Missing value imputation in multivariate time series with end-to-end generative adversarial networks

DOI10.1016/j.ins.2020.11.035zbMath1484.62116OpenAlexW3109901740MaRDI QIDQ2126228

Xiaoke Ding, Xiangrui Cai, Ying Zhang, Baohang Zhou, Xiaojie Yuan, Wenya Guo

Publication date: 14 April 2022

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2020.11.035

zbMATH Keywords

multivariate time seriesmissing valuegenerative adversarial networksend-to-end model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Missing data (62D10)

Related Items

Extended missing data imputation via GANs for ranking applications ⋮ EPEM: efficient parameter estimation for multiple class monotone missing data

Uses Software

• SeqGAN
• MaskGAN
• GAIN
• BRITS
• Wasserstein GAN

Cites Work

• Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares