Guardado en:
Detalles Bibliográficos
Autores principales: Choi, Tae-Min, Kang, Ji-Su, Kim, Jong-Hwan
Formato: Preprint
Publicado: 2020
Materias:
Acceso en línea:https://arxiv.org/abs/2010.10075
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866916488164671488
author Choi, Tae-Min
Kang, Ji-Su
Kim, Jong-Hwan
author_facet Choi, Tae-Min
Kang, Ji-Su
Kim, Jong-Hwan
contents Time-series data with missing values are commonly encountered in many fields, such as healthcare, meteorology, and robotics. The imputation aims to fill the missing values with valid values. Most imputation methods trained the models implicitly because missing values have no ground truth. In this paper, we propose Random Drop Imputation with Self-training (RDIS), a novel training method for time-series data imputation models. In RDIS, we generate extra missing values by applying a random drop on the observed values in incomplete data. We can explicitly train the imputation models by filling in the randomly dropped values. In addition, we adopt self-training with pseudo values to exploit the original missing values. To improve the quality of pseudo values, we set the threshold and filter them by calculating the entropy. To verify the effectiveness of RDIS on the time series imputation, we test RDIS to various imputation models and achieve competitive results on two real-world datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2010_10075
institution arXiv
publishDate 2020
record_format arxiv
spellingShingle RDIS: Random Drop Imputation with Self-Training for Incomplete Time Series Data
Choi, Tae-Min
Kang, Ji-Su
Kim, Jong-Hwan
Machine Learning
Time-series data with missing values are commonly encountered in many fields, such as healthcare, meteorology, and robotics. The imputation aims to fill the missing values with valid values. Most imputation methods trained the models implicitly because missing values have no ground truth. In this paper, we propose Random Drop Imputation with Self-training (RDIS), a novel training method for time-series data imputation models. In RDIS, we generate extra missing values by applying a random drop on the observed values in incomplete data. We can explicitly train the imputation models by filling in the randomly dropped values. In addition, we adopt self-training with pseudo values to exploit the original missing values. To improve the quality of pseudo values, we set the threshold and filter them by calculating the entropy. To verify the effectiveness of RDIS on the time series imputation, we test RDIS to various imputation models and achieve competitive results on two real-world datasets.
title RDIS: Random Drop Imputation with Self-Training for Incomplete Time Series Data
topic Machine Learning
url https://arxiv.org/abs/2010.10075