Multivariate Time Series Imputation

MuJoCo (multi-joint dynamics with contact) is a physics engine used to implement environments to benchmark Reinforcement Learning methods.

UCI Machine Learning Repository is a collection of over 550 datasets.

METR-LA is a dataset for traffic prediction.

Abstract: Measurements of electric power consumption in one household with a one-minute sampling rate over a period of almost 4 years. Different electrical quantities and some sub-metering values are available. | Data Set Characteristics | Number of Instances | Area | Attribute Characteristics | Number of Attributes | Date Donated | Associated Tasks | Missing Values | | ------------------------- | ------------------- | -------- | ------------------------- | -------------------- | ------------ | ---------------------- | -------------- | | Multivariate, Time-Series | 2075259 | Physical | Real | 9 | 2012-08-30 | Regression, Clustering | Yes | ### Source: Georges Hebrail (georges.hebrail '@' edf.fr), Senior Researcher, EDF R&D, Clamart, France Alice Berard, TELECOM ParisTech Master of Engineering Internship at EDF R&D, Clamart, France ### Data Set Information: This archive contains 2075259 measurements gathered in a house located in Sceaux (7km of Paris, France) between December 2006 and November 2010 (47 months). Notes: 1. (global_active_power*1000/60 - sub_metering_1 - sub_metering_2 - sub_metering_3) represents the active energy consumed every minute (in watt hour) in the household by electrical equipment not measured in sub-meterings 1, 2 and 3. 2. The dataset contains some missing values in the measurements (nearly 1,25% of the rows). All calendar timestamps are present in the dataset but for some timestamps, the measurement values are missing: a missing value is represented by the absence of value between two consecutive semi-colon attribute separators. For instance, the dataset shows missing values on April 28, 2007. ### Attribute Information: 1. date: Date in format dd/mm/yyyy 2. time: time in format hh:mm:ss 3. global_active_power: household global minute-averaged active power (in kilowatt) 4. global_reactive_power: household global minute-averaged reactive power (in kilowatt) 5. voltage: minute-averaged voltage (in volt) 6. global_intensity: household global minute-averaged current intensity (in ampere) 7. sub_metering_1: energy sub-metering No. 1 (in watt-hour of active energy). It corresponds to the kitchen, containing mainly a dishwasher, an oven and a microwave (hot plates are not electric but gas powered). 8. sub_metering_2: energy sub-metering No. 2 (in watt-hour of active energy). It corresponds to the laundry room, containing a washing-machine, a tumble-drier, a refrigerator and a light. 9. sub_metering_3: energy sub-metering No. 3 (in watt-hour of active energy). It corresponds to an electric water-heater and an air-conditioner. ### Relevant Papers: N/A ### Citation Request: This dataset is made available under the “Creative Commons Attribution 4.0 International (CC BY 4.0)” license

The PhysioNet Challenge 2012 dataset is publicly available and contains the de-identified records of 8000 patients in Intensive Care Units (ICU). Each record consists of roughly 48 hours of multivariate time series data with up to 37 features recorded at various times from the patients during their stay such as respiratory rate, glucose etc. Source: Multi-resolution Networks For Flexible Irregular Time Series Modeling (Multi-FIT) Image Source: https://physionet.org/content/challenge-2016/1.0.0/

This data set includes hourly air pollutants data from 12 nationally-controlled air-quality monitoring sites. The air-quality data are from the Beijing Municipal Environmental Monitoring Center. The meteorological data in each air-quality site are matched with the nearest weather station from the China Meteorological Administration. The time period is from March 1st, 2013 to February 28th, 2017. Missing data are denoted as NA.

The original dataset from Diffusion Convolutional Recurrent Neural Network: Data-Driven Traffic Forecasting contains traffic readings collected from 207 loop detectors on highways in Los Angeles County, aggregated in 5 minutes intervals over four months between March 2012 and June 2012. The Point missing setting, introduced in Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networks, is a variant for imputation in which 25% of data are masked out uniformly at random. Results on this dataset are assumed to be obtained in-sample, meaning that the test interval is used also for training, excluding data used for evaluation.

The original dataset from Diffusion Convolutional Recurrent Neural Network: Data-Driven Traffic Forecasting contains 6 months of traffic readings from 01/01/2017 to 05/31/2017 collected every 5 minutes by 325 traffic sensors in San Francisco Bay Area. The measurements are provided by California Transportation Agencies (CalTrans) Performance Measurement System (PeMS). The Point missing setting, introduced in Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networks, is a variant for imputation in which 25% of data are masked out uniformly at random. Results on this dataset are assumed to be obtained in-sample, meaning that the test interval is used also for training, excluding data used for evaluation.