EAAI Journal 2025 Journal Article
Data imputation in the frequency domain using Echo State Networks
- Luciano Sánchez
- Nahuel Costa
- Inés Couso
This study addresses the problem of reconstructing time series data with only partial spectral information, specifically the power spectral density (PSD), without corresponding phase details. Such situations are common in industrial settings where sensors measure the energy across various frequency bands but do not record the temporal signal. Existing phase-imputation methods often fail to produce reliable time-domain signals suitable for system identification algorithms, such as those used for calculating vibration modes and structural health monitoring. To address this issue, a solution is proposed using a physics-informed Echo State Network (ESN) designed to impute a time signal whose PSD matches the observed spectral data. The approach uses fuzzy sets to represent our limited knowledge about the inputs and extends the ESN definition to handle fuzzy-valued inputs, integrating physical insights directly into the frequency domain within the loss function. This enables the simultaneous learning of a set of weak constraints on the amplitude and autocorrelation of the unknown excitation to the physical system, alongside a recurrent neural network that models the functional dependence between these inputs and the partially observed outputs. This methodology is validated through two empirical analyses: one using a synthetic dataset designed to simulate real-world scenarios for benchmarking, and another through a practical case study focused on diagnosing the condition of industrial fans using vibration data. Empirical validation demonstrates that the proposed method successfully identified shifts in vibration modes, ranging from 8% to 17%, following structural changes.