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Description of recovery scenarios

Setup

  • all data is z-score normalized
  • normalization occurs before trimming the length for tests where N_test < N
  • when percentage or division is mentioned, the result is floored down to nearest integer

Scenarios

N = lentgh of time series

M = number of time series

W = 10% * N

miss_perc:

  • N = max; M = max;
  • size of a single single block varies between 10% and 80% of the series, position: at 5% of 1st series from the top.

ts_length:

  • M = max; N varies between 20% and 100% of the series;
  • size of a single missing block is 10% * N, position: at 5% of 1st series from the top.

ts_nbr:

  • N = max; M = varies from min(10% of columns, 4) to 100% of columns;
  • size of a single missing block is W, position: at 5% of 1st series from the top.

miss_disj:

  • N = max; M = max;
  • Missing data: size = N/M, position: in each time series = column_index * size

miss_over:

  • N = max; M = max;
  • Missing data: size = 2 * N/M for all columns except last; last column = N/M; position: in each time series = column_index * (size/2)

mcar*:

  • N = max; M = max;
  • Missing data: 10 to 100% time series are incomplete; Missing blocks - size = 10, removed from a random series at a random position until a total of W of all points of time series are missing.

blackout:

  • N = max; M = max;
  • Missing data: 10 to 100 rows in each time series, position: at 5% of all series from the top.

* mcar scenario uses random number generator with fixed seed and will produce the same blocks every run