1 Introduction
In real-world manufacturing applications, many important features (also called indicators or attributes) are not collected at the same frequency, though most machine learning methods assume that they are collected at the same frequency. For example, in the aluminum production process, the features such as electrolyte level, iron content and silicon content need to be acquired experimentally off-line. These features are low-frequency data. While the features such as working voltage, working current and vibration of the electrolytic cell can be uploaded in on-line through the sensors. These features are collected as high-frequency data.