Missing values in time-series data

One method of robust data imputation is " BRITS: Bidirectional Recurrent Imputation for Time Series" by Cao et al. According to the paper, this network architecture out-performs the GRU-D cited in the original post and functions well even if the dataset is missing 78% of the data.

The implementation in Python 2.7 + PyTorch is available on GitHub.

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