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Missing time-series data is a prevalent practical problem. Imputation methods in time-series data often are applied to the full panel data with the purpose of training a model for a downstream out-of-sample task. For example, in finance,…

Machine Learning · Statistics 2023-04-13 Jose Blanchet , Fernando Hernandez , Viet Anh Nguyen , Markus Pelger , Xuhui Zhang

Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which…

Machine Learning · Computer Science 2019-03-26 Samuel Arcadinho , Paulo Mateus

Real-world data is often incomplete and contains missing values. To train accurate models over real-world datasets, users need to spend a substantial amount of time and resources imputing and finding proper values for missing data items. In…

Machine Learning · Statistics 2024-03-05 Cheng Zhen , Nischal Aryal , Arash Termehchy , Alireza Aghasi , Amandeep Singh Chabada

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

Missing data in time series is a pervasive problem that puts obstacles in the way of advanced analysis. A popular solution is imputation, where the fundamental challenge is to determine what values should be filled in. This paper proposes…

Machine Learning · Computer Science 2023-07-06 Wenjie Du , David Cote , Yan Liu

Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and…

Machine Learning · Computer Science 2024-08-13 Pengshuai Yao , Mengna Liu , Xu Cheng , Fan Shi , Huan Li , Xiufeng Liu , Shengyong Chen

Decision making from data involves identifying a set of attributes that contribute to effective decision making through computational intelligence. The presence of missing values greatly influences the selection of right set of attributes…

Machine Learning · Computer Science 2013-07-23 M. Naresh Kumar

Finding meaningful distances between high-dimensional data samples is an important scientific task. To this end, we propose a new tree-Wasserstein distance (TWD) for high-dimensional data with two key aspects. First, our TWD is specifically…

Machine Learning · Computer Science 2025-02-25 Ya-Wei Eileen Lin , Ronald R. Coifman , Gal Mishne , Ronen Talmon

Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…

Machine Learning · Computer Science 2024-03-25 Yakun Chen , Kaize Shi , Zhangkai Wu , Juan Chen , Xianzhi Wang , Julian McAuley , Guandong Xu , Shui Yu

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

Time series data are observations collected over time intervals. Successful analysis of time series data captures patterns such as trends, cyclicity and irregularity, which are crucial for decision making in research, business, and…

Machine Learning · Computer Science 2023-08-21 Daniel Zhang

Missing values in multivariate time series data can harm machine learning performance and introduce bias. These gaps arise from sensor malfunctions, blackouts, and human error and are typically addressed by data imputation. Previous work…

Machine Learning · Computer Science 2025-03-04 Mohammad Rafid Ul Islam , Prasad Tadepalli , Alan Fern

A novel nonparametric method to impute missing values in compositional data is developed. The method is based on the $k$--$NN$ algorithm, utilizes the Jensen-Shannon divergence and employs the Fr{\'e}chet mean to allow for more flexibility…

Methodology · Statistics 2026-05-29 Michail Tsagris , Connie Stewart , Abdulaziz Alenazi

Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang

Missing values occur commonly in the multidimensional data warehouses. They may generate problems of usefulness of data since the analysis performed on a multidimensional data warehouse is through different dimensions with hierarchies where…

Databases · Computer Science 2021-10-05 Yuzhao Yang , Fatma Abdelhedi , Jérôme Darmont , Franck Ravat , Olivier Teste

Most practical data science problems encounter missing data. A wide variety of solutions exist, each with strengths and weaknesses that depend upon the missingness-generating process. Here we develop a theoretical framework for training and…

Machine Learning · Computer Science 2022-11-15 Jahan C. Penny-Dimri , Christoph Bergmeir , Julian Smith

Precipitation data collected at sub-hourly resolution represents specific challenges for missing data recovery by being largely stochastic in nature and highly unbalanced in the duration of rain vs non-rain. Here we present a two-step…

Minimum distance estimation (MDE) gained recent attention as a formulation of (implicit) generative modeling. It considers minimizing, over model parameters, a statistical distance between the empirical data distribution and the model. This…

Statistics Theory · Mathematics 2020-10-21 Ziv Goldfeld , Kristjan Greenewald , Kengo Kato

The challenge of handling missing data is widespread in modern data analysis, particularly during the preprocessing phase and in various inferential modeling tasks. Although numerous algorithms exist for imputing missing data, the…

Methodology · Statistics 2024-03-28 Marcos Matabuena , Carla Díaz-Louzao , Rahul Ghosal , Francisco Gude

Modeling observations as random distributions embedded within Wasserstein spaces is becoming increasingly popular across scientific fields, as it captures the variability and geometric structure of the data more effectively. However, the…

Statistics Theory · Mathematics 2026-04-08 François Bachoc , Alberto González-Sanz , Jean-Michel Loubes , Yisha Yao