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I have time series data with 2 columns ( ds(timestamp) and y(numerical column)) for around 10 months. There is 10 minutes of difference between consecutive rows of dataframe. y is between 0 and 1.

My task is to do trend analysis or to fit a trend graph with required change points to see pattern in data. Currently i am using neural prophet model. I am using basic approach of dividing dataset into train, val and test and I am using randomsearch to fin d best model and calculate performance metric(RMSE) on test set.

There are also NaN values in dataset. I have data for may different orgs and enviornmens, for all orgs there are different NaN values, like, 80 %, 60%, 70%, 30%, 24%, 41% ..etc. I am confused as there is lot of missing values. Basically I have applied 10 minutes of grouping in data, so if in that 10 minutes of interval value of y doesn't exit, then it will be NaN for that interval, so because of this mission values are more. If consecutive missing gap length is less , then there is default hyperparameter in neural prophet by which it was able to fill missing values. But in larger gap, it was creating probelm.

What other approach and model I can use here? How to deal with these so many NaN values? Should I fill it by any method, but by this it will not be real data. As this data is realtime. If i remove missing values, then how can I apply time series model then?

askedAug 24 at 1:25
Ujas Diyora's user avatar
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  • $\begingroup$Welcome, can you add the details in your comment to the question itself? You simply edit the question.$\endgroup$CommentedAug 24 at 11:09

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You can use model like

https://www.geeksforgeeks.org/machine-learning/arima-vs-sarima-model/

You can refer them and many more.. used widely for such databases

answeredAug 25 at 6:55
Swapnil Mogal's user avatar
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  • $\begingroup$Welcome to CV. Since you’re new here, you may want to take ourtour, which has information for new users. We are trying to build a permanent repository of high-quality statistical information in the form of questions & answers. Thus, we're wary of link-only answers, due to linkrot. Can you post a full citation & a summary of the information at the link, in case it goes dead?$\endgroup$CommentedAug 25 at 7:43
  • $\begingroup$Can you say how to deal with lots of Miss values ? Should I fill it or remove it? I am training with neural prophet and prophet model. In neural prophet, it requires to fill missing values when i use AR layers in hyperparameter. Basically i am having problem in analysis of data , so that I can understand pattern inside data.$\endgroup$CommentedSep 17 at 4:46

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