Model ensemble for an effective on-line reconstruction of missing data in sensor networks

The literature has shown that model ensemble techniques are particularly effective to solve regression/classification applications by providing, given a suitable aggregation mechanism, a better generalization ability than the generic model of the ensemble. However, only few recent results consider the use of ensembles for a time-dependent framework, with focus on time-series forecasting. Here, we propose the use of ensemble of models to an on-line reconstruction of missing data coming from a sensor network. Reconstructing missing data is of paramount importance for any further data processing and must be carried out on-line not to introduce unnecessary latency when data lead to a decision or control action. The ensemble is designed by both exploiting temporal and spatial dependencies existing among the sensors composing the network. An effective aggregation mechanism is proposed for the considered models to improve the generalization ability of the ensemble. Results demonstrate the effectiveness of the proposed approach in reconstructing missing data.