An improved k-nearest neighbours method for traffic time series imputation

Intelligent transportation systems (ITS) are becoming more and more effective, benefiting from big data. Despite this, missing data is a problem that prevents many prediction algorithms in ITS from working effectively. Much work has been done to impute those missing data. Among different imputation methods, k-nearest neighbours (kNN) has shown excellent accuracy and efficiency. However, the general kNN is designed for matrix instead of time series so it lacks the usage of time series characteristics such as windows and weights that are gap-sensitive. This work introduces gap-sensitive windowed kNN (GSW-kNN) imputation for time series. The results show that GSW-kNN is 34% more accurate than benchmarking methods, and it is still robust even if the missing ratio increases to 90%.