• Title/Summary/Keyword: missing data imputation

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Methods for Handling Incomplete Repeated Measures Data (불완전한 반복측정 자료의 보정방법)

  • Woo, Hae-Bong;Yoon, In-Jin
    • Survey Research
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    • v.9 no.2
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    • pp.1-27
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    • 2008
  • Problems of incomplete data are pervasive in statistical analysis. In particular, incomplete data have been an important challenge in repeated measures studies. The objective of this study is to give a brief introduction to missing data mechanisms and conventional/recent missing data methods and to assess the performance of various missing data methods under ignorable and non-ignorable missingness mechanisms. Given the inadequate attention to longitudinal studies with missing data, this study applied recent advances in missing data methods to repeated measures models and investigated the performance of various missing data methods, such as FIML (Full Information Maximum Likelihood Estimation) and MICE(Multivariate Imputation by Chained Equations), under MCAR, MAR, and MNAR mechanisms. Overall, the results showed that listwise deletion and mean imputation performed poorly compared to other recommended missing data procedures. The better performance of EM, FIML, and MICE was more noticeable under MAR compared to MCAR. With the non-ignorable missing data, this study showed that missing data methods did not perform well. In particular, this problem was noticeable in slope-related estimates. Therefore, this study suggests that if missing data are suspected to be non-ignorable, developmental research may underestimate true rates of change over the life course. This study also suggests that bias from non-ignorable missing data can be substantially reduced by considering rich information from variables related to missingness.

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Comparison of EM and Multiple Imputation Methods with Traditional Methods in Monotone Missing Pattern

  • Kang, Shin-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.1
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    • pp.95-106
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    • 2005
  • Complete-case analysis is easy to carry out and it may be fine with small amount of missing data. However, this method is not recommended in general because the estimates are usually biased and not efficient. There are numerous alternatives to complete-case analysis. A natural alternative procedure is available-case analysis. Available-case analysis uses all cases that contain the variables required for a specific task. The EM algorithm is a general approach for computing maximum likelihood estimates of parameters from incomplete data. These methods and multiple imputation(MI) are reviewed and the performances are compared by simulation studies in monotone missing pattern.

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A Computational Intelligence Based Online Data Imputation Method: An Application For Banking

  • Nishanth, Kancherla Jonah;Ravi, Vadlamani
    • Journal of Information Processing Systems
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    • v.9 no.4
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    • pp.633-650
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    • 2013
  • All the imputation techniques proposed so far in literature for data imputation are offline techniques as they require a number of iterations to learn the characteristics of data during training and they also consume a lot of computational time. Hence, these techniques are not suitable for applications that require the imputation to be performed on demand and near real-time. The paper proposes a computational intelligence based architecture for online data imputation and extended versions of an existing offline data imputation method as well. The proposed online imputation technique has 2 stages. In stage 1, Evolving Clustering Method (ECM) is used to replace the missing values with cluster centers, as part of the local learning strategy. Stage 2 refines the resultant approximate values using a General Regression Neural Network (GRNN) as part of the global approximation strategy. We also propose extended versions of an existing offline imputation technique. The offline imputation techniques employ K-Means or K-Medoids and Multi Layer Perceptron (MLP)or GRNN in Stage-1and Stage-2respectively. Several experiments were conducted on 8benchmark datasets and 4 bank related datasets to assess the effectiveness of the proposed online and offline imputation techniques. In terms of Mean Absolute Percentage Error (MAPE), the results indicate that the difference between the proposed best offline imputation method viz., K-Medoids+GRNN and the proposed online imputation method viz., ECM+GRNN is statistically insignificant at a 1% level of significance. Consequently, the proposed online technique, being less expensive and faster, can be employed for imputation instead of the existing and proposed offline imputation techniques. This is the significant outcome of the study. Furthermore, GRNN in stage-2 uniformly reduced MAPE values in both offline and online imputation methods on all datasets.

