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Related papers: Time Series Imputation

200 papers

The time series theory is set in this work under the domain of general elliptically contoured distributions. The advent of a time series approach that is in accordance with the expected reality of dependence between errors, transfers the…

We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…

Methodology · Statistics 2023-11-13 Zhongzhen Wang , Petros Dellaportas , Ioannis Kosmidis

Most recent network failure diagnosis systems focused on data center networks where complex measurement systems can be deployed to derive routing information and ensure network coverage in order to achieve accurate and fast fault…

Networking and Internet Architecture · Computer Science 2022-07-06 Yufeng Xin , Shih-Wen Fu , Anirban Mandal , Ryan Tanaka , Mats Rynge , Karan Vahi , Ewa Deelman

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

Time series prediction is a widespread and well studied problem with applications in many domains (medical, geoscience, network analysis, finance, econometry etc.). In the case of multivariate time series, the key to good performances is to…

Machine Learning · Computer Science 2022-02-09 Darko Drakulic , Jean-Marc Andreoli

Multivariate time series present challenges to standard machine learning techniques, as they are often unlabeled, high dimensional, noisy, and contain missing data. To address this, we propose T-Rep, a self-supervised method to learn time…

Machine Learning · Computer Science 2024-05-10 Archibald Fraikin , Adrien Bennetot , Stéphanie Allassonnière

Missing data are often dealt with multiple imputation. A crucial part of the multiple imputation process is selecting sensible models to generate plausible values for incomplete data. A method based on posterior predictive checking is…

Computation · Statistics 2026-05-14 Mingyang Cai , Stef van Buuren , Gerko Vink

Complex dynamic systems can be investigated by fitting mechanistic stochastic dynamic models to time series data. In this context, commonly used Monte Carlo inference procedures for model selection and parameter estimation quickly become…

Methodology · Statistics 2025-11-24 Jesse Wheeler , Aaron J. Abkemeier , Edward L. Ionides

In many machine learning applications, we are faced with incomplete datasets. In the literature, missing data imputation techniques have been mostly concerned with filling missing values. However, the existence of missing values is…

Machine Learning · Computer Science 2020-09-07 Mohammad Kachuee , Kimmo Karkkainen , Orpaz Goldstein , Sajad Darabi , Majid Sarrafzadeh

Sparsity is a common issue in many trajectory datasets, including human mobility data. This issue frequently brings more difficulty to relevant learning tasks, such as trajectory imputation and prediction. Nowadays, little existing work…

Machine Learning · Computer Science 2023-01-13 Kyle K. Qin , Yongli Ren , Wei Shao , Brennan Lake , Filippo Privitera , Flora D. Salim

Time-series data with missing values are commonly encountered in many fields, such as healthcare, meteorology, and robotics. The imputation aims to fill the missing values with valid values. Most imputation methods trained the models…

Machine Learning · Computer Science 2024-11-21 Tae-Min Choi , Ji-Su Kang , Jong-Hwan Kim

Healthcare time series data is vital for monitoring patient activity but often contains noise and missing values due to various reasons such as sensor errors or data interruptions. Imputation, i.e., filling in the missing values, is a…

Machine Learning · Computer Science 2024-12-17 Lien P. Le , Xuan-Hien Nguyen Thi , Thu Nguyen , Michael A. Riegler , Pål Halvorsen , Binh T. Nguyen

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 value imputation is an important practical problem. There is a large body of work on it, but there does not exist any work that formulates the problem in a structured output setting. Also, most applications have constraints on the…

Machine Learning · Computer Science 2013-11-12 Rahul Kidambi , Vinod Nair , Sundararajan Sellamanickam , S. Sathiya Keerthi

Multivariate time series analysis is a vital but challenging task, with multidisciplinary applicability, tackling the characterization of multiple interconnected variables over time and their dependencies. Traditional methodologies often…

Social and Information Networks · Computer Science 2026-02-03 Vanessa Freitas Silva , Maria Eduarda Silva , Pedro Ribeiro , Fernando Silva

How can we explain the predictions of a machine learning model? When the data is structured as a multivariate time series, this question induces additional difficulties such as the necessity for the explanation to embody the time dependency…

Machine Learning · Computer Science 2021-06-11 Jonathan Crabbé , Mihaela van der Schaar

Effective imputation is a crucial preprocessing step for time series analysis. Despite the development of numerous deep learning algorithms for time series imputation, the community lacks standardized and comprehensive benchmark platforms…

With rapid development of techniques to measure brain activity and structure, statistical methods for analyzing modern brain-imaging play an important role in the advancement of science. Imaging data that measure brain function are usually…

Methodology · Statistics 2023-01-05 Haoyi Fu , Lu Tang , Ori Rosen , Alison E. Hipwell , Theodore J. Huppert , Robert T. Krafty

Missing data represents a fundamental challenge in machine learning applications, often reducing model performance and reliability. This problem is particularly acute in fields like bioinformatics and clinical machine learning, where…

Machine Learning · Computer Science 2025-09-04 Fatemeh Azad , Zoran Bosnić , Matjaž Kukar

Missing data are ubiquitous in real world applications and, if not adequately handled, may lead to the loss of information and biased findings in downstream analysis. Particularly, high-dimensional incomplete data with a moderate sample…

Machine Learning · Computer Science 2022-12-23 Zongyu Dai , Zhiqi Bu , Qi Long