APS
2022 APS Annual Convention · 2022
Consequences of Sampling Frequency for Estimating Dynamics in Continuous Time Models
- Rohit Batra
University of California, Davis - Simran Johal
University of California, Davis - Meng Chen
University of California, Davis - Emilio Ferrer
University of California, Davis
Abstract
We examine the performance of continuous time models for time series data when the sampling frequency does not match the true process frequency. We simulated autoregressive processes of varying strengths at daily or weekly frequencies, sampled at daily, weekly, and monthly frequencies, and evaluated the recovery of generating dynamics.
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