"Maximizing Correlation in the Presence of Missing Data" by Xinfang Wang

Presentation

Maximizing Correlation in the Presence of Missing Data

INFORMS Annual Meeting (2003)

Xinfang Wang, Georgia Southern University

Abstract

In this paper we address the problem of maximizing the correlation between two vectors of time series data, when one of the vectors has missing data and the timing of the missing data is unknown. The motivation for this work comes from environmental monitoring where because of monitoring malfunction, some data are lost. We study the use of integer programming and a genetic algorithm (GA) for this problem.

Keywords

Integer programming,
Combinatorial optimization,
Genetic algorithm,
Missing data

Disciplines

Business

Publication Date

November, 2003

Location

Atlanta, GA

Citation Information

Xinfang Wang. "Maximizing Correlation in the Presence of Missing Data" INFORMS Annual Meeting (2003)
Available at: http://works.bepress.com/xinfang_wang/12/