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Related papers: Time Series Imputation

200 papers

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

Machine Learning · Computer Science 2020-09-21 Mehak Gupta , Rahmatollah Beheshti

Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…

Methodology · Statistics 2025-04-08 Qiushuang Li , Recai Yucel

Real-world clinical time series data sets exhibit a high prevalence of missing values. Hence, there is an increasing interest in missing data imputation. Traditional statistical approaches impose constraints on the data-generating process…

Machine Learning · Computer Science 2020-01-13 Yang Guo , Zhengyuan Liu , Pavitra Krishnswamy , Savitha Ramasamy

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

With the prevalence of sensor failures, imputation, the process of estimating missing values, has emerged as the cornerstone of time series data pre-processing. While numerous imputation algorithms have been developed to repair these data…

Machine Learning · Computer Science 2026-01-23 Quentin Nater , Mourad Khayati

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

Time series are widely used as signals in many classification/regression tasks. It is ubiquitous that time series contains many missing values. Given multiple correlated time series data, how to fill in missing values and to predict their…

Machine Learning · Computer Science 2018-05-29 Wei Cao , Dong Wang , Jian Li , Hao Zhou , Lei Li , Yitan Li

With the transition to a smart grid, we are witnessing a significant growth in sensor deployments and smart metering infrastructure in the distribution system. However, information from these sensors and meters are typically unevenly…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Shweta Dahale , Balasubramaniam Natarajan

Multivariate time series data suffer from the problem of missing values, which hinders the application of many analytical methods. To achieve the accurate imputation of these missing values, exploiting inter-correlation by employing the…

Machine Learning · Computer Science 2024-09-17 Kohei Obata , Koki Kawabata , Yasuko Matsubara , Yasushi Sakurai

Missing data is a common problem in time series data. Most methods for imputation ignore label information pertaining to the time series even if that information exists. In this paper, we provide a framework for missing data imputation in…

In real-world scenarios like traffic and energy, massive time-series data with missing values and noises are widely observed, even sampled irregularly. While many imputation methods have been proposed, most of them work with a local…

Machine Learning · Computer Science 2024-06-03 Shikai Fang , Qingsong Wen , Yingtao Luo , Shandian Zhe , Liang Sun

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

Machine Learning · Computer Science 2023-06-02 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Dzung Phan , Roman Vaculin , Jayant Kalagnanam

Missing data arises when certain values are not recorded or observed for variables of interest. However, most of the statistical theory assume complete data availability. To address incomplete databases, one approach is to fill the gaps…

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

Data values in a dataset can be missing or anomalous due to mishandling or human error. Analysing data with missing values can create bias and affect the inferences. Several analysis methods, such as principle components analysis or…

Artificial Intelligence · Computer Science 2022-05-11 Sandeep Hans , Diptikalyan Saha , Aniya Aggarwal

Dealing with missing values and incomplete time series is a labor-intensive, tedious, inevitable task when handling data coming from real-world applications. Effective spatio-temporal representations would allow imputation methods to…

Machine Learning · Computer Science 2022-02-11 Andrea Cini , Ivan Marisca , Cesare Alippi

Missing values pose a persistent challenge in modern data science. Consequently, there is an ever-growing number of publications introducing new imputation methods in various fields. While many studies compare imputation approaches, they…

Computation · Statistics 2025-11-10 Krystyna Grzesiak , Christophe Muller , Julie Josse , Jeffrey Näf