Filling in Hydrological Missing Data Using Imputation Methods (Imputation Method를 활용한 수문 결측자료의 보정)

  • Kang, Tae-Ho;Hong, Il-Pyo;Km, Young-Oh
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1254-1259
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    • 2009
  • 과거 관측된 수문자료는 분석을 통해 다양한 수문모형의 평가 및 예측과 수자원 정책결정에서 활용된다. 하지만 관측장비의 오작동 및 관측범위의 한계에 의해 수집된 자료에는 결측이 존재한다. 단순히 결측이 존재하는 벡터를 제외하거나, 결측이 존재하는 자료 구간에 선형성이 존재한다는 가정 하에 평균을 활용하기도 했으나, 이로 인하여 자료의 통계특성에 왜곡이 야기될 수 있다. 본 연구는 결측의 보정으로 자료가 보유하는 정보의 손실 및 왜곡을 최소화 할 수 있는 방안을 연구하고자 한다. 자료의 결측은 크게 완벽한 무작위 결측(missing completely at random, MCAR), 무작위 결측(missing at random, MAR), 무작위성이 없는 결측(nonrandom missingness)으로 분류되며, 수문자료는 결측을 포함한 기간이 그 외 기간의 자료와 통계적으로 동일하지는 않지만 결측자료의 추정이 가능한 MAR에 속하는 것이 일반적이므로 이를 가정으로 결측을 보정하였다. Local Lest Squares Imputation(LLSimput)을 결측의 추정을 위해 사용하였으며, 기존에 쉽게 사용되던 선형보간법과 비교하였다. 적용성 평가를 위해 소양강댐 일 유입량 자료에 1 - 5 %의 결측자료를 임의로 생성하였다. 동일한 양의 결측자료에 대해 100개의 셋을 사용하여 보정의 불확실성 범위를 적용된 방법에 대해 비교..평가하였으며, 결측 증가에 따른 보정효과의 변화를 검토하였다. Normalized Root Mean Squared Error(NRMSE)를 사용하여 적용된 두 방법을 평가한 결과, (1) 결측자료의 비가 낮을수록 간단한 선형보간법을 사용한 보정이 효과적이었다. (2) 하지만 결측의 비가 증가할수록 선형보간법의 보정효과는 점차 큰 불확실성과 낮은 보정효과를 보인 반면, (3) LLSimpute는 결측의 증가에 관계없이 일정한 보정효과 및 불확실성 범위를 나타내는 것으로 드러났다.

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On the Use of Weighted k-Nearest Neighbors for Missing Value Imputation (Weighted k-Nearest Neighbors를 이용한 결측치 대치)

  • Lim, Chanhui;Kim, Dongjae
    • The Korean Journal of Applied Statistics
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    • v.28 no.1
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    • pp.23-31
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    • 2015
  • A conventional missing value problem in the statistical analysis k-Nearest Neighbor(KNN) method are used for a simple imputation method. When one of the k-nearest neighbors is an extreme value or outlier, the KNN method can create a bias. In this paper, we propose a Weighted k-Nearest Neighbors(WKNN) imputation method that can supplement KNN's faults. A Monte-Carlo simulation study is also adapted to compare the WKNN method and KNN method using real data set.

Modelling Missing Traffic Volume Data using Circular Probability Distribution (순환확률분포를 이용한 교통량 결측자료 보정 모형)

  • Kim, Hyeon-Seok;Im, Gang-Won;Lee, Yeong-In;Nam, Du-Hui
    • Journal of Korean Society of Transportation
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    • v.25 no.4
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    • pp.109-121
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    • 2007
  • In this study, an imputation model using circular probability distribution was developed in order to overcome problems of missing data from a traffic survey. The existing ad-hoc or heuristic, model-based and algorithm-based imputation techniques were reviewed through previous studies, and then their limitations for imputing missing traffic volume data were revealed. The statistical computing language 'R' was employed for model construction, and a mixture of von Mises probability distribution, which is classified as symmetric, and unimodal circular probability were finally fitted on the basis of traffic volume data at survey stations in urban and rural areas, respectively. The circular probability distribution model largely proved to outperform a dummy variable regression model in regards to various evaluation conditions. It turned out that circular probability distribution models depict circularity of hourly volumes well and are very cost-effective and robust to changes in missing mechanisms.

