Protecting Time Series Data with Minimal Forecast Loss
以最小预测损失保护时间序列数据
Forecasting could be negatively impacted due to anonymization requirements in data protection legislation. To measure the potential severity of this problem, we derive theoretical bounds for the loss to forecasts from additive exponential smoothing models using protected data. Following the guidelines of anonymization from the General Data Protection Regulation (GDPR) and California Consumer Privacy Act (CCPA), we develop the $k$-nearest Time Series ($k$-nTS) Swapping and $k$…