کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6864765 | 1439551 | 2018 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Handling missing data in multivariate time series using a vector autoregressive model-imputation (VAR-IM) algorithm
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
Imputing missing data from a multivariate time series dataset remains a challenging problem. There is an abundance of research on using various techniques to impute missing, biased, or corrupted values to a dataset. While a great amount of work has been done in this field, most imputing methodologies are centered about a specific application, typically involving static data analysis and simple time series modelling. However, these approaches fall short of desired goals when the data originates from a multivariate time series. The objective of this paper is to introduce a new algorithm for handling missing data from multivariate time series datasets. This new approach is based on a vector autoregressive (VAR) model by combining an expectation and minimization (EM) algorithm with the prediction error minimization (PEM) method. The new algorithm is called a vector autoregressive imputation method (VAR-IM). A description of the algorithm is presented and a case study was accomplished using the VAR-IM. The case study was applied to a real-world data set involving electrocardiogram (ECG) data. The VAR-IM method was compared with both traditional methods list wise deletion and linear regression substitution; and modern methods Multivariate Auto-Regressive State-Space (MARSS) and expectation maximization algorithm (EM). Generally, the VAR-IM method achieved significant improvement of the imputation tasks as compared with the other two methods. Although an improvement, a summary of the limitations and restrictions when using VAR-IM is presented.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Neurocomputing - Volume 276, 7 February 2018, Pages 23-30
Journal: Neurocomputing - Volume 276, 7 February 2018, Pages 23-30
نویسندگان
Faraj Bashir, Hua-Liang Wei,