Cluster Analysis of Incomplete Microarray Data with Fuzzy Clustering

  • Kim, Dae-Won
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.3
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    • pp.397-402
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    • 2007
  • In this paper, we present a method for clustering incomplete Microarray data using alternating optimization in which a prior imputation method is not required. To reduce the influence of imputation in preprocessing, we take an alternative optimization approach to find better estimates during iterative clustering process. This method improves the estimates of missing values by exploiting the cluster Information such as cluster centroids and all available non-missing values in each iteration. The clustering results of the proposed method are more significantly relevant to the biological gene annotations than those of other methods, indicating its effectiveness and potential for clustering incomplete gene expression data.

A Research for Imputation Method of Photovoltaic Power Missing Data to Apply Time Series Models (태양광 발전량 데이터의 시계열 모델 적용을 위한 결측치 보간 방법 연구)

  • Jeong, Ha-Young;Hong, Seok-Hoon;Jeon, Jae-Sung;Lim, Su-Chang;Kim, Jong-Chan;Park, Chul-Young
    • Journal of Korea Multimedia Society
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    • v.24 no.9
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    • pp.1251-1260
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    • 2021
  • This paper discusses missing data processing using simple moving average (SMA) and kalman filter. Also SMA and kalman predictive value are made a comparative study. Time series analysis is a generally method to deals with time series data in photovoltaic field. Photovoltaic system records data irregularly whenever the power value changes. Irregularly recorded data must be transferred into a consistent format to get accurate results. Missing data results from the process having same intervals. For the reason, it was imputed using SMA and kalman filter. The kalman filter has better performance to observed data than SMA. SMA graph is stepped line graph and kalman filter graph is a smoothing line graph. MAPE of SMA prediction is 0.00737%, MAPE of kalman prediction is 0.00078%. But time complexity of SMA is O(N) and time complexity of kalman filter is O(D2) about D-dimensional object. Accordingly we suggest that you pick the best way considering computational power.

Nonstationary Time Series and Missing Data

  • Shin, Dong-Wan;Lee, Oe-Sook
    • The Korean Journal of Applied Statistics
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    • v.23 no.1
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    • pp.73-79
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    • 2010
  • Missing values for unit root processes are imputed by the most recent observations. Treating the imputed observations as if they are complete ones, semiparametric unit root tests are extended to missing value situations. Also, an invariance principle for the partial sum process of the imputed observations is established under some mild conditions, which shows that the extended tests have the same limiting null distributions as those based on complete observations. The proposed tests are illustrated by analyzing an unequally spaced real data set.

Pairwise fusion approach to cluster analysis with applications to movie data (영화 데이터를 위한 쌍별 규합 접근방식의 군집화 기법)

  • Kim, Hui Jin;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.265-283
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    • 2022
  • MovieLens data consists of recorded movie evaluations that was often used to measure the evaluation score in the recommendation system research field. In this paper, we provide additional information obtained by clustering user-specific genre preference information through movie evaluation data and movie genre data. Because the number of movie ratings per user is very low compared to the total number of movies, the missing rate in this data is very high. For this reason, there are limitations in applying the existing clustering methods. In this paper, we propose a convex clustering-based method using the pairwise fused penalty motivated by the analysis of MovieLens data. In particular, the proposed clustering method execute missing imputation, and at the same time uses movie evaluation and genre weights for each movie to cluster genre preference information possessed by each individual. We compute the proposed optimization using alternating direction method of multipliers algorithm. It is shown that the proposed clustering method is less sensitive to noise and outliers than the existing method through simulation and MovieLens data application.