arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2407.17040cs.LGcs.AI

基于多元径向基函数神经网络的时间序列插补

Time Series Imputation with Multivariate Radial Basis Function Neural Network

Sejong University(世宗大学)

Chanyoung Jung, Yun Jang

AI总结:

针对时间序列缺失值问题,提出基于RBFNN的MIM-RBFNN插补模型,并扩展出MIRNN-CF以更好地利用时间信息,在真实数据集上验证了有效性。

摘要:

研究人员一直致力于解决时间序列数据中的缺失值问题。已有许多模型被提出,试图估计数据的分布。径向基函数神经网络(RBFNN)近期在估计数据分布方面展现出卓越性能。在本文中,我们提出了一种基于RBFNN的时间序列插补模型。我们的插补模型从时间戳中学习局部信息以创建连续函数。此外,我们引入时间间隔,以促进在考虑缺失值的缺失项的情况下进行信息学习。我们将此模型命名为缺失插补多元RBFNN(MIM-RBFNN)。然而,MIM-RBFNN依赖于基于局部信息的学习方法,这在利用时间信息方面存在困难。因此,我们提出了一种扩展,称为具有连续函数的缺失值插补循环神经网络(MIRNN-CF),它使用MIM-RBFNN生成的连续函数。我们使用两个真实世界数据集评估性能,这些数据集具有非随机缺失和随机缺失模式,并进行了比较MIM-RBFNN和MIRNN-CF的消融研究。

英文摘要:

Researchers have been persistently working to address the issue of missing values in time series data. Numerous models have been proposed, striving to estimate the distribution of the data. The Radial Basis Functions Neural Network (RBFNN) has recently exhibited exceptional performance in estimating data distribution. In this paper, we propose a time series imputation model based on RBFNN. Our imputation model learns local information from timestamps to create a continuous function. Additionally, we incorporate time gaps to facilitate learning information considering the missing terms of missing values. We name this model the Missing Imputation Multivariate RBFNN (MIM-RBFNN). However, MIM-RBFNN relies on a local information-based learning approach, which presents difficulties in utilizing temporal information. Therefore, we propose an extension called the Missing Value Imputation Recurrent Neural Network with Continuous Function (MIRNN-CF) using the continuous function generated by MIM-RBFNN. We evaluate the performance using two real-world datasets with non-random missing and random missing patterns, and conduct an ablation study comparing MIM-RBFNN and MIRNN-CF.

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。

↑