The invention relates to the technical field of computer
time series data analysis and prediction, in particular to a
time series data filling and restoring method based on
machine learning. The method includes: filling the missing value by using
a domain-based median and mean value filling method; estimating a true value of an expected sampling moment through a linear rule; detecting wave crestsand wave troughs of the
time sequence, and
smoothing abnormal values; taking hundreds of thousands of collected real data as samples, designing and generating
time sequence characteristics, taking real results as labels, and training a
machine learning model based on an XGBoost (Extreme Gradient Boost) for predicting a large number of unknown data. According to the method, the problems of multiplemissing values, large volatility, error accumulation and the like of
specific time sequence data are solved, and the accuracy of
data filling and restoring is effectively improved; moreover, the complexity of a
machine learning model is well controlled, the filling and restoration of hundreds of millions of
data records can be completed within an hour level, and the method has a high practical value.