SYSTEM FOR ALTERNATING LONG-INTERVAL CONSECUTIVE MISSING VALUE OF TIME SERIES DATA AND METHOD THEREOF

摘要

PURPOSE: A system for replacing continuous missing value of time series data and a method thereof are provided to guarantee the accuracy of replacement and to replace and detect a long-interval missing value by using a kalman filter-based linear dynamic system. CONSTITUTION: A concealment variable generating unit(100) generates a concealment variable including continuous missing value pattern features by considering a correlation between time series data including the missing value. A time series data replacing unit(200) replaces new time series data for old time series data by using the concealment variable. A parameter updating unit(300) updates an old parameter into a new parameter by using the concealment variable and the new time series data. A parameter comparing unit(400) compares the old parameter with the new parameter to determine the repetition of parameter update. [Reference numerals] (100) Concealment variable generating unit; (110) Correlation modeling module; (120) Temporal continuity modeling module; (200) Time series data replacing unit; (300) Parameter updating unit; (400) Parameter comparing unit