J3.9 Multiple Imputation through Machine Learning Algorithms

A problem common to meteorological and climatological datasets is how to address missing data. The majority of multivariate analysis techniques require that all variables be represented for each observation; hence, some action is required in the presence of missing data. In cases where the individual observations are thought not important, deletion of every observation missing one or more pieces of data (complete case deletion) is common. As the amount of missing data increases, tacit deletion can lead to bias in the first two statistical moments of the remaining data as population estimators and inaccuracies in subsequent analyses. What is desired is a principled method that uses information available in the remaining data to predict the missing values. Such techniques include substituting nearby data, interpolation techniques and linear regression using nearby sites as predictors. One class of technique that uses the information available in an iterative manner is known as multiple imputation. In this work, different types of machine learning techniques, such as support vector machines (SVMs) and artificial neural networks (ANNs) are tested against standard imputation methods (e.g., multiple regression), simple regression, mean substitution, and casewise deletion. All methods are used to predict the known values of climatological data which have been altered to produce missing data. These data sets are on the order of 400 variables (data station sites) and a large number of observations. Both precipitation and air temperature data are used to provide a range of inherent spatial coherence seen by analysts. The MSE of the prediction and the MAE of the variance are presented to assess the efficacy of each technique. Results indicate that the non-iterative methods, such as casewise deletion and mean substitution, lead to the largest errors and iterative imputation has considerably lower errors. Within the iterative techniques, SVMs are most promising in reducing error.