JUITA : Jurnal Informatika
JUITA Vol. 12 No. 2, November 2024

Characteristics of Machine Learning-based Univariate Time Series Imputation Method

Ramadhani, Dini (Unknown)
Soleh, Agus Mohamad (Unknown)
Erfiani, Erfiani (Unknown)



Article Info

Publish Date
07 Nov 2024

Abstract

Handling missing values in univariate time series analysis poses a challenge, potentially leading to inaccurate conclusions, especially with frequently occurring consecutive missing values. Machine Learning-based Univariate Time Series Imputation (MLBUI) methods, utilizing Random Forest Regression (RFR) and Support Vector Regression (SVR), aim to address this challenge. Considering factors such as time series patterns, missing data patterns, and volume, this study explores the performance of MLBUI in simulated Autoregressive Integrated Moving Average (ARIMA) datasets. Various missing data scenarios (6%, 10%, and 14%) and model scenarios (Autoregressive (AR) models: AR(1) and AR(2); Moving Average (MA) models: MA(1) and MA(2); Autoregressive Moving Average (ARMA) models: ARMA(1,1) and ARMA(2,2); and Autoregressive Integrated Moving Average (ARIMA) models: ARIMA(1,1,1) and ARIMA(1,2,1)) with different standard deviations (0.5, 1, and 2) were examined. Five comparative methods were also used in this research, including Kalman StructTS, Kalman Auto-ARIMA, Spline Interpolation, Stine Interpolation, and Moving Average. The research findings indicate that MLBUI performs exceptionally well in imputing successive missing values. The results of this study indicate that the performance of MLBUI in imputing consecutive missing values, based on MAPE, yielded values of less than 10% across all scenarios used.

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Journal Info

Abbrev

JUITA

Publisher

Subject

Computer Science & IT

Description

UITA: Jurnal Informatika is a science journal and informatics field application that presents articles on thoughts and research of the latest developments. JUITA is a journal peer reviewed and open access. JUITA is published by the Informatics Engineering Study Program, Universitas Muhammadiyah ...