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data imputation

Ernesto Jardim edited this page Nov 14, 2017 · 3 revisions

Missing data/short term forecast best practices, in particular regarding variance estimation. 3 different situations:

  • time series not synchronized: catches in weight, length Freq of catches and surveys have different starting points;
  • time series data hole,
  • short term forecast.

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Important for many stock assessment scientists?
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Another working group already working on this?
How can this be structured into a journal paper?
What kind of work is required, and how much work?
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Who would like to lead, what will coauthors do?
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