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Missing Value Imputation in Time Series Using Top-k Case Matching 基于Top-k匹配的时间序列缺失值输入
Pub Date : 2014-10-24 DOI: 10.5167/UZH-104341
Kevin Wellenzohn, Hannes Mitterer, J. Gamper, Michael H. Böhlen, Mourad Khayati
In this paper, we present a simple yet effective algorithm, called the Top-k Case Matching algorithm, for the imputation of miss- ing values in streams of time series data that are similar to each other. The key idea of the algorithm is to look for the k situations in the historical data that are most similar to the current situation and to derive the missing value from the measured values at these k time points. To efficiently identify the top-k most similar historical situations, we adopt Fagin’s Threshold Algorithm, yielding an al- gorithm with sub-linear runtime complexity with high probability, and linear complexity in the worst case (excluding the initial sort- ing of the data, which is done only once). We provide the results of a first experimental evaluation using real-world meteorological data. Our algorithm achieves a high accuracy and is more accurate and efficient than two more complex state of the art solutions.
在本文中,我们提出了一种简单而有效的算法,称为Top-k Case匹配算法,用于在彼此相似的时间序列数据流中插入缺失值。该算法的关键思想是在历史数据中寻找与当前情况最相似的k种情况,并从这k个时间点的测量值中得出缺失值。为了有效地识别top-k最相似的历史情况,我们采用了Fagin的阈值算法,该算法在高概率下具有亚线性运行复杂度,在最坏情况下具有线性复杂度(不包括数据的初始排序,该排序只进行一次)。我们提供了使用真实世界气象数据的第一次实验评估结果。我们的算法达到了很高的精度,比两个更复杂的最先进的解决方案更准确和高效。
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引用次数: 8
Reasoning im und für das Semantic Web 挑关键部分和维护语义网络
Pub Date : 1900-01-01 DOI: 10.1007/3-540-29325-6_31
W. May
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引用次数: 3
期刊
Grundlagen von Datenbanken
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