Handling missing data from heteroskedastic and nonstationary data

Fulufhelo V. Nelwamondo, Tshilidzi Marwala

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

7 Citations (Scopus)

Abstract

This paper presents a computational intelligence approach for predicting missing data in the presence of concept drift using an ensemble of multi-layered feed forward neural networks. An algorithm that detects concept drift by measuring heteroskedasticity is proposed. Six instances prior to the occurrence of missing data are used to approximate the missing values. The algorithm is applied to simulated time series data sets resembling non-stationary data from a sensor. Results show that the prediction of missing data in non-stationary time series data is possible but is still a challenge. For one test, up to 78% of the data could be predicted within 10% tolerance range of accuracy.

Original languageEnglish
Title of host publicationAdvances in Neural Networks - ISNN 2007 - 4th International Symposium on Neural Networks, ISNN 2007, Proceedings
PublisherSpringer Verlag
Pages1293-1302
Number of pages10
EditionPART 1
ISBN (Print)9783540723820
DOIs
Publication statusPublished - 2007
Externally publishedYes
Event4th International Symposium on Neural Networks, ISNN 2007 - Nanjing, China
Duration: 3 Jun 20077 Jun 2007

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
NumberPART 1
Volume4491 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference4th International Symposium on Neural Networks, ISNN 2007
Country/TerritoryChina
CityNanjing
Period3/06/077/06/07

ASJC Scopus subject areas

  • Theoretical Computer Science
  • General Computer Science

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