Abstract

This paper presents a novel algorithm for recovering missing values of co-evolving time series with partial embedded network information. The idea is to connect two sources of data (time series data and embedded network data) through a shared low dimensional latent space. The proposed algorithm, named NetDyna, is an Expectation-Maximization (EM) algorithm, and uses the Kalman filter and matrix factorization approaches to infer the missing values both in the time series and embedded network. Our experimental results on real datasets, including a Motes dataset and a Motion Capture dataset, show that (1) NetDyna outperforms other state-of-the-art algorithms, especially with partially observed network information; (2) its computational complexity scales linearly with the time duration of time series; and (3) the algorithm recovers the embedded network in addition to missing time series values.

Original languageEnglish (US)
Title of host publicationProceedings - 2019 IEEE International Conference on Big Data, Big Data 2019
EditorsChaitanya Baru, Jun Huan, Latifur Khan, Xiaohua Tony Hu, Ronay Ak, Yuanyuan Tian, Roger Barga, Carlo Zaniolo, Kisung Lee, Yanfang Fanny Ye
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages503-512
Number of pages10
ISBN (Electronic)9781728108582
DOIs
StatePublished - Dec 2019
Event2019 IEEE International Conference on Big Data, Big Data 2019 - Los Angeles, United States
Duration: Dec 9 2019Dec 12 2019

Publication series

NameProceedings - 2019 IEEE International Conference on Big Data, Big Data 2019

Conference

Conference2019 IEEE International Conference on Big Data, Big Data 2019
CountryUnited States
CityLos Angeles
Period12/9/1912/12/19

Keywords

  • Co-evolving time series
  • EM algorithm
  • Kalman filter
  • Missing value recovery

ASJC Scopus subject areas

  • Artificial Intelligence
  • Computer Networks and Communications
  • Information Systems
  • Information Systems and Management

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  • Cite this

    Hairi, Tong, H., & Ying, L. (2019). NetDyna: Mining Networked Coevolving Time Series with Missing Values. In C. Baru, J. Huan, L. Khan, X. T. Hu, R. Ak, Y. Tian, R. Barga, C. Zaniolo, K. Lee, & Y. F. Ye (Eds.), Proceedings - 2019 IEEE International Conference on Big Data, Big Data 2019 (pp. 503-512). [9005698] (Proceedings - 2019 IEEE International Conference on Big Data, Big Data 2019). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/BigData47090.2019.9005698