most citedTime-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff

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stat.ME2022

Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff

Jose Blanchet, Fernando Hernandez, Viet Anh Nguyen +2

Missing time-series data is a prevalent problem in many prescriptive analytics models in operations management, healthcare and finance. Imputation methods for time-series data are…