Missing Value Imputation for Traffic-Related Time Series Data Based on a Multi-View Learning Method

Abstract

In reality, readings of sensors on highways are usually missing at various unexpected moments due to some sensor or communication errors. These missing values do not only influence the real-time traffic monitoring but also prevent further traffic data mining. In this paper, we propose a multi-view learning method to estimate the missing values for traffic-related time series data. The model combines data-driven algorithms (long-short term memory and support vector regression) and collaborative filtering techniques. It can consider the local and global variation in temporal and spatial views to capture more information from the existing data. The estimations of missing values from four views are aggregated to obtain a final value with a kernel function. Data from a highway network are used to evaluate the performance of the proposed model in terms of accuracy, precision, and agreement. The results indicate that our proposed model outperforms other baselines, especially for block missing pattern with a high missing ratio. Furthermore, the sensitivity of the parameters is analyzed. We can conclude that combining different views can improve the performance of the imputation.