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signaflo / java-timeseries

Time series analysis in Java
MIT License
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What if my time series has missing values #38

Open abhijitsahay opened 5 years ago

abhijitsahay commented 5 years ago

Is there a way to use this model if my time series has some values missing?

pjebs commented 5 years ago

for most timeseries forecasting algorithms you need to interpolate the missing values.

abhijitsahay commented 5 years ago

The R arima function seems to handle missing values gracefully. Please see:

https://stats.stackexchange.com/questions/346225/fitting-arima-to-time-series-with-missing-values

Interpolation introduces its own difficulties, as I am sure you realize.