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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

Data acquisition and recording in the form of databases are routine operations. The process of collecting data, however, may experience irregularities, resulting in databases with missing data. Missing entries might alter analysis…

Databases · Computer Science 2021-08-24 Paul Dixneuf , Fausto Errico , Mathias Glaus

Missing values are common in real-world time series, and multivariate time series forecasting with missing values (MTSF-M) has become a crucial area of research for ensuring reliable predictions. To address the challenge of missing data,…

Machine Learning · Computer Science 2026-02-03 Jie Yang , Yifan Hu , Kexin Zhang , Luyang Niu , Philip S. Yu , Kaize Ding

This article proposes a Bayesian nonparametric method for forecasting, imputation, and clustering in sparsely observed, multivariate time series data. The method is appropriate for jointly modeling hundreds of time series with widely…

Methodology · Statistics 2019-02-27 Feras A. Saad , Vikash K. Mansinghka

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

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

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

Bayesian inference often faces a trade-off between computational speed and sampling accuracy. We propose an adaptive workflow that integrates rapid amortized inference with gold-standard MCMC techniques to achieve a favorable combination of…

Machine Learning · Computer Science 2026-02-19 Chengkun Li , Aki Vehtari , Paul-Christian Bürkner , Stefan T. Radev , Luigi Acerbi , Marvin Schmitt

Data for several applications in diverse fields can be represented as multiple matrices that are linked across rows or columns. This is particularly common in molecular biomedical research, in which multiple molecular "omics" technologies…

Machine Learning · Statistics 2024-08-02 Eric F. Lock

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

Tabular data are central to many applications, especially longitudinal data in healthcare, where missing values are common, undermining model fidelity and reliability. Prior imputation methods either impose restrictive assumptions or…

Machine Learning · Computer Science 2025-09-30 Dengyi Liu , Honggang Wang , Hua Fang

Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…

Methodology · Statistics 2018-11-30 Gyuhyeong Goh , Jae Kwang Kim

The imputation of the Multivariate time series (MTS) is particularly challenging since the MTS typically contains irregular patterns of missing values due to various factors such as instrument failures, interference from irrelevant data,…

Machine Learning · Computer Science 2025-04-04 Ye Su , Hezhe Qiao , Di Wu , Yuwen Chen , Lin Chen

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

We propose a multiple imputation method based on principal component analysis (PCA) to deal with incomplete continuous data. To reflect the uncertainty of the parameters from one imputation to the next, we use a Bayesian treatment of the…

Methodology · Statistics 2015-08-20 Vincent Audigier , François Husson , Julie Josse

Trial-based cost-effectiveness analyses (CEAs) are an important source of evidence in the assessment of health interventions. In these studies, cost and effectiveness outcomes are commonly measured at multiple time points, but some…

Methodology · Statistics 2022-03-30 Andrea Gabrio , Catrin Plumpton , Sube Banerjee , Baptiste Leurent

Missing data is a common problem in real-world sensor data collection. The performance of various approaches to impute data degrade rapidly in the extreme scenarios of low data sampling and noisy sampling, a case present in many real-world…

Signal Processing · Electrical Eng. & Systems 2022-01-21 Charul Paliwal , Pravesh Biyani , Ketan Rajawat

Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values…

Machine Learning · Computer Science 2023-08-15 SeungHyun Kim , Hyunsu Kim , EungGu Yun , Hwangrae Lee , Jaehun Lee , Juho Lee

Estimating model parameters of a general family of cure models is always a challenging task mainly due to flatness and multimodality of the likelihood function. In this work, we propose a fully Bayesian approach in order to overcome these…

Methodology · Statistics 2024-08-20 Panagiotis Papastamoulis , Fotios Milienos

Gaussian Mixture models (GMMs) are a powerful tool for clustering, classification and density estimation when clustering structures are embedded in the data. The presence of missing values can largely impact the GMMs estimation process,…

Machine Learning · Statistics 2020-06-05 Alessio Serafini , Thomas Brendan Murphy , Luca Scrucca