DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION
In: 2017 IEEE 27th International Workshop on Machine Learning for Signal Processing (MLSP) ; IEEE 27th International Workshop on Machine Learning for Signal Processing (MLSP 2017) ; https://hal.science/hal-01609267 ; IEEE 27th International Workshop on Machine Learning for Signal Processing (MLSP 2017), Sep 2017, Tokyo, Japan. pp.1-6, ⟨10.1109/MLSP.2017.8168165⟩, 2017
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Zugriff:
International audience ; Missing data are inevitable in almost domains of applied sciences. Data analysis with missing values can lead to a loss of efficiency and unreliable results, especially for large missing sub-sequence(s). Some well-known methods for multivariate time series imputation require high correlations between series or their features. In this paper , we propose an approach based on the shape-behaviour relation in low/un-correlated multivariate time series under an assumption of recurrent data. This method involves two main steps. Firstly, we find the most similar sub-sequence to the sub-sequence before (resp. after) a gap based on the shape-features extraction and Dynamic Time Warping algorithms. Secondly, we fill in the gap by the next (resp. previous) sub-sequence of the most similar one on the signal containing missing values. Experimental results show that our approach performs better than several related methods in case of multivariate time series having low/non-correlations and effective information on each signal.
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DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION
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Autor/in / Beteiligte Person: | Phan, Thi-Thu-Hong ; Lefebvre, Alain ; Poisson Caillault, Émilie ; Bigand, André ; Laboratoire d'Informatique Signal et Image de la Côte d'Opale (LISIC) ; Université du Littoral Côte d'Opale (ULCO) ; Institut Français de Recherche pour l'Exploitation de la Mer (IFREMER) |
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Zeitschrift: | 2017 IEEE 27th International Workshop on Machine Learning for Signal Processing (MLSP) ; IEEE 27th International Workshop on Machine Learning for Signal Processing (MLSP 2017) ; https://hal.science/hal-01609267 ; IEEE 27th International Workshop on Machine Learning for Signal Processing (MLSP 2017), Sep 2017, Tokyo, Japan. pp.1-6, ⟨10.1109/MLSP.2017.8168165⟩, 2017 |
Veröffentlichung: | HAL CCSD ; IEEE, 2017 |
Medientyp: | Konferenz |
DOI: | 10.1109/MLSP.2017.8168165 |
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