A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time Series

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 appr...

Full description

Saved in:
Bibliographic Details
Main Authors: Thi-Thu-Hong Phan, André Bigand, Émilie Poisson Caillault
Format: Article
Language:English
Published: Wiley 2018-01-01
Series:Applied Computational Intelligence and Soft Computing
Online Access:http://dx.doi.org/10.1155/2018/9095683
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1832564081316331520
author Thi-Thu-Hong Phan
André Bigand
Émilie Poisson Caillault
author_facet Thi-Thu-Hong Phan
André Bigand
Émilie Poisson Caillault
author_sort Thi-Thu-Hong Phan
collection DOAJ
description 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 windows Qb and Qa. We then find the most similar subsequence (Qbs) to the subsequence before this gap Qb and the most similar one (Qas) to the subsequence after the gap Qa. 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 following Qbs and the one preceding Qas. 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.
format Article
id doaj-art-bb6ff7cc9ecf443c9e1bda9493916596
institution Kabale University
issn 1687-9724
1687-9732
language English
publishDate 2018-01-01
publisher Wiley
record_format Article
series Applied Computational Intelligence and Soft Computing
spelling doaj-art-bb6ff7cc9ecf443c9e1bda94939165962025-02-03T01:11:50ZengWileyApplied Computational Intelligence and Soft Computing1687-97241687-97322018-01-01201810.1155/2018/90956839095683A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time SeriesThi-Thu-Hong Phan0André Bigand1Émilie Poisson Caillault2Univ. Littoral Côte d’Opale, EA 4491-LISIC, F-62228 Calais, FranceUniv. Littoral Côte d’Opale, EA 4491-LISIC, F-62228 Calais, FranceUniv. Littoral Côte d’Opale, EA 4491-LISIC, F-62228 Calais, FranceThe 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 windows Qb and Qa. We then find the most similar subsequence (Qbs) to the subsequence before this gap Qb and the most similar one (Qas) to the subsequence after the gap Qa. 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 following Qbs and the one preceding Qas. 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.http://dx.doi.org/10.1155/2018/9095683
spellingShingle Thi-Thu-Hong Phan
André Bigand
Émilie Poisson Caillault
A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time Series
Applied Computational Intelligence and Soft Computing
title A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time Series
title_full A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time Series
title_fullStr A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time Series
title_full_unstemmed A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time Series
title_short A New Fuzzy Logic-Based Similarity Measure Applied to Large Gap Imputation for Uncorrelated Multivariate Time Series
title_sort new fuzzy logic based similarity measure applied to large gap imputation for uncorrelated multivariate time series
url http://dx.doi.org/10.1155/2018/9095683
work_keys_str_mv AT thithuhongphan anewfuzzylogicbasedsimilaritymeasureappliedtolargegapimputationforuncorrelatedmultivariatetimeseries
AT andrebigand anewfuzzylogicbasedsimilaritymeasureappliedtolargegapimputationforuncorrelatedmultivariatetimeseries
AT emiliepoissoncaillault anewfuzzylogicbasedsimilaritymeasureappliedtolargegapimputationforuncorrelatedmultivariatetimeseries
AT thithuhongphan newfuzzylogicbasedsimilaritymeasureappliedtolargegapimputationforuncorrelatedmultivariatetimeseries
AT andrebigand newfuzzylogicbasedsimilaritymeasureappliedtolargegapimputationforuncorrelatedmultivariatetimeseries
AT emiliepoissoncaillault newfuzzylogicbasedsimilaritymeasureappliedtolargegapimputationforuncorrelatedmultivariatetimeseries