Université de Fribourg

Mind the Gap : An Experimental Evaluation of Imputation of Missing Values Techniques in Time Series

Khayati, Mourad ; Lerner, Alberto ; Tymchenko, Zakhar ; Cudré-Mauroux, Philippe

In: Proceedings of the VLDB Endowment, 2020, vol. 13, no. 5, p. 768-782

Recording sensor data is seldom a perfect process. Failures in power, communication or storage can leave occasional blocks of data missing, affecting not only real-time monitoring but also compromising the quality of near- and off-line data analysis. Several recovery (imputation) algorithms have been proposed to replace missing blocks. Unfortunately, little is known about their relative...

Consortium of Swiss Academic Libraries

Optimal Real-Time Filters for Linear Prediction Problems

Wildi, Marc ; McElroy, Tucker

In: Journal of Time Series Econometrics, 2016, vol. 8, no. 2, p. 155-192