Statistics, Department of

The R Journal
Date of this Version
6-2017
Document Type
Article
Citation
The R Journal (June 2017) 9(1); Editor: Roger Bivand
Abstract
The imputeTS package specializes on univariate time series imputation. It offers multiple state-of-the-art imputation algorithm implementations along with plotting functions for time series missing data statistics. While imputation in general is a well-known problem and widely covered by R packages, finding packages able to fill missing values in univariate time series is more complicated. The reason for this lies in the fact, that most imputation algorithms rely on inter-attribute correlations, while univariate time series imputation instead needs to employ time dependencies. This paper provides an introduction to the imputeTS package and its provided algorithms and tools. Furthermore, it gives a short overview about univariate time series imputation in R.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2017, The R Foundation. Open access material. License: CC BY 4.0 International