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MissingDataMethod
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MissingDataMethod

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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)Summary of the most common use cases

Fill in missing data values using linear interpolation:

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-ke9afr
In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-cjn4dy
Out[2]=2

Use TemporalData to create a complete path:

In[3]:=3
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https://wolfram.com/xid/0fq34h9vszz02-idjh14
In[4]:=4
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https://wolfram.com/xid/0fq34h9vszz02-eniu8n
Out[4]=4

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

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-19lnef
In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-66441f
Out[2]=2
In[3]:=3
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https://wolfram.com/xid/0fq34h9vszz02-ief6hs
In[4]:=4
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https://wolfram.com/xid/0fq34h9vszz02-qom59a
In[5]:=5
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https://wolfram.com/xid/0fq34h9vszz02-pj747q
Out[5]=5

Scope  (3)Survey of the scope of standard use cases

Use a custom interpolation for filling in missing values:

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-5ykme
In[5]:=5
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https://wolfram.com/xid/0fq34h9vszz02-bb1zfn
Out[5]=5
In[6]:=6
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https://wolfram.com/xid/0fq34h9vszz02-owd4j5
Out[6]=6

Fill missing values by keeping the value from the left:

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-v5u0yw
In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-eye69z
Out[2]=2

Fill missing values by keeping the value from the right:

In[3]:=3
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https://wolfram.com/xid/0fq34h9vszz02-5ux3xx
Out[3]=3

Compare the time series:

In[4]:=4
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https://wolfram.com/xid/0fq34h9vszz02-1rt4qj
Out[4]=4

Fill missing values with an arbitrary constant:

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-o85rni
In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-iuki4l
Out[2]=2
In[3]:=3
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https://wolfram.com/xid/0fq34h9vszz02-y2z43s
Out[3]=3

Properties & Relations  (4)Properties of the function, and connections to other functions

The setting Automatic will use the ResamplingMethod setting:

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-i2z47j
In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-e93glu
Out[2]=2
In[29]:=29
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https://wolfram.com/xid/0fq34h9vszz02-f70geh
Out[29]=29
In[30]:=30
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https://wolfram.com/xid/0fq34h9vszz02-e0pykq
Out[30]=30

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

In[31]:=31
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https://wolfram.com/xid/0fq34h9vszz02-bl0tz5
Out[31]=31
In[32]:=32
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https://wolfram.com/xid/0fq34h9vszz02-w6lmds
Out[32]=32

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

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-ukql4
In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-ci2tdk
Out[2]=2
In[3]:=3
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https://wolfram.com/xid/0fq34h9vszz02-vg1q3a
Out[3]=3
In[4]:=4
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https://wolfram.com/xid/0fq34h9vszz02-f75mcs
Out[4]=4

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

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-214qas
In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-rxzabk
Out[2]=2
In[3]:=3
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https://wolfram.com/xid/0fq34h9vszz02-1tycli
Out[3]=3
In[4]:=4
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https://wolfram.com/xid/0fq34h9vszz02-4ru4rf
Out[4]=4

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

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-71wzg8
In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-3hjty7
Out[2]=2
In[3]:=3
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https://wolfram.com/xid/0fq34h9vszz02-pyeqws
Out[3]=3
In[4]:=4
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https://wolfram.com/xid/0fq34h9vszz02-lgqbyf
Out[4]=4

Possible Issues  (1)Common pitfalls and unexpected behavior

The choice of MissingDataMethod will produce varying results:

In[1]:=1
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https://wolfram.com/xid/0fq34h9vszz02-0ry9mx

Do not specify missing values:

In[2]:=2
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https://wolfram.com/xid/0fq34h9vszz02-4z3u5r
Out[2]=2

Accumulate:

In[3]:=3
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https://wolfram.com/xid/0fq34h9vszz02-p54cih

Fill missing values with a constant:

In[4]:=4
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https://wolfram.com/xid/0fq34h9vszz02-mwrrhm
In[5]:=5
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https://wolfram.com/xid/0fq34h9vszz02-of4mg3

Use interpolation to fill in missing values:

In[6]:=6
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https://wolfram.com/xid/0fq34h9vszz02-yk8y4n
In[7]:=7
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https://wolfram.com/xid/0fq34h9vszz02-pcp44u

Compare the results:

In[8]:=8
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https://wolfram.com/xid/0fq34h9vszz02-j5i865
Out[8]=8
Wolfram Research (2012), MissingDataMethod, Wolfram Language function, https://reference.wolfram.com/language/ref/MissingDataMethod.html.
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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.

✖
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.

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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

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

BibTeX

@misc{reference.wolfram_2025_missingdatamethod, author="Wolfram Research", title="{MissingDataMethod}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/MissingDataMethod.html}", note=[Accessed: 19-May-2025 ]}

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@misc{reference.wolfram_2025_missingdatamethod, author="Wolfram Research", title="{MissingDataMethod}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/MissingDataMethod.html}", note=[Accessed: 19-May-2025 ]}

BibLaTeX

@online{reference.wolfram_2025_missingdatamethod, organization={Wolfram Research}, title={MissingDataMethod}, year={2012}, url={https://reference.wolfram.com/language/ref/MissingDataMethod.html}, note=[Accessed: 19-May-2025 ]}

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@online{reference.wolfram_2025_missingdatamethod, organization={Wolfram Research}, title={MissingDataMethod}, year={2012}, url={https://reference.wolfram.com/language/ref/MissingDataMethod.html}, note=[Accessed: 19-May-2025 ]}