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

Table 4

Imputation results of Henon time series with continuous missing data.

Missing level	Our		Mean		KNN		RGGB
	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE
4–6%	0.2409	0.1966	0.9633	0.8316	0.5449	0.4247	0.7294	0.5216
7–9%	0.3945	0.3391	1.0269	0.8957	0.5450	0.5022	0.8275	0.5777
10–12%	0.5472	0.4904	1.1343	0.9802	0.6777	0.5297	1.1462	0.7090
13–15%	0.8340	0.6190	1.3937	1.3101	0.7895	0.6711	1.2137	0.7657