Stream Data Cleaning under Speed and Acceleration Constraints

Abstract

Stream data are often dirty, for example, owing to unreliable sensor reading or erroneous extraction of stock prices. Most stream data cleaning approaches employ a smoothing filter, which may seriously alter the data without preserving the original information. We argue that the cleaning should avoid changing those originally correct/clean data, a.k.a. the minimum modification rule in data cleaning. To capture the knowledge about what is clean, we consider the (widely existing) constraints on the speed and acceleration of data changes, such as fuel consumption per hour, daily limit of stock prices, or the top speed and acceleration of a car. Guided by these semantic constraints, in this article, we propose the constraint-based approach for cleaning stream data. It is notable that existing data repair techniques clean (a sequence of) data as a whole and fail to support stream computation. To this end, we have to relax the global optimum over the entire sequence to the local optimum in a window. Rather than the commonly observed NP-hardness of general data repairing problems, our major contributions include (1) polynomial time algorithm for global optimum, (2) linear time algorithm towards local optimum under an efficient median-based solution, and (3) experiments on real datasets demonstrate that our method can show significantly lower L1 error than the existing approaches such as smoother.