Vector Autoregressive-Moving Average Imputation Algorithm for Handling Missing Data in Multivariate Time Series

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Sumertajaya, I Made [1 ]
Rohaeti, Embay [2 ]
Wigena, Aji Hamim [3 ]
Sadik, Kusman [4 ]
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[1] Department of Statistics, IPB University, West Java, Bogor,16144, Indonesia
[2] IPB University, West Java, Bogor,16144, Indonesia
[3] Department of Statistics, IPB University, West Java, Bogor,16144, Indonesia
[4] Department of Statistic, IPB University, West Java, Bogor,16144, Indonesia
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