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Aug, 2023
BayOTIDE: 贝叶斯在线多元时间序列插补与功能分解
BayOTIDE: Bayesian Online Multivariate Time series Imputation with functional decomposition
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Shikai Fang, Qingsong Wen, Shandian Zhe, Liang Sun
TL;DR
我们提出了一种基于贝叶斯在线多元时间序列插补的方法,该方法可以处理具有任意时间戳的数据,为下游应用提供不确定性量化和可解释性。
Abstract
In real-world scenarios like traffic and energy, massive
time-series data
with
missing values
and noises are widely observed, even sampled irregularly. While many
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