A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time Series. (9th August 2018)

• Record Type: Journal Article
• Authors: Phan, Thi-Thu-Hong; Bigand, André; Caillault, Émilie Poisson
• Other Names: Chen Shyi-Ming Academic Editor.
• Is Part Of: Applied computational intelligence and soft computing. Volume 2018(2018)
• Publication Date: 2018-08-09
• Subjects: Computational intelligence -- Periodicals; Soft computing -- Periodicals; 006.305
• DOI: 10.1155/2018/9095683
• Languages: English
• ISSNs: 1687-9724

Abstract

Abstract : The completion of missing values is a prevalent problem in many domains of pattern recognition and signal processing. Analyzing data with incompleteness may lead to a loss of power and unreliable results, especially for large missing subsequence(s). Therefore, this paper aims to introduce a new approach for filling successive missing values in low/uncorrelated multivariate time series which allows managing a high level of uncertainty. In this way, we propose using a novel fuzzy weighting-based similarity measure. The proposed method involves three main steps. Firstly, for each incomplete signal, the data before a gap and the data after this gap are considered as two separated reference time series with their respective query windowsQ b andQ a . We then find the most similar subsequence (Q b s ) to the subsequence before this gapQ b and the most similar one (Q a s ) to the subsequence after the gapQ a . To find these similar windows, we build a new similarity measure based on fuzzy grades of basic similarity measures and on fuzzy logic rules. Finally, we fill in the gap with average values of the window followingQ b s and the one precedingQ a s . The experimental results have demonstrated that the proposed approach outperforms the state-of-the-art methods in case of multivariate time series having low/noncorrelated data but effective information on each signal.