Time Series Data Cleaning with Regular and Irregular Time Intervals

Abstract: Errors are prevalent in time series data, especially in the industrial field. Data with errors could not be stored in the database, which results in the loss of data assets. Handling the dirty data in time series is non-trivial, when given irregular time intervals. At present, to deal with these time series containing errors, besides keeping original erroneous data, discarding erroneous data and manually checking erroneous data, we can also use the cleaning algorithm widely used in the database to automatically clean the time series data. This survey provides a classification of time series data cleaning techniques and comprehensively reviews the state-of-the-art methods of each type. In particular, we have a special focus on the irregular time intervals. Besides we summarize data cleaning tools, systems and evaluation criteria from research and industry. Finally, we highlight possible directions time series data cleaning.