Spatiotemporal Memories for Missing Samples Reconstruction

We develop a systematic theory to reconstruct missing samples in a time series using a spatiotemporal memory based on artificial neural networks. The Markov order of the input process is learned and subsequently used for learning temporal correlations from data difference sequences. We enforce the Lipschitz continuity criterion in our algorithm, leading to a regularized optimization framework for learning. The performance of the algorithm is analyzed using both theory and simulations. The efficacy of the technique is tested on synthetic and real life data sets. Our technique is analytic and uses nonlinear feedback within an optimization setup. Simulation results show that the algorithm presented in this article significantly outperforms the state-of-the-art algorithms for missing samples reconstruction with the same data set and similar training conditions.