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I would mostly agree, this why time series imputation or cleaning is often not that different from time series forecasting (or rather often 'nowcasting'). You w
by riedel 3y ago
I would mostly agree, this why time series imputation or cleaning is often not that different from time series forecasting (or rather often 'nowcasting'). You would only want to be careful what kind of validation you chose to test the generalisability of the approach.
If you take however the example of the weather as an extreme example of time series forecasts, downsizing eddies or forecasting them in a navierstokes surrogate, this can require some different approaches.