex: Male
Address: Anadolu University, Science Faculty, Department of Statistics, Eskisehir, TURKEY
Country: TURKEY
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E-mail address: citgirif@hotmail.com
Other E-mails: cgiriftinoglu@anadolu.edu.tr
Title of the Paper: generalized entropy optimization distributions dependent on parameter in time series
Authors as they appear in the Paper: Aladdin Samilov, Cigdem Giriftinoglu
Email addresses of all the authors: asamilov@anadolu.edu.tr, cgiriftinoglu@anadolu.edu.tr
Number of paper pages: 10
Abstract: In this paper, we have proposed Generalized Entropy Optimization Problems (GEOP) concerned with parameters which consist of maximizing Entropy Functional subject to constraints dependent on parameters. Therefore, MinMaxEnt and MaxMaxEnt distributions are obtained as solutions of these problems. On bases of MinMaxEnt distribution we have developed a new estimation method of obtaining missing values in time series. Mentioned estimation method is applied to the data generated from autoregressive model for one missing value. The performance of the developed method is evaluated by mean square errors (MSE) calculated from simulation studies and the validity of this method is shown.
Keywords: MinMaxEnt Distribution, MaxEnt Distribution, Time Series with Missing Value, Estimation of Missing value, Autoregressive Modelling
EXTENSION of the file: .doc
Special (Invited) Session: Estimation Method Based on MinMaxEnt Distribution for Missing Value in Time Series
Organizer of the Session: 626-276
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