Imputation of Time Series Based on Fuzzy Logic

Filling large gaps in low or uncorrelated multivariate time series uses a new fuzzy weighted similarity measure. It contains all required functions to create large missing consecutive values within time series and then fill these gaps, according to the paper Phan et al. (2018), . Performance indicators are also provided to compare similarity between two univariate signals (incomplete signal and imputed signal).


Reference manual

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1.0 by Thi Thu Hong Phan, 3 years ago

Browse source code at

Authors: Thi-Thu-Hong Phan , Andre Bigand , Emilie Poisson-Caillault

Documentation:   PDF Manual  

Task views: Missing Data

GPL (>= 2) license

Imports FuzzyR, stats, lsa

See at CRAN