MissingDataMethod

MissingDataMethod

is an option to TemporalData and other functions that controls how to process missing data.

Details

  • A missing data method typically provides methods for how to fill in values that are missing.
  • Typical settings include:
  • Nonedo no processing
    Automaticpick a method automatically
    "name"use a specified method
    {"name",opt1->val1,…}use a specified method with particular options
  • Possible settings for "name" include "Interpolation" and "Constant".
  • The missing data methods for individual functions are documented on the corresponding reference pages.

Examples

open allclose all

Basic Examples  (2)

Fill in missing data values using linear interpolation:

Use TemporalData to create a complete path:

Fill in missing data values with the mean of available data:

Scope  (3)

Use a custom interpolation for filling in missing values:

Fill missing values by keeping the value from the left:

Fill missing values by keeping the value from the right:

Compare the time series:

Fill missing values with an arbitrary constant:

Properties & Relations  (4)

The setting Automatic will use the ResamplingMethod setting:

The method for handling missing data does not need to match the ResamplingMethod:

The default missing data method for EventSeries is interpolation of order 0:

The default missing data method for TimeSeries is interpolation of order 1:

The default missing data method for TemporalData is interpolation of order 0:

Possible Issues  (1)

The choice of MissingDataMethod will produce varying results:

Do not specify missing values:

Accumulate:

Fill missing values with a constant:

Use interpolation to fill in missing values:

Compare the results:

Wolfram Research (2012), MissingDataMethod, Wolfram Language function, https://reference.wolfram.com/language/ref/MissingDataMethod.html.

Text

Wolfram Research (2012), MissingDataMethod, Wolfram Language function, https://reference.wolfram.com/language/ref/MissingDataMethod.html.

CMS

Wolfram Language. 2012. "MissingDataMethod." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/MissingDataMethod.html.

APA

Wolfram Language. (2012). MissingDataMethod. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/MissingDataMethod.html

BibTeX

@misc{reference.wolfram_2022_missingdatamethod, author="Wolfram Research", title="{MissingDataMethod}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/MissingDataMethod.html}", note=[Accessed: 29-May-2023 ]}

BibLaTeX

@online{reference.wolfram_2022_missingdatamethod, organization={Wolfram Research}, title={MissingDataMethod}, year={2012}, url={https://reference.wolfram.com/language/ref/MissingDataMethod.html}, note=[Accessed: 29-May-2023 ]}