DTWUMI

Imputation of Multivariate Time Series Based on Dynamic Time Warping

v1.0 · Jul 13, 2018 · GPL (>= 2)

Description

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.

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r-devel-linux-x86_64-debian-clang	NOTE	37s
r-devel-linux-x86_64-debian-gcc	NOTE	27.3s
r-devel-linux-x86_64-fedora-clang	NOTE	59.6s
r-devel-linux-x86_64-fedora-gcc	NOTE	56.1s
r-devel-macos-arm64	NOTE	14s
r-devel-windows-x86_64	NOTE	59s
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r-oldrel-windows-x86_64	NOTE	67s
r-patched-linux-x86_64	NOTE	33.3s
r-release-linux-x86_64	NOTE	34.5s
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r-release-macos-x86_64	NOTE	34s
r-release-windows-x86_64	NOTE	57s

Check details (16 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘POISSON-CAILLAULT Emilie <emilie.poisson@univ-littoral.fr>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "DEZECACHE",
                      family = "Camille",
                      role = "aut"),
               person(given = c("PHAN", "Thi", "Thu"),
                      family = "Hong",
                      role = "aut"),
               person(given = "POISSON-CAILLAULT",
                      family = "Emilie",
                      role = c("aut", "cre"),
                      email = "emilie.poisson@univ-littoral.fr"))
as necessary.

NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) DTWUMI_1gap_imputation.Rd:33: Lost braces in \itemize; \value handles \item{}{} directly
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checkRd: (-1) DTWUMI_1gap_imputation.Rd:37: Lost braces in \itemize; \value handles \item{}{} directly

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘POISSON-CAILLAULT Emilie <emilie.poisson@univ-littoral.fr>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "DEZECACHE",
                      family = "Camille",
                      role = "aut"),
               person(given = c("PHAN", "Thi", "Thu"),
                      family = "Hong",
                      role = "aut"),
               person(given = "POISSON-CAILLAULT",
                      family = "Emilie",
                      role = c("aut", "cre"),
                      email = "emilie.poisson@univ-littoral.fr"))
as necessary.

NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) DTWUMI_1gap_imputation.Rd:33: Lost braces in \itemize; \value handles \item{}{} directly
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NOTE r-devel-linux-x86_64-fedora-clang

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NOTE r-devel-linux-x86_64-fedora-gcc

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Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘POISSON-CAILLAULT Emilie <emilie.poisson@univ-littoral.fr>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "DEZECACHE",
                      family = "Camille",
                      role = "aut"),
               person(given = c("PHAN", "Thi", "Thu"),
                      family = "Hong",
                      role = "aut"),
               person(given = "POISSON-CAILLAULT",
                      family = "Emilie",

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘POISSON-CAILLAULT Emilie <emilie.poisson@univ-littoral.fