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Contribution Details

Type Conference or Workshop Paper
Scope Discipline-based scholarship
Published in Proceedings Yes
Title REBOM: Recovery of blocks of missing values in time series
Organization Unit
Authors
  • Mourad Khayati
  • Michael Hanspeter Böhlen
Presentation Type paper
Item Subtype Original Work
Refereed Yes
Status Published in final form
Language
  • English
ISBN 978-1-62590-619-9
Page Range 44 - 55
Event Title 18th International Conference on Management of Data (COMAD)
Event Type conference
Event Location Pune, India
Event Start Date December 14 - 2012
Event End Date December 16 - 2012
Series Name Proceedings of the 18th International Conference on Management of Data
Place of Publication Mumbai, India
Publisher Computer Society of India
Abstract Text 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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