Computer Science ›› 2019, Vol. 46 ›› Issue (6): 35-40.doi: 10.11896/j.issn.1002-137X.2019.06.004

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Missing Data Prediction Based on Compressive Sensing in Time Series

SONG Xiao-xiang, GUO Yan, LI Ning, WANG Meng   

  1. (College of Communications Engineering,Army Engineering University,Nanjing 210007,China)
  • Received:2018-04-18 Published:2019-06-24

Abstract: The frequent occurrence of data loss in time series acquisition processhas seriously hindered the accurate data analysis. However,most of the existing methods mainly find a certain pattern from the collected data to predict the missing data,which are only feasible to be applied to the case where only a low ratio of collected data are missing. In view of the problem above,this paper proposed an algorithm of missing data prediction based on compressive sensing. The missing data prediction problem is formulated as the multiple sparse vectors recovery problem. Firstly,the sparse representation basis is designed by making use of the temporal smoothness of time series,thus transforming the missing data prediction problem into the problem of the sparse vector recovery. Secondly,the observation matrix is designed based on the location characteristics of the data that are not missing,which is lowly coherent with the designed representation bases,thus ensuring the reconstruction performance of the proposed algorithm. The simulation results show that the proposed algorithm can predict the missing data very effectively even if the ratio of data loss is as high as 90%.

Key words: Compressive sensing, Missing data, Time series

CLC Number: 

  • TN911.7
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