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How to learn a good predictor on data with missing values? Most efforts focus on first imputing as well as possible and second learning on the completed data to predict the outcome. Yet, this widespread practice has no theoretical…

Machine Learning · Statistics 2021-12-01 Marine Le Morvan , Julie Josse , Erwan Scornet , Gaël Varoquaux

Missing values are prevalent in multivariate time series, compromising the integrity of analyses and degrading the performance of downstream tasks. Consequently, research has focused on multivariate time series imputation, aiming to…

Machine Learning · Computer Science 2024-08-13 Jianping Zhou , Junhao Li , Guanjie Zheng , Xinbing Wang , Chenghu Zhou

Missing data is a pervasive issue in statistical analyses, affecting the reliability and validity of research across diverse scientific disciplines. Failure to adequately address missing data can lead to biased estimates and consequently…

Methodology · Statistics 2025-05-06 Asmaa Ahmad , Eric J Rose , Michael Roy , Edward Valachovic

Missing data imputation can help improve the performance of prediction models in situations where missing data hide useful information. This paper compares methods for imputing missing categorical data for supervised classification tasks.…

Machine Learning · Statistics 2020-08-11 Jason Poulos , Rafael Valle

Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs.…

Dynamical systems governed by ordinary differential equations (ODEs) serve as models for a vast number of natural and social phenomena. In this work, we offer a fresh perspective on the classical problem of imputing missing time series…

Machine Learning · Computer Science 2025-03-17 Patrick Seifner , Kostadin Cvejoski , Antonia Körner , Ramsés J. Sánchez

Modeling multivariate time series as temporal signals over a (possibly dynamic) graph is an effective representational framework that allows for developing models for time series analysis. In fact, discrete sequences of graphs can be…

Machine Learning · Computer Science 2022-10-11 Ivan Marisca , Andrea Cini , Cesare Alippi

Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most…

Machine Learning · Computer Science 2025-07-15 Addison Weatherhead , Anna Goldenberg

Time-series forecasting finds broad applications in real-world scenarios. Due to the dynamic nature of time series data, it is important for time-series forecasting models to handle potential distribution shifts over time. In this paper, we…

Machine Learning · Computer Science 2026-03-26 Zhiyuan Zhao , Haoxin Liu , B. Aditya Prakash

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Handling missing data in time series is a complex problem due to the presence of temporal dependence. General-purpose imputation methods, while widely used, often distort key statistical properties of the data, such as variance and…

Methodology · Statistics 2026-03-18 Guilherme Pumi , Taiane Schaedler Prass , Douglas Krauthein Verdum

Multiple imputation is a well-established general technique for analyzing data with missing values. A convenient way to implement multiple imputation is sequential regression multiple imputation (SRMI), also called chained equations…

Multiple imputation is a highly recommended technique to deal with missing data, but the application to longitudinal datasets can be done in multiple ways. When a new wave of longitudinal data arrives, we can treat the combined data of…

Methodology · Statistics 2026-05-18 X. M. Kavelaars , S. van Buuren , J. R. van Ginkel

Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Machine Learning · Computer Science 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang

Sensor data has been playing an important role in machine learning tasks, complementary to the human-annotated data that is usually rather costly. However, due to systematic or accidental mis-operations, sensor data comes very often with a…

Machine Learning · Computer Science 2017-11-22 Jingguang Zhou , Zili Huang

We demonstrate a simple strategy to cope with missing data in sequential inputs, addressing the task of multilabel classification of diagnoses given clinical time series. Collected from the pediatric intensive care unit (PICU) at Children's…

Machine Learning · Computer Science 2016-11-14 Zachary C. Lipton , David C. Kale , Randall Wetzel

Urban time series data forecasting featuring significant contributions to sustainable development is widely studied as an essential task of the smart city. However, with the dramatic and rapid changes in the world environment, the…

Machine Learning · Computer Science 2023-11-27 Zekun Cai , Renhe Jiang , Xinyu Yang , Zhaonan Wang , Diansheng Guo , Hiroki Kobayashi , Xuan Song , Ryosuke Shibasaki

This work proposes a non-iterative strategy for missing value imputations which is guided by similarity between observations, but instead of explicitly determining distances or nearest neighbors, it assigns observations to overlapping…

Machine Learning · Statistics 2019-11-25 David Cortes

Multivariate time series (MTS) prediction is ubiquitous in real-world fields, but MTS data often contains missing values. In recent years, there has been an increasing interest in using end-to-end models to handle MTS with missing values.…

Machine Learning · Computer Science 2023-05-11 Zhao-Yu Zhang , Shao-Qun Zhang , Yuan Jiang , Zhi-Hua Zhou

Data for which a set of objects is described by multiple distinct feature sets (called views) is known as multi-view data. When missing values occur in multi-view data, all features in a view are likely to be missing simultaneously. This…

Machine Learning · Statistics 2024-06-21 Wouter van Loon , Marjolein Fokkema , Frank de Vos , Marisa Koini , Reinhold Schmidt , Mark de Rooij