基于矩阵分解的不同缺失模式下库存缺失数据插补模型研究

A MATRIX DECOMPOSITION-BASED MODEL FOR INTERPOLATION OF MISSING INVENTORY DATA UNDER DIFFERENT MISSING PATTERNS

  • 摘要: 针对库存缺失数据设计一种基于改进矩阵分解的库存缺失数据插补模型。针对库存数据的特性,采用单位根检验和Nemenyi事后多重比较对数据平稳性和显著性进行分析;为不同缺失模式的缺失数据引入时间正则器长短时记忆神经网络,以获取时间序列数据中间依赖性,空间正则器因拉普拉斯、利用网络传感器之间的空间关联考虑时空特征,同时加入Adam优化器,以实现库存缺失数据的高性能插补。根据数据特性,采取RMSE评价指标进行模型评价,通过与先进方法的比较研究,证明了模型具有优越的插补性能。

     

    Abstract: A missing inventory data interpolation model based on improved matrix decomposition is designed for inventory missing data. According to the characteristics of inventory data, the unit root test and Nemenyi post-hoc multiple comparison was adopted to analyze the data stationarity and significance. For missing data with different missing patterns, a time regularizer long short-term memory neural network was introduced to obtain the time dependence in time series data, and a space regularizer graph Laplacian was used to consider the spatiotemporal characteristics by taking advantage of the spatial correlation among network sensors. Meanwhile, an Adam optimizer was added to achieve high-performance interpolation of inventory missing data. According to the data characteristics, the RMSE evaluation metric was adopted for model evaluation. Through comparative studies with advanced methods, it is proved that the model has superior interpolation performance.

     

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