ST-MVL: Filling Missing Values in Geo-Sensory Time Series Data
Many sensors have been deployed in the physical world, generating massive geo-tagged time series data. In reality, readings of sensors are usually lost at various unexpected moments because of sensor or communication errors. Those missing readings do not only affect real-time monitoring but also compromise the performance of further data analysis. In this paper, we propose a spatio-temporal multi-view-based learning (ST-MVL) method to collectively fill missing readings in a collection of geosensory time series data, considering 1) the temporal correlation between readings at different timestamps in the same series and 2) the spatial correlation between different time series. Our method combines empirical statistic models, consisting of Inverse Distance Weighting and Simple Exponential Smoothing, with data-driven algorithms, comprised of User-based and Item-based Collaborative Filtering. The former models handle general missing cases based on empirical assumptions derived from history data over a long period, standing for two global views from spatial and temporal perspectives respectively. The latter algorithms deal with special cases where empirical assumptions may not hold, based on recent contexts of data, denoting two local views from spatial and temporal perspectives respectively. The predictions of the four views are aggregated to a final value in a multi-view learning algorithm. We evaluate our method based on Beijing air quality and meteorological data, finding advantages to our model compared with ten baseline approaches.
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Task | Dataset | Model | Metric Name | Metric Value | Global Rank | Benchmark |
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Multivariate Time Series Imputation | Beijing Multi-Site Air-Quality Dataset | STMVL | MAE (PM2.5) | 12.12 | # 3 |