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SteffenMoritz / imputeTS

CRAN R Package: Time Series Missing Value Imputation
http://steffenmoritz.github.io/imputeTS/
GNU General Public License v3.0
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Add confidence intervals for imputations #19

Open SteffenMoritz opened 7 years ago

SteffenMoritz commented 7 years ago

Something similar to the forecast package would be nice. (forecast has also nice plots with confidence intervals)

Joonaspraks commented 2 years ago

How would you approach calculating confidence intervals for imputations on missing values? I have failed thus far in finding any accommodating materials on the subject. Maybe multiple imputations with bootstrapped time series?

I would really enjoy displaying some metrics alongside the imputed values to gain some caution when including them in future analysis.

Great package by the way! Seasonal splitting + kalman smoothing have been working out very well. Thank you