Université de Fribourg

Scalable Recovery of Missing Blocks in Time Series With High and Low Cross-correlations

Khayati, Mourad ; Cudré-Mauroux, Philippe ; Boehlen, Michael

In: Knowledge and Information Systems, 2020, vol. 62, p. 2257-2280

Missing values are very common in real-world data including time-series data. Failures in power, communication or storage can leave occasional blocks of data missing in multiple series, affecting not only real-time monitoring but also compromising the quality of data analysis. Traditional recovery (imputation) techniques often leverage the correlation across time series to recover missing...