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Julien RousselJulien Roussel
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.gitignore

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@@ -59,9 +59,9 @@ qolmat/.converge
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# Notebooks
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**.ipynb_checkpoints
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qolmat/notebooks/*.ipynb
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qolmat/examples/*.ipynb
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examples/*.ipynb
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# VSCode
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.vscode
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examples/benchmark.ipynb

examples/benchmark.ipynb

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examples/benchmark.md

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@@ -63,19 +63,19 @@ The dataset `Beijing` is the Beijing Multi-Site Air-Quality Data Set. It consist
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This dataset only contains numerical vairables.
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```python
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# df_data = data.get_data_corrupted("Beijing", ratio_masked=.2, mean_size=120)
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df_data = data.get_data_corrupted("Beijing", ratio_masked=.2, mean_size=120)
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# cols_to_impute = ["TEMP", "PRES", "DEWP", "NO2", "CO", "O3", "WSPM"]
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# cols_to_impute = df_data.columns[df_data.isna().any()]
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# cols_to_impute = ["TEMP", "PRES"]
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cols_to_impute = ["TEMP", "PRES"]
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```
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The dataset `Artificial` is designed to have a sum of a periodical signal, a white noise and some outliers.
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```python
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df_data = data.get_data_corrupted("Artificial", ratio_masked=.2, mean_size=10)
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cols_to_impute = ["signal"]
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# df_data = data.get_data_corrupted("Artificial", ratio_masked=.2, mean_size=10)
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# cols_to_impute = ["signal"]
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```
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Let's take a look at variables to impute. We only consider a station, Aotizhongxin.
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imputer_shuffle = imputers.ImputerShuffle(groups=["station"])
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imputer_residuals = imputers.ImputerResiduals(groups=["station"], period=7, model_tsa="additive", extrapolate_trend="freq", method_interpolation="linear")
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imputer_rpca = imputers.ImputerRPCA(groups=["station"], columnwise=True, period=100, max_iter=100, tau=2, lam=.3)
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imputer_rpca = imputers.ImputerRPCA(groups=["station"], columnwise=True, period=365, max_iter=200, tau=2, lam=.3)
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imputer_rpca_opti = imputers.ImputerRPCA(groups=["station"], columnwise=True, period=365, max_iter=100)
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imputer_ou = imputers.ImputeEM(groups=["station"], method="multinormal", max_iter_em=34, n_iter_ou=15, strategy="ou")
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examples/rpca.ipynb

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