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

DOI10.1016/J.INS.2020.11.035MaRDI QIDQ2126228zbMATH OpenOpenAlexFDO

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

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

end-to-end modelgenerative adversarial networksmissing valuemultivariate time series

Mathematics Subject Classification ID

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

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Cites work

• Matrix completion and low-rank SVD via fast alternating least squares

Cited in

(7)

• Extended missing data imputation via GANs for ranking applications
• MIDIA: exploring denoising autoencoders for missing data imputation
• Training energy-based models for time-series imputation
• PC-GAIN: pseudo-label conditional generative adversarial imputation networks for incomplete data
• EPEM: efficient parameter estimation for multiple class monotone missing data
• Tensor time series imputation through tensor factor modelling
• Imputation algorithms based on the majorization-minimization framework for smoothed composite quantile regression and applications

Describes a project that uses

Uses Software

• BRITS
• GAIN
• Wasserstein GAN
• SeqGAN
• MaskGAN

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