Patent ID: 6055491
Filing Date: 2000-04-25
Classification: G06G

Abstract:
A method of reconstructing missing data of a time sequence, comprising at a data receiver:(a) receiving a plurality of co-evolving time sequences of data including at lest one time sequence of data having a portion of missing data wherein the plurality of time sequences comprise one or more known time sequences, and wherein the plurality of time sequences have a present value and (N-1) past values, wherein N is the number of samples of each time sequence,(b) determining a window size (w);(c) assigning the missing data of the time sequence as a dependent variable;(d) assigning the present value of a subset of the known time sequences, and any known past values of the plurality of time sequences as a plurality of independent variables, wherein the past values are delayed by up to w steps;(e) forming an equation comprising the dependent variable and the independent variables;(f) solving the equation using a least squares method;(g) reconstructing the missing data using the solved equation.