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Add confidence intervals for imputations

Open SteffenMoritz opened this issue 6 years ago • 1 comments

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

SteffenMoritz avatar Jul 09 '17 15:07 SteffenMoritz

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

Joonaspraks avatar Jun 30 '22 18:06 Joonaspraks