sigmod15-screen

Code release of "SCREEN: Stream Data Cleaning under Speed Constraints." (SIGMOD 15). The description of code files are listed below:

Screen.java: Algorithm 1 in the paper. Use SCREEN algorithm to repair time series with certain speed constraints.
TimePoint.java: the class for TimePoint indicating a time point.
TimeSeries.java: the class for TimeSeries indicating a time sereis.

Datasets

The public datasets in the paper:

STOCK with synthetic errors.

The schema of the data file contains three columns,

timestamp: the timestamp of the data
dirty: the observation
truth: the truth

Attention

The example dataset is data/stock10k.data, in case the link is out of date

Parameters

The input and output of Screen algorithm is:

Method

Screen(dirtySeries, sMax, sMin, T)
mainScreen()

Input:

double sMax = 6           // maximum speed
double sMin = -6          // minimum speed
long T = 1                // window size
TimeSeries dirtySeries

Output

Timeseries resultSeries

Typos in the draft

Sorry for the typos in the draft in Section 3.2.1, page 4. Above formula (7), the equations of $|xi-xi'|$ should be modified as follows:

xi-xk'+smax(tk-ti)
xk'-xi-smin(tk-ti)
0

Citation

If you use this code for your research, please consider citing:

@inproceedings{DBLP:conf/sigmod/SongZWY15,
  author    = {Shaoxu Song and
               Aoqian Zhang and
               Jianmin Wang and
               Philip S. Yu},
  title     = {{SCREEN:} Stream Data Cleaning under Speed Constraints},
  booktitle = {Proceedings of the 2015 {ACM} {SIGMOD} International Conference on
               Management of Data, Melbourne, Victoria, Australia, May 31 - June
               4, 2015},
  pages     = {827--841},
  year      = {2015}
}