Time-series imputation using low-rank matrix completion
利用低秩矩阵补全进行时间序列缺失值插补
We investigate the use of matrix completion methods for time-series imputation. Specifically we consider low-rank completion of the block-Hankel matrix representation of a time-series. Simulation experiments are used to compare the method with five recognised imputation techniques with varying levels of computational effort. The Hankel Imputation (HI) method is seen to perform competitively at interpolating missing time-series data, and shows particular potential for…