Learning Optimal Time Series Combination and Pre-Processing by Smart Joins

• Published in: Applied sciences Vol. 10; no. 18; p. 6346
• Main Authors: Gil, Amaia, Quartulli, Marco, Olaizola, Igor G., Sierra, Basilio
• Format: Journal Article
• Language: English
• Published: Basel MDPI AG 01.09.2020
• Subjects: Algorithms; Case studies; Data analysis; Machine learning; Methods; Optimization; preprocessing; Time series

In industrial applications of data science and machine learning, most of the steps of a typical pipeline focus on optimizing measures of model fitness to the available data. Data preprocessing, instead, is often ad-hoc, and not based on the optimization of quantitative measures. This paper proposes...