Missing values appear in most multivariate time series, especially in the monitored network traffic data due to high measurement cost and unavoidable loss. In the networking fields, missing data prevents advanced analysis and downgrades downstream applications such as traffic engineering and anomaly detection. Despite the great potential, existing imputation approaches based on tensor decomposition and deep learning techniques have shown limitations in addressing missing values of traffic data due to its dynamic behavior. In this paper, we propose Graph Convolutional Recurrent Neural Network for Imputing Network Traffic (GCRINT), a combination between Recurrent Neural Network (RNN) and Graph Convolutional Neural Network, for filling the missing values of network traffic data. We use a bidirectional Long Short-Term Memory network and Graph Neural Network to efficiently learn the spatial-temporal correlations in partially observed data. We conducted extensive experiments to evaluate our model by using two different datasets and various missing scenarios. The experiment results show that GCRINT achieves significantly low imputation errors and reduces the error by 35% compared to the state-of-the-art methods. GCRINT also helps to obtain a stable performance in the traffic engineering problem.
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