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Imputation of Multivariate Time Series Based on Dynamic Time Warping

0packages depend
3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Functions to impute large gaps within multivariate time series based on Dynamic Time Warping methods. Gaps of size 1 or inferior to a defined threshold are filled using simple average and weighted moving average respectively. Larger gaps are filled using the methodology provided by Phan et al. (2017) DOI:10.1109/MLSP.2017.8168165: a query is built immediately before/after a gap and a moving window is used to find the most similar sequence to this query using Dynamic Time Warping. To lower the calculation time, similar sequences are pre-selected using global features. Contrary to the univariate method (package 'DTWBI'), these global features are not estimated over the sequence containing the gap(s), but a feature matrix is built to summarize general features of the whole multivariate signal. Once the most similar sequence to the query has been identified, the adjacent sequence to this window is used to fill the gap considered. This function can deal with multiple gaps over all the sequences componing the input multivariate signal. However, for better consistency, large gaps at the same location over all sequences should be avoided.

Install

Health

CRAN checks
13OK
Slowest check: 1.0 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-09-17
  • NOTE14 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.1
READMENoVignettesNoNEWSNoCitation fileYes · cites a publicationWebsiteYes
Help pages
13 (6 internal)
Examples that run
100%5 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
0%

Downloads

3K
CRAN downloads in the past year
Rank #8,509 · ~8/day · ~247/mo
Daily download trend is not available in this view yet.
43130 days
1.1K90 days
3K1 year
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Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)

Installing DTWUMI adds 12 packages (8 with compiled code, 9.4 MB of source tarballs). Heaviest: data.table 5.7 MB, jsonlite 1.0 MB, XML 937 KB.

Depends (1)
R >= 3.0.0
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (3)
Author, Maintainer · added in 1.1
Author · added in 1.1

Maintainer since 1.0 (2018)

Listed in earlier versions (1)
Phan
no longer listed · 1.1
Releases (2)

Pick two releases to compare their code metrics.

  • 1.1Latest
    record
    2026-09-09 · current release · diff ↗ ·
    removed 1 export
    pattern:^[[:alpha:]]+
    added 5 exports
    .features_matrix, .globalfeatures, DTWUMI_1gap_imputation, DTWUMI_imputation, Indexes_size_missing_multi
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 1.0
    record
    2018-07-13
  • R
    R 3.5.0 released · 2018-04-23

Package metadata

First published
2018-07-13
Total releases
2 / 8 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.0.0
Bundled data
18 KB / 1 file
Download size
31 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' entry:

citation("DTWUMI")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1109/mlsp.2017.8168165.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for DTWUMI version 1.1 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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