While we will attempt to fill in values, if you are cleaning your data before submitting it to Nexosis then it’s best to figure out what a missing value means to you in your domain of expertise and fill in the missing values at the interval you intend to predict.
For example, given a daily dataset:
Timestamp | Value |
---|---|
2017-08-13 08:12:00 | 685.22 |
2017-08-14 09:10:00 | 871.29 |
2017-08-15 08:12:00 | 358.11 |
2017-08-17 08:12:00 | 62.58 |
... |
We’re missing the data for the 16th. This missing data could be an important indicator of the trend from that point. Of course, the more values which are missing, the greater the effect.
In time series, the Nexosis API makes an inference when there is a gap between observed values and imputes (creates values) zeroes for the gap at the appropriate interval. In other words, the modified dataset on which we would run predictions would be:
Timestamp | Value |
---|---|
2017-08-13 08:12:00 | 685.22 |
2017-08-14 09:10:00 | 871.29 |
2017-08-15 08:12:00 | 358.11 |
2017-08-16 00:00:00 | 0.00 |
2017-08-17 08:12:00 | 62.58 |
... |
Please also see our Data Education Series post on handling missing data