ImputeGAP Documentation¶
📢 News !
[03-07-2025] Version 1.1.1 is out! Check out the latest updates and improvements!
[04-06-2025] ImputeGAP will be presented as a Tutorial at KDD 2025 in Toronto! [Link]
ImputeGAP is a comprehensive Python library for imputation of missing values in time series data. It implements user-friendly APIs to easily visualize, analyze, and repair time series datasets. The library supports a diverse range of imputation algorithms and modular missing data simulation catering to datasets with varying characteristics. ImputeGAP includes extensive customization options, such as automated hyperparameter tuning, benchmarking, explainability, and downstream evaluation.
- In detail, the library provides:
Access to commonly used datasets in the time series imputation field
Configurable contamination module that simulates real-world missingness patterns
Parameterizable state-of-the-art time series imputation algorithms
Extensive benchmarking to compare the performance of imputation algorithms
Modular tools to assess the impact of imputation on key downstream tasks
Fine-grained analysis of the impact of time series features on imputation results
Seamless integration of new algorithms in Python, C++, Matlab, Java, and R
Get Started¶
🚀 Installation
Read the guide on how to install ImputeGAP on your system.
📖 Tutorials
Check the tutorials to learn how to use ImputeGAP.
📦 API
Find the main API for each submodule in the index.
🧠 Algorithms
Explore the core algorithms used in ImputeGAP.
Cite¶
If you like our library, please add a ⭐ in our GitHub repository.
If you use ImputeGAP in your research, please cite the following papers:
@article{nater2025imputegap,
title = {ImputeGAP: A Comprehensive Library for Time Series Imputation},
author = {Nater, Quentin and Khayati, Mourad and Pasquier, Jacques},
year = {2025},
eprint = {2503.15250},
archiveprefix = {arXiv},
primaryclass = {cs.LG},
url = {https://arxiv.org/abs/2503.15250}
@article{nater2025kdd,
title = {A Hands-on Tutorial on Time Series Imputation with ImputeGAP},
author = {Nater, Quentin and Khayati, Mourad and Cudré-Mauroux, Philippe},
year = {2025},
booktitle = {SIGKDD Conference on Knowledge Discovery and Data Mining (To Appear)},
series = {KDD2025}
}