Versatile Deep Learning Based Application for Time Series Imputation

It is common for a time series dataset to have missing values, and it is necessary to fill these missing elements before using the dataset for training forecasting models. Usually this problem is tackled using non-machine learning methods that introduce bias into the system which results in unreliable forecasting results. Moreover, most of the work found in the literature tackles imputation of missing values when they are randomly scattered in the dataset while very little work is found tackling the case of consecutive occurrence of missing data; i.e. missing data chunks in the dataset. Therefore, in this work, comprehensive imputation models are developed to impute both random as well as chunks of missing values. Alongside, a framework is found enabling the user to impute any time series data with the optimal models. In order to carry out the task, one non-deep machine learning model (Bidirectional Imputation model) and three deep learning (DL) imputation models (Ensemble model, Transfer Learning model and Hybrid model), are tested using complete time series. The results show that the hybrid model yields a maximum of 38% improvement in the Aggregate Error (AGE) when compared with other models.