Resampling Multi-Resolution Signals Using the Bag of Functions Framework: Addressing Variable Sampling Rates in Time Series Data
Abstract
1. Introduction
- 1.
- We develop an extension of the Bag of Functions approach to process data collected at varying sampling rates.
- 2.
- We propose a scalable decomposition framework based on the Bag of Functions that enables the representation of discrete signals into continuous functions, ensuring the preservation of spectral and temporal characteristics.
- 3.
- We introduce an unsupervised resampling mechanism that standardizes time series with different sampling rates, allowing for a unified representation that facilitates joint analysis and data fusion.
- 4.
- We validate our approach on one synthetic and three real-world datasets, demonstrating its effectiveness in reconstructing signals while preserving statistical and spectral properties across different sampling rates.
2. Related Work
2.1. Time Series Decomposition
2.2. Multi-Resolution Signal Processing Methods
3. Bag of Functions for Resampling Multi-Resolution Signals
3.1. Problem Definition
3.2. Neural Network Architecture
Algorithm 1 Optimization of Residual BoF Model with function parametrization. |
Require: Dataset , basis function families , , , learning rate , number of epochs M |
|
▹2. Event Component (residual) |
|
▹3. Trend Component (second residual) |
|
▹4. Signal Reconstruction and Loss Computation |
|
3.3. Resampling Strategy Within the Bag of Functions Framework
4. Evaluation
4.1. Synthetic Data Generation
- 1.
- Seasonality: Two sets of sinusoidal functions are used:
- 2.
- Trend: The trend component is modeled as a linear function
- 3.
- Event: This is defined as a Gaussian function
- 4.
- Noise: The noise component is modeled as a uniform distribution
4.2. Real World Data
4.2.1. PJM Hourly Energy Consumption
4.2.2. Electricity Transformer Temperature
4.2.3. Thermal Power Prediction
4.3. Experimental Setup
4.4. Results
4.5. Discussion and Limitations
5. Conclusions
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Conflicts of Interest
References
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Method | MSE ↓ | Pearson ↑ | ||||||
---|---|---|---|---|---|---|---|---|
10 Hz | 20 Hz | 50 Hz | 500 Hz | 10 Hz | 20 Hz | 50 Hz | 500 Hz | |
Linear Interpol. | 4.450 | 1.336 | 0.224 | 0.189 | 0.731 | 0.925 | 0.987 | 0.989 |
Cubic Interpol. | 5.553 | 1.440 | 0.242 | 0.206 | 0.692 | 0.922 | 0.986 | 0.988 |
FFT-based | 1.531 | 0.526 | 0.244 | 0.142 | 0.918 | 0.972 | 0.986 | 0.992 |
Polyphase FIR | 0.882 | 0.357 | 0.205 | 0.118 | 0.952 | 0.980 | 0.988 | 0.993 |
FIR Filter | 0.933 | 0.349 | 0.200 | 0.117 | 0.949 | 0.981 | 0.989 | 0.993 |
Sinc Filter | 1.086 | 0.348 | 0.201 | 0.117 | 0.940 | 0.981 | 0.989 | 0.993 |
FFNN | 2.371 | 1.207 | 0.188 | 0.157 | 0.913 | 0.956 | 0.990 | 0.991 |
MR-BoF 1 Stage | 1.180 | 0.638 | 0.442 | 0.423 | 0.939 | 0.967 | 0.977 | 0.978 |
MR-BoF 2 Stage | 0.682 | 0.327 | 0.175 | 0.183 | 0.965 | 0.984 | 0.991 | 0.990 |
Method | MSE ↓ | Pearson ↑ | ||||||
---|---|---|---|---|---|---|---|---|
Linear Interpol. | 1.352 | 1.345 | 0.939 | 0.186 | 0.070 | 0.116 | 0.308 | 0.879 |
Linear Interpol. ext. | 1.569 | 1.299 | 0.895 | 0.056 | 0.153 | 0.216 | 0.432 | 0.963 |
Cubic Interpol. | 1.598 | 1.434 | 1.114 | 0.201 | 0.077 | 0.122 | 0.292 | 0.874 |
Cubic Interpol. ext. | 3.753 | 1.809 | 5.537 | 0.131 | 0.191 | 0.197 | 0.121 | 0.919 |
FFT-based | 1.365 | 1.345 | 1.233 | 0.026 | 0.160 | 0.186 | 0.297 | 0.983 |
Polyphase FIR | 1.263 | 1.295 | 1.129 | 0.033 | 0.195 | 0.199 | 0.325 | 0.978 |
