Patterns¶
All missingness patterns developed in ImputeGAP are available in the ts.patterns
module.
Setup¶
Note
M = number of time series
N = length of time series
R = rate of missing values chosen by the user (%); default = 0.2
S = offset in the beginning of the series (%); default = 0.1
W = R * N
MONO-BLOCK¶
Missing Percentage
Note
M ∈ [1%, max]; R ∈ [1%, max]
The size of a single missing block varies between 1% and (100 -
S
)% ofN
.The starting position is the same and begins at
S
and progresses untilW
is reached, affecting the first series from the top up toM%
of the dataset.
Disjoint
Note
M ∈ [1, max]; R ∈ [1%, max]
The size of a single missing block varies between 1% and (100 -
S
)% ofN
.The starting position of the first missing block begins at
S
.Each subsequent missing block starts immediately after the previous one ends, continuing this pattern until the limit of the dataset or
N
is reached.
Overlap
Note
M ∈ [1, max]; R ∈ [1%, max]
The size of a single missing block varies between 1% and (100 -
S
)% ofN
.The starting position of the first missing block begins at
S
.Each subsequent missing block starts after the previous one ends, but with a shift back of
X%
, creating an overlap.This pattern continues until the limit or
N
is reached.
Percentage Shift
Note
M ∈ [1%, max]; R ∈ [1%, max]
The size of a single missing block varies between 1% and (100 -
S
)% ofN
.The starting position is randomly shifted by adding a random value to
S
, then progresses untilW `` is reached, affecting the first series from the top up to ``M%
of the dataset.
MULTI-BLOCK¶
Missing Completely At Random
Note
M ∈ [1%, max]; R ∈ [1%, max]
Data blocks of the same size are removed from arbitrary series at a random position between
S
andN
, until a total ofW
per series is missing.
Block Distribution
Note
M ∈ [1%, max]; R ∈ [1%, max]
Data is removed following a distribution given by the user for every values of
N
, affecting the first series from the top up toM%
of the dataset.