
School of Medicine Publications and Presentations
Document Type
Article
Publication Date
12-26-2024
Abstract
Background
Missing observations within the univariate time series are common in real-life and cause analytical problems in the flow of the analysis. Imputation of missing values is an inevitable step in every incomplete univariate time series. Most of the existing studies focus on comparing the distributions of imputed data. There is a gap of knowledge on how different imputation methods for univariate time series affect the forecasting performance of time series models. We evaluated the prediction performance of autoregressive integrated moving average (ARIMA) and long short-term memory (LSTM) network models on imputed time series data using ten different imputation techniques.
Methods
Missing values were generated under missing completely at random (MCAR) mechanism at 10%, 15%, 25%, and 35% rates of missingness using complete data of 24-h ambulatory diastolic blood pressure readings. The performance of the mean, Kalman filtering, linear, spline, and Stineman interpolations, exponentially weighted moving average (EWMA), simple moving average (SMA), k-nearest neighborhood (KNN), and last-observation-carried-forward (LOCF) imputation techniques on the time series structure and the prediction performance of the LSTM and ARIMA models were compared on imputed and original data.
Results
All imputation techniques either increased or decreased the data autocorrelation and with this affected the forecasting performance of the ARIMA and LSTM algorithms. The best imputation technique did not guarantee better predictions obtained on the imputed data. The mean imputation, LOCF, KNN, Stineman, and cubic spline interpolations methods performed better for a small rate of missingness. Interpolation with EWMA and Kalman filtering yielded consistent performances across all scenarios of missingness. Disregarding the imputation methods, the LSTM resulted with a slightly better predictive accuracy among the best performing ARIMA and LSTM models; otherwise, the results varied. In our small sample, ARIMA tended to perform better on data with higher autocorrelation.
Conclusions
We recommend to the researchers that they consider Kalman smoothing techniques, interpolation techniques (linear, spline, and Stineman), moving average techniques (SMA and EWMA) for imputing univariate time series data as they perform well on both data distribution and forecasting with ARIMA and LSTM models. The LSTM slightly outperforms ARIMA models, however, for small samples, ARIMA is simpler and faster to execute.
Recommended Citation
Niako, N., Melgarejo, J. D., Maestre, G. E., & Vatcheva, K. P. (2024). Effects of missing data imputation methods on univariate blood pressure time series data analysis and forecasting with ARIMA and LSTM. BMC Medical Research Methodology, 24(1), 320. https://doi.org/10.1186/s12874-024-02448-3
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
Publication Title
BMC Medical Research Methodology
DOI
https://doi.org/10.1186/s12874-024-02448-3
Academic Level
faculty
Mentor/PI Department
Neuroscience
Comments
This article is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License, which permits any non-commercial use, sharing, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if you modified the licensed material. You do not have permission under this licence to share adapted material derived from this article or parts of it. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by-nc-nd/4.0/.