Continuous Imputation of Missing Values in Streams of Pattern-Determining Time Series
نویسندگان
چکیده
Top-k Case Matching (TKCM). To impute a missing value in a time series s at time tn: 1. Define query pattern P (tn), spanning the values of d reference time series over a time frame of l time points anchored at time tn 2. Look for the k most similar non-overlapping patterns in a sliding window over the time series 3. Impute the missing value s(tn) as the average of the values of s at the anchor time points of the k previously found patterns
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