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

Table 2

Imputation results of Henon time series with discrete missing data.

Missing level	Our		Mean		KNN		RGGB
	MSE	MAE	MSE	MAE	MSE	MAE	MSE	MAE
4–6%	0.2385	0.1999	0.8352	0.6791	0.4624	0.4602	0.6683	0.5592
7–9%	0.4223	0.3120	0.9954	0.8148	0.6707	0.5534	0.7888	0.6156
10–12%	0.6461	0.4422	1.3951	1.2638	0.6746	0.6193	0.8321	0.6378
13–15%	0.6787	0.5261	1.4655	1.3114	0.7868	0.6467	1.2035	0.7639