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An Exploration of Online Missing Value Imputation in Non-stationary Data Stream

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Abstract

Missing value imputation (MVI) is an important data preprocessing technique. In previous decades, MVI technique has been widely studied as well as most MVI approaches have been proposed by means of either statistics or machine learning techniques. However, all previous methods only focus on the static data, but ignore the imputation for the dynamic online data. It is intuitionistic that the imputation errors may be significantly increased when there exists concept drifts in the data stream. In this paper, we investigate the impact of adopting the conventional MVI methods in non-stationary data stream. Meanwhile, two slide time window-based strategies are proposed to alleviate this impact, where one is the plain average strategy, and the other is the logarithmic weighted average strategy that gradually adds the weights of instances along the time axis. Combining with the proposed strategies, three popular MVI techniques, mean imputation (MI), KNN imputation (KNNI) and the Bayesian principal component analysis imputation (BPCAI) are adopted, to indicate the effect of the strategies are irrelevant to the specific MVI technique. The experimental results on three different types' concept drift synthetic data sets and two real-world drifting data sets have presented the effectiveness and feasibility of the proposed strategies. Moreover, the impact of time window size has also been investigated for guiding the parameter settings in future practical applications.

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Acknowledgements

This work was supported by Natural Science Foundation of Jiangsu Province of China under Grant No. BK20191457, and Postgraduate Research & Practice Innovation Program of Jiangsu Province under Grants No. KYCX20_3147, Open Project of Artificial Intelligence Key Laboratory of Sichuan Province under Grant No. 2019RYJ02, Nature Science Foundation of the Jiangsu Higher Education Institute of China under grant No.18KJB520050, National Natural Science Foundation of China under Grants No. 61305058 and No. 61572242, China Postdoctoral Science Foundation under Grants No. 2013M540404 and No. 2015T80481, and Jiangsu Province 333 Project.

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Authors and Affiliations

  1. School of Computer, Jiangsu University of Science and Technology, No.2, Mengxi Road, Zhenjiang, 212003, Jiangsu, China

    Wenlu Dong, Shang Gao, Xibei Yang & Hualong Yu

  2. Artificial Intelligence Key Laboratory of Sichuan Province, Sichuan University of Science and Engineering, Yibin, 644000, China

    Shang Gao & Hualong Yu

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  1. Wenlu Dong
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Correspondence to Hualong Yu.

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Dong, W., Gao, S., Yang, X. et al. An Exploration of Online Missing Value Imputation in Non-stationary Data Stream. SN COMPUT. SCI. 2, 57 (2021). https://doi.org/10.1007/s42979-021-00459-1

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