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FSMUMI (version 1.0)

FSMUMImputation: Imputing large gaps based on the new fuzzy-weighted similarity measure

Description

Fill large gaps in low or uncorrelated multivariate time series using the fuzzy-weighted similarity measure

Usage

FSMUMImputation(data, large_gap_threshold, step_threshold, step_finding)

Arguments

data

a multivariate signals containing gaps

large_gap_threshold

threshold used to determine a gap is large

step_threshold

increment used for finding the threshold

step_finding

increment used for retrieving a similar sequences to the queries

Value

returns a completed multivariate time series