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Incomplete observability of data generates an identification problem. There is no panacea for missing data. What one can learn about a population parameter depends on the assumptions one finds credible to maintain. The credibility of…

Econometrics · Economics 2022-05-17 Charles F. Manski

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

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

Missing data in time series is a challenging issue affecting time series analysis. Missing data occurs due to problems like data drops or sensor malfunctioning. Imputation methods are used to fill in these values, with quality of imputation…

Machine Learning · Computer Science 2023-04-11 Karan Aggarwal , Jaideep Srivastava

Prediction models are used to predict an outcome based on input variables. Missing data in input variables often occurs at model development and at prediction time. The missForestPredict R package proposes an adaptation of the missForest…

Methodology · Statistics 2024-07-08 Elena Albu , Shan Gao , Laure Wynants , Ben Van Calster

In the era of increasingly complex AI models for time series forecasting, progress is often measured by marginal improvements on benchmark leaderboards. However, this approach suffers from a fundamental flaw: standard evaluation metrics…

Machine Learning · Computer Science 2026-05-28 Wanjin Feng , Yuan Yuan , Jingtao Ding , Yong Li

Rule models are often preferred in prediction tasks with tabular inputs as they can be easily interpreted using natural language and provide predictive performance on par with more complex models. However, most rule models' predictions are…

Machine Learning · Computer Science 2023-11-27 Lena Stempfle , Fredrik D. Johansson

Time series imputation is one of the most challenge problems and has broad applications in various fields like health care and the Internet of Things. Existing methods mainly aim to model the temporally latent dependencies and the…

Machine Learning · Computer Science 2025-05-13 Ruichu Cai , Kaitao Zheng , Junxian Huang , Zijian Li , Zhengming Chen , Boyan Xu , Zhifeng Hao

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

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

Background: Existing guidelines for handling missing data are generally not consistent with the goals of prediction modelling, where missing data can occur at any stage of the model pipeline. Multiple imputation (MI), often heralded as the…

Methodology · Statistics 2022-06-27 Rose Sisk , Matthew Sperrin , Niels Peek , Maarten van Smeden , Glen P. Martin

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

Time-series analysis is often affected by missing data, a common problem across several fields, including healthcare and environmental monitoring. Multiple Imputation by Chained Equations (MICE) has been prominent for imputing missing…

Machine Learning · Statistics 2026-04-10 Amuche Ibenegbu , Pierre Lafaye de Micheaux , Rohitash Chandra

In contemporary data-driven environments, the generation and processing of multivariate time series data is an omnipresent challenge, often complicated by time delays between different time series. These delays, originating from a multitude…

Machine Learning · Computer Science 2024-08-26 Jiajie Wang , Zhiyuan Jerry Lin , Wen Chen

A common approach for handling missing values in data analysis pipelines is multiple imputation via software packages such as MICE (Van Buuren and Groothuis-Oudshoorn, 2011) and Amelia (Honaker et al., 2011). These packages typically assume…

Methodology · Statistics 2025-07-23 Trung Phung , Kyle Reese , Ilya Shpitser , Rohit Bhattacharya

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

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

The imputation of missing values in multivariate time series (MTS) data is critical in ensuring data quality and producing reliable data-driven predictive models. Apart from many statistical approaches, a few recent studies have proposed…

Machine Learning · Computer Science 2023-05-17 Maksims Kazijevs , Manar D. Samad

Predictive mean matching (PMM) is a popular imputation strategy that imputes missing values by borrowing observed values from other cases with similar expectations. We show that, unlike other imputation strategies, PMM is not guaranteed to…

Methodology · Statistics 2025-07-01 Paul T. von Hippel

Missing data in supervised learning is well-studied, but the specific issue of missing labels during model evaluation has been overlooked. Ignoring samples with missing values, a common solution, can introduce bias, especially when data is…

Machine Learning · Computer Science 2025-04-28 Danial Dervovic , Michael Cashmore