Implementation of forward fill / interpolation as a transformer

RoyalHaskoningDHV / sam

Python package for time series analysis and machine learning

MIT License

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Implementation of forward fill / interpolation as a transformer #41

Open abontsema opened 2 years ago

abontsema commented 2 years ago

Replacing missing values is most convenient with a sklearn.impute_BaseImputer. For time series data, forward fill / interpolation / etc. are the most common methods to impute missing values, but for those techniques there are no transformers in scikit-learn.

abontsema commented 2 years ago

This might be related: https://github.com/alan-turing-institute/sktime/blob/main/sktime/transformations/series/impute.py