FIR Filter | 1.255 | 1.289 | 0.984 | 0.032 | 0.193 | 0.199 | 0.376 | 0.978 |
Sinc Filter | 1.247 | 1.290 | 1.112 | 0.033 | 0.192 | 0.196 | 0.312 | 0.978 |
FFNN | 0.979 | 0.816 | 0.611 | 0.131 | 0.471 | 0.587 | 0.736 | 0.941 |
MR-BoF 3 Stages | 0.451 | 0.370 | 0.160 | 0.072 | 0.724 | 0.781 | 0.911 | 0.957 |
Method | MSE ↓ | Pearson ↑ | ||||||
---|---|---|---|---|---|---|---|---|
Linear Interpol. | 0.736 | 0.760 | 0.680 | 0.237 | 0.076 | 0.069 | 0.181 | 0.736 |
Linear Interpol. ext. | 1.372 | 0.936 | 0.540 | 0.235 | 0.039 | 0.159 | 0.349 | 0.754 |
Cubic Interpol. | 0.729 | 0.872 | 0.803 | 0.264 | 0.108 | 0.058 | 0.166 | 0.727 |
Cubic Interpol. ext. | 4.046 | 3.304 | 2.710 | 0.305 | 0.032 | 0.110 | 0.169 | 0.723 |
FFT-based | 0.924 | 0.801 | 0.695 | 0.223 | 0.061 | 0.179 | 0.274 | 0.786 |
Polyphase FIR | 0.885 | 0.745 | 0.643 | 0.217 | 0.084 | 0.211 | 0.305 | 0.789 |
FIR Filter | 0.867 | 0.738 | 0.617 | 0.214 | 0.085 | 0.208 | 0.318 | 0.790 |
Sinc Filter | 0.847 | 0.737 | 0.639 | 0.217 | 0.079 | 0.193 | 0.289 | 0.786 |
FFNN | 0.702 | 0.639 | 0.547 | 0.270 | 0.345 | 0.415 | 0.515 | 0.760 |
MR-BoF 3 Stages | 0.606 | 0.532 | 0.424 | 0.317 | 0.320 | 0.378 | 0.534 | 0.667 |
Method | MSE ↓ | Pearson ↑ | ||||||
---|---|---|---|---|---|---|---|---|
Linear Interpol. | 1.021 | 1.021 | 0.939 | 0.497 | 0.145 | 0.205 | 0.255 | 0.623 |
Linear Interpol. ext. | 1.352 | 1.068 | 0.909 | 0.285 | 0.182 | 0.247 | 0.340 | 0.796 |
Cubic Interpol. | 1.221 | 1.170 | 1.075 | 0.567 | 0.127 | 0.192 | 0.243 | 0.607 |
Cubic Interpol. ext. | 5.484 | 2.107 | 2.578 | 0.570 | 0.115 | 0.201 | 0.165 | 0.721 |
FFT-based | 1.105 | 1.128 | 1.094 | 0.295 | 0.186 | 0.222 | 0.258 | 0.804 |
Polyphase FIR | 1.055 | 1.087 | 1.038 | 0.287 | 0.212 | 0.235 | 0.278 | 0.807 |
FIR Filter | 1.036 | 1.076 | 0.991 | 0.280 | 0.214 | 0.236 | 0.297 | 0.811 |
Sinc Filter | 1.001 | 1.072 | 1.020 | 0.290 | 0.217 | 0.235 | 0.273 | 0.803 |
FFNN | 0.965 | 0.937 | 0.878 | 0.600 | 0.168 | 0.239 | 0.300 | 0.572 |
MR-BoF 3 Stages | 0.802 | 0.667 | 0.488 | 0.282 | 0.285 | 0.422 | 0.614 | 0.797 |
Input f (Hz) | Cubic | FFT | FIR | FFNN * | MR-BoF 1 * | MR-BoF 2 * |
---|---|---|---|---|---|---|
10 Hz | 60 ± 4 | 20 ± 1 | 290 ± 20 | 170 ± 220 | 940 ± 227 | 1780 ± 216 |
20 Hz | 50 ± 2 | 20 ± 1 | 170 ± 13 | 160 ± 225 | 950 ± 216 | 1790 ± 224 |
50 Hz | 50 ± 1 | 20 ± 1 | 100 ± 11 | 160 ± 214 | 940 ± 227 | 1770 ± 227 |
500 Hz | 50 ± 4 | 20 ± 1 | 70 ± 9 | 160 ± 224 | 950 ± 219 | 1770 ± 225 |
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Salazar Torres, D.O.; Altinses, D.; Schwung, A. Resampling Multi-Resolution Signals Using the Bag of Functions Framework: Addressing Variable Sampling Rates in Time Series Data. Sensors 2025, 25, 4759. https://doi.org/10.3390/s25154759
Salazar Torres DO, Altinses D, Schwung A. Resampling Multi-Resolution Signals Using the Bag of Functions Framework: Addressing Variable Sampling Rates in Time Series Data. Sensors. 2025; 25(15):4759. https://doi.org/10.3390/s25154759
Chicago/Turabian StyleSalazar Torres, David Orlando, Diyar Altinses, and Andreas Schwung. 2025. "Resampling Multi-Resolution Signals Using the Bag of Functions Framework: Addressing Variable Sampling Rates in Time Series Data" Sensors 25, no. 15: 4759. https://doi.org/10.3390/s25154759
APA StyleSalazar Torres, D. O., Altinses, D., & Schwung, A. (2025). Resampling Multi-Resolution Signals Using the Bag of Functions Framework: Addressing Variable Sampling Rates in Time Series Data. Sensors, 25(15), 4759. https://doi.org/10.3390/s25154759