| Input:: incomplete uncorrelated multivariate time series |
| : size of time series. |
| : index of a gap (position of the first missing of the gap) |
| : size of the gap |
| : increment for finding a threshold |
| : increment for finding a similar window |
| Output: - completed (imputed) time series |
| each incomplete signal |
| each gap at index in |
| Divide into two separated time series , : |
| Completing all lines containing missing parameter on by a max trapezoid function |
| Construct queries , -temporal windows after and before the gap , |
| data |
| Step a: Find the threshold in the database |
| ; |
|
|
| Create a reference window: |
| (12)Calculate a fuzzy-based similarity measure between and : |
| (13)Save the to |
| (14) |
| (15)end while |
| (16)return |
| (17)Step b: Find similar windows in the database |
| (18); |
| (19) |
| (20) |
| (21)Create a reference window: |
| (22)Calculate a fuzzy-based similarity measure between and : |
| (23)if |
| (24)Save position of to |
| (25)end if |
| (26) |
| (27)end while |
| (28)return position of - the most similar window to having the maximum fuzzy similarity measure in the |
| list. |
| (29)end for |
| (30)for data |
| (31)Perform Step a and Step b for data |
| (32)return position of - the most similar window to |
| (33)end for |
| (34)Replace the missing values at the position by average vector of the window after and the one previous |
| (35)end for |
| (36)end for |
| (37)return - imputed time series |
