As many environmental data are increasingly recorded on a long term basis, it is unfortunately frequent that they show missing data (MD). In addition to information losses, MD also prevent the use of time series analysis and present the researcher the dilemma of either apply sophisticated methods of analysis or attempt to fill those MD gaps in order to apply conventional methods. In any case, further statistical treatment usually needs complete time series and hence MD must be estimated. The main statistical methods to tackle this problem are briefly outlined here, and available software is reported as well. A case of time series reconstruction of Spanish rainfall and water quality to exemplify these methods is also described, using the maximum likelihood approach of the Expectation-Maximization- Bayesian (EMB) algorithm and the AMELIA-II free software.

11 pages, figures, and tables statistics.

Peer reviewed