Incomplete Time Series Prediction Using Max-Margin Classification of Data with Absent Features

Table 1

Imputation results of Mackey-Glass time series with discrete missing data.

Missing level	Our		Mean		KNN		RGGB
	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE
4–6%	0.0716	0.0626	0.0628	0.0545	0.0728	0.0602	0.0692	0.0594
7–9%	0.0783	0.0744	0.0809	0.0657	0.0823	0.0612	0.0840	0.0771
10–12%	0.0912	0.0865	0.0969	0.0833	0.0795	0.0669	0.0979	0.0857
13–15%	0.1064	0.0933	0.1010	0.0836	0.1086	0.1050	0.1242	0.1098