arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2103.01124cs.LG
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基于进化学习的数据驱动时间序列自动间隙填充方法

Automated data-driven approach for gap filling in the time series using evolutionary learning

ITMO University(ITMO大学)

Mikhail Sarafanov, Nikolay O. Nikitin, Anna V. Kalyuzhnaya

摘要:

在本文中,我们提出了一个自适应的数据驱动的基于模型的方法来填补时间序列中的差距。该方法是基于复合数据驱动模型的最佳结构的自动进化识别。它允许在没有数据科学家参与的情况下调整模型,以有效地填补特定数据集中的空白。作为案例研究,使用了来自不同领域(环境,经济等)的合成和真实数据集。实验结果表明,该方法可以实现更高质量的间隙恢复,提高预测模型的有效性。

英文摘要:

In the paper, we propose an adaptive data-driven model-based approach for filling the gaps in time series. The approach is based on the automated evolutionary identification of the optimal structure for a composite data-driven model. It allows adapting the model for the effective gap-filling in a specific dataset without the involvement of the data scientist. As a case study, both synthetic and real datasets from different fields (environmental, economic, etc) are used. The experiments confirm that the proposed approach allows achieving the higher quality of the gap restoration and improve the effectiveness of forecasting models.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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