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REBOM: Recovery of blocks of missing values in time series


Khayati, Mourad; Böhlen, Michael H (2012). REBOM: Recovery of blocks of missing values in time series. In: 18th International Conference on Management of Data (COMAD), Pune, India, 14 December 2012 - 16 December 2012, 44-55.

Abstract

The recovery of blocks of missing values in regular time series has been addressed by model-based techniques. Such techniques are not suitable to recover blocks of missing values in irregular time series and restore peaks and valleys. We propose REBOM (REcovery of BlOcks of Missing values): a new technique that reconstructs shape, amplitude and width of missing peaks and valleys in irregular time series. REBOM successfully reconstructs peaks and valleys by iteratively considering the time series itself and its correlation to multiple other time series. We provide an iterative algorithm to recover blocks of missing values and analytically investigate its monotonicity and termination. Our experiments with synthetic and real world hydrological data confirm that for the recovery of blocks of missing values in irregular time series REBOM is more accurate than existing methods.

The recovery of blocks of missing values in regular time series has been addressed by model-based techniques. Such techniques are not suitable to recover blocks of missing values in irregular time series and restore peaks and valleys. We propose REBOM (REcovery of BlOcks of Missing values): a new technique that reconstructs shape, amplitude and width of missing peaks and valleys in irregular time series. REBOM successfully reconstructs peaks and valleys by iteratively considering the time series itself and its correlation to multiple other time series. We provide an iterative algorithm to recover blocks of missing values and analytically investigate its monotonicity and termination. Our experiments with synthetic and real world hydrological data confirm that for the recovery of blocks of missing values in irregular time series REBOM is more accurate than existing methods.

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Additional indexing

Item Type:Conference or Workshop Item (Paper), refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Informatics
Dewey Decimal Classification:000 Computer science, knowledge & systems
Language:English
Event End Date:16 December 2012
Deposited On:29 Jan 2013 09:30
Last Modified:05 Apr 2016 16:25
Publisher:Computer Society of India
Series Name:Proceedings of the 18th International Conference on Management of Data
ISBN:978-1-62590-619-9
Related URLs:http://comad.in/comad2012/
Other Identification Number:merlin-id:7812
Permanent URL: https://doi.org/10.5167/uzh-72323

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