Cleaning Data with Real-World Updating Using MSSA
14 Pages Posted: 20 Jul 2016
Date Written: July 19, 2016
Data cleaning in the real world has to cope with new data arriving (or failing to arrive) as time passes, and which may be bad data. We illustrate MSSA data cleaning with a real-time historical simulation on some problematic data. The example also serves to determine some MSSA algorithm parameters. This paper expands previous work on MSSA applied to data cleaning (filling data holes, removing spikes, simulation) described in previous papers.
Keywords: Data Cleaning, Problematic Data, MSSA, Real-Time Historical Simulation
JEL Classification: C1, C14, C22, C63, E44, F65, G1, Y1
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