<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>0120-419X</journal-id>
<journal-title><![CDATA[Revista Integración]]></journal-title>
<abbrev-journal-title><![CDATA[Integración - UIS]]></abbrev-journal-title>
<issn>0120-419X</issn>
<publisher>
<publisher-name><![CDATA[Universidad Industrial de Santander]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S0120-419X2017000100083</article-id>
<article-id pub-id-type="doi">10.18273/revint.v35n1-2017006</article-id>
<title-group>
<article-title xml:lang="es"><![CDATA[Geoestadística aplicada a series de tiempo autorregresivas: un estudio de simulación]]></article-title>
<article-title xml:lang="en"><![CDATA[Geostatistics applied to autorregresive time series: A simulation study]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Giraldo]]></surname>
<given-names><![CDATA[Ramón]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Pacheco]]></surname>
<given-names><![CDATA[Óscar]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Orozco]]></surname>
<given-names><![CDATA[Astrid]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Universidad Nacional de Colombia Departamento de Estadística ]]></institution>
<addr-line><![CDATA[Bogotá ]]></addr-line>
<country>Colombia</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Escuela Colombiana de Ingeniería Julio Garavito Departamento de Matemáticas ]]></institution>
<addr-line><![CDATA[Bogotá ]]></addr-line>
<country>Colombia</country>
</aff>
<aff id="Af3">
<institution><![CDATA[,Turkish Petroleum Company  ]]></institution>
<addr-line><![CDATA[Bogotá ]]></addr-line>
<country>Colombia</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>06</month>
<year>2017</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>06</month>
<year>2017</year>
</pub-date>
<volume>35</volume>
<numero>1</numero>
<fpage>83</fpage>
<lpage>102</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_arttext&amp;pid=S0120-419X2017000100083&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_abstract&amp;pid=S0120-419X2017000100083&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.co/scielo.php?script=sci_pdf&amp;pid=S0120-419X2017000100083&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen. La geoestadística puede usarse como método de predicción de datos faltantes en series temporales. El procedimiento se basa en el estudio de la estructura de autocorrelación temporal de la serie de tiempo por medio de la función de variograma, que es estimada por mínimos cuadrados (geoestadística clásica) o por máxima verosimilitud (geoestadística basada en modelo), y en usar posteriormente Kriging para hacer predicción de los valores faltantes. En este trabajo se comparan a través de simulación las dos aproximaciones (geoestadística clásica y basada en modelo) en el contexto de series temporales autorregresivas.]]></p></abstract>
<abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract. Geostatistics can be used as a method for predicting missing data in time series. The procedure is based on estimating the temporal autocorrelation structure by means of the semivariance function, by least squares (classical geostatistics) or maximum likelihood (model-based geostatistics), and posteriorly using Kriging for doing prediction of missing data in the time series. In this work we compare classical and model-based geoestatistics in the context of time series using simulated autorregresive time series.]]></p></abstract>
<kwd-group>
<kwd lng="es"><![CDATA[Autocorrelación]]></kwd>
<kwd lng="es"><![CDATA[Datos faltantes]]></kwd>
<kwd lng="es"><![CDATA[Kriging]]></kwd>
<kwd lng="es"><![CDATA[Predicción]]></kwd>
<kwd lng="es"><![CDATA[Semivariograma]]></kwd>
<kwd lng="es"><![CDATA[Series de tiempo]]></kwd>
<kwd lng="es"><![CDATA[Variograma]]></kwd>
<kwd lng="en"><![CDATA[Autocorrelation]]></kwd>
<kwd lng="en"><![CDATA[Kriging]]></kwd>
<kwd lng="en"><![CDATA[Prediction]]></kwd>
<kwd lng="en"><![CDATA[Missing values]]></kwd>
<kwd lng="en"><![CDATA[Semivariogram]]></kwd>
<kwd lng="en"><![CDATA[Time series]]></kwd>
<kwd lng="en"><![CDATA[Variogram]]></kwd>
</kwd-group>
</article-meta>
</front><back>
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