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Among the most important models for long-range dependent time series is the class of ARFIMA$(p,d,q)$ (Autoregressive Fractionally Integrated Moving Average) models. Estimating the long-range dependence parameter $d$ in ARFIMA models is a…

Methodology · Statistics 2026-05-11 Guilherme Pumi , Gladys Choque Ulloa , Taiane Schaedler Prass

Errors are prevalent in time series data, such as GPS trajectories or sensor readings. Existing methods focus more on anomaly detection but not on repairing the detected anomalies. By simply filtering out the dirty data via anomaly…

Databases · Computer Science 2020-03-30 Aoqian Zhang , Shaoxu Song , Jianmin Wang , Philip S. Yu

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

Medical time series are often irregular and face significant missingness, posing challenges for data analysis and clinical decision-making. Existing methods typically adopt a single modeling perspective, either treating series data as…

Computer Vision and Pattern Recognition · Computer Science 2025-05-27 Liuqing Chen , Shuhong Xiao , Shixian Ding , Shanhai Hu , Lingyun Sun

Missing values of varying patterns and rates in real-world tabular data pose a significant challenge in developing reliable data-driven models. The most commonly used statistical and machine learning methods for missing value imputation may…

Machine Learning · Computer Science 2025-03-26 Ibna Kowsar , Shourav B. Rabbani , Yina Hou , Manar D. Samad

In many application settings, the data have missing entries which make analysis challenging. An abundant literature addresses missing values in an inferential framework: estimating parameters and their variance from incomplete tables. Here,…

Machine Learning · Statistics 2024-03-22 Julie Josse , Jacob M. Chen , Nicolas Prost , Erwan Scornet , Gaël Varoquaux

Classifying samples in incomplete datasets is a common aim for machine learning practitioners, but is non-trivial. Missing data is found in most real-world datasets and these missing values are typically imputed using established methods,…

Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we introduce temporal Wasserstein imputation, a novel method for imputing missing data in time series. Unlike…

Methodology · Statistics 2025-08-15 Shuo-Chieh Huang , Tengyuan Liang , Ruey S. Tsay

Imputing missing values is an important preprocessing step in data analysis, but the literature offers little guidance on how to choose between different imputation models. This letter suggests adopting the imputation model that generates a…

Methodology · Statistics 2021-07-13 Moritz Marbach

Time series data are ubiquitous in real-world applications. However, one of the most common problems is that the time series data could have missing values by the inherent nature of the data collection process. So imputing missing values…

Machine Learning · Computer Science 2022-09-23 Eunkyu Oh , Taehun Kim , Yunhu Ji , Sushil Khyalia

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…

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

Healthcare data frequently contain a substantial proportion of missing values, necessitating effective time series imputation to support downstream disease diagnosis tasks. However, existing imputation methods focus on discrete data points…

Machine Learning · Computer Science 2025-05-19 Mengxuan Li , Ke Liu , Jialong Guo , Jiajun Bu , Hongwei Wang , Haishuai Wang

Missing data are ubiquitous in the era of big data and, if inadequately handled, are known to lead to biased findings and have deleterious impact on data-driven decision makings. To mitigate its impact, many missing value imputation methods…

Machine Learning · Computer Science 2021-10-26 Yiliang Zhang , Qi Long

Missing values or data is one popular characteristic of real-world datasets, especially healthcare data. This could be frustrating when using machine learning algorithms on such datasets, simply because most machine learning models perform…

Machine Learning · Computer Science 2024-03-25 Luke Oluwaseye Joel , Wesley Doorsamy , Babu Sena Paul

Missing data is a common problem in clinical data collection, which causes difficulty in the statistical analysis of such data. To overcome problems caused by incomplete data, we propose a new imputation method called projective resampling…

Methodology · Statistics 2021-06-17 Zishu Zhan , Xiangjie Li , Jingxiao Zhang

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 data is a collection of chronological observations which is generated by several domains such as medical and financial fields. Over the years, different tasks such as classification, forecasting, and clustering have been…

Machine Learning · Computer Science 2021-02-12 Raha Moraffah , Paras Sheth , Mansooreh Karami , Anchit Bhattacharya , Qianru Wang , Anique Tahir , Adrienne Raglin , Huan Liu

Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate…

Methodology · Statistics 2024-10-10 Anjana Wijayawardhana , Thomas Suesse , David Gunawan

Sensor data streams occur widely in various real-time applications in the context of the Internet of Things (IoT). However, sensor data streams feature missing values due to factors such as sensor failures, communication errors, or depleted…

Databases · Computer Science 2023-11-15 Xiao Li , Huan Li , Hua Lu , Christian S. Jensen , Varun Pandey , Volker Markl