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Many datasets in statistical analyses contain missing values. As omitting observations containing missing entries may lead to information loss or greatly reduce the sample size, imputation is usually preferable. However, imputation can also introduce bias and impact the quality and validity of subsequent analysis. Focusing on binary classification problems, we analyzed how missing value imputation under MCAR as well as MAR missingness with different missing patterns affects the predictive performance of subsequent classification. To this end, we compared imputation methods such as several MICE variants, missForest, Hot Deck as well as mean imputation with regard to the classification performance achieved with commonly used classifiers such as Random Forest, Extreme Gradient Boosting, Support Vector Machine and regularized logistic regression. Our simulation results showed that Random Forest based imputation (i.e., MICE Random Forest and missForest) performed particularly well in most scenarios studied. In addition to these two methods, simple mean imputation also proved to be useful, especially when many features (covariates) contained missing values. [ABSTRACT FROM AUTHOR]

The problem addressed by dictionary learning (DL) is the representation of data as a sparse linear combination of columns of a matrix called dictionary. Both the dictionary and the sparse representations are learned from the data. We show how DL can be employed in the imputation of multivariate time series. We use a structured dictionary, which is comprised of one block for each time series and a common block for all the time series. The size of each block and the sparsity level of the representation are selected by using information theoretic criteria. The objective function used in learning is designed to minimize either the sum of the squared errors or the sum of the magnitudes of the errors. We propose dimensionality reduction techniques for the case of high-dimensional time series. For demonstrating how the new algorithms can be used in practical applications, we conduct a large set of experiments on five real-life data sets. The missing data (MD) are simulated according to various scenarios where both the percentage of MD and the length of the sequences of MD are considered. This allows us to identify the situations in which the novel DL-based methods are superior to the existing methods. [ABSTRACT FROM AUTHOR]