Mixed intelligent-multivariate missing imputation

Abstract

In real applications, important rates of missing data are often found and have to be preprocessed before the analysis. The literature for missing imputation is abundant. However, the most precise imputation methods require long time, and sometimes specific software; this implies a significant delay to get final results. The Mixed Intelligent-Multivariate Missing Imputation (MIMMI) method is proposed as a hybrid missing imputation methodology based on clustering. The MIMMI is a non-parametric method that combines the prior expert knowledge with multivariate analysis without requiring assumptions on the probabilistic models of the variables (normality, exponentiality, etc.). The proposed imputation values implicitly take into account the joint distribution of all variables and can be determined in a relatively short time. The MIMMI uses the conditional mean according to the self-underlying structure of the data set. It provides a good trade-off between accuracy and both simplicity and required time to data preparation. The mechanics of the method is illustrated with some case-studies, both synthetic and real applications related with human behaviour. In both cases, acceptable quality results were obtained in short time.

Keywords:

• clustering
• multivariate imputation
• prior expert knowledge

2010 AMS Subject Classifications:

• 97R40
• 62H30
• 68T10
• 68U35
• 97K80
• 62-07