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Add confidence intervals for imputations #19

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SteffenMoritz opened this issue Jul 9, 2017 · 1 comment
Open

Add confidence intervals for imputations #19

SteffenMoritz opened this issue Jul 9, 2017 · 1 comment

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@SteffenMoritz
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Something similar to the forecast package would be nice.
(forecast has also nice plots with confidence intervals)

@Joonaspraks
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Joonaspraks commented Jun 30, 2022

How would you approach calculating confidence intervals for imputations on missing values? I have failed thus far in finding any accommodating materials on the subject. Maybe multiple imputations with bootstrapped time series?

I would really enjoy displaying some metrics alongside the imputed values to gain some caution when including them in future analysis.

Great package by the way! Seasonal splitting + kalman smoothing have been working out very well. Thank you

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