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MuSDRI : Multi-seasonal decomposition based recurrent imputation for time series

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Zhou, Yujue, Jiang, Jie, Yang, Shuang-Hua, He, Ligang and Ding, Yulong (2021) MuSDRI : Multi-seasonal decomposition based recurrent imputation for time series. IEEE Sensors Journal, 21 (20). pp. 23213-23223. doi:10.1109/jsen.2021.3107836

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Official URL: https://doi.org/10.1109/JSEN.2021.3107836

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Abstract

Missing values are a common problem of time series such as sensor-generated data due to issues of data collection, transmission, and storage. To deal with this problem, various data imputation methods have been proposed. Among these methods, variants of recurrent neural networks (RNNs) have attracted a lot of attention as they provide a natural representation of temporal dynamics. Though such methods have been shown to achieve higher imputation accuracy, they mostly focus on the modeling of temporal dynamics from a short-term perspective while ignoring the long-term features such as trend and seasonal information embedded in time series data. In this paper, we investigate different paradigms of time series imputation methods to capture temporal dynamics from both long-term and short-term perspectives. In particular, we propose a new learning paradigm called MuSDRI which combines the time series decomposition method Seasonal Trend decomposition using Loess (STL) with RNNs. Specifically, STL is used to decompose long sequences of time series into trend, seasonal, and remainder components such that long-term dynamics can be revealed; RNNs are used to capture local patterns from the remainder component extracted by STL such that short-term dynamics can be refined. Moreover, MuSDRI is able to handle time series with multiple seasonal patterns by learning their contributions with respect to the imputation task. We evaluate the proposed imputation methods on three real-world datasets. Experimental results show that the imputation methods considering both the long-term and short-term dynamics achieve higher imputation accuracy, and among them MuSDRI in general achieves the best performance.

Item Type: Journal Article
Subjects: Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software
Divisions: Faculty of Science > Computer Science
SWORD Depositor: Library Publications Router
Library of Congress Subject Headings (LCSH): Neural networks (Computer science), Time series analysis, Sensor networks, Data mining, Machine learning
Journal or Publication Title: IEEE Sensors Journal
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
ISSN: 1558-1748
Official Date: 15 October 2021
Dates:
DateEvent
15 October 2021Published
2021Available
Volume: 21
Number: 20
Page Range: pp. 23213-23223
DOI: 10.1109/jsen.2021.3107836
Status: Peer Reviewed
Publication Status: Published
Publisher Statement: © 2021 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Access rights to Published version: Restricted or Subscription Access
RIOXX Funder/Project Grant:
Project/Grant IDRIOXX Funder NameFunder ID
61873119[NSFC] National Natural Science Foundation of Chinahttp://dx.doi.org/10.13039/501100001809
92067109[NSFC] National Natural Science Foundation of Chinahttp://dx.doi.org/10.13039/501100001809
2019YFC0810705National Key Research and Development Program of ChinaUNSPECIFIED
KQJSCX20180322151418232Science, Technology and Innovation Commission of Shenzhen Municipalityhttp://dx.doi.org/10.13039/501100010877
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