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.
Original language | American English |
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State | Published - Nov 2003 |
Event | INFORMS Annual Meeting - Phoenix, AZ Duration: Oct 14 2012 → … |
Conference
Conference | INFORMS Annual Meeting |
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Period | 10/14/12 → … |
Keywords
- Combinatorial optimization
- Genetic algorithm
- Integer programming
- Missing data
DC Disciplines
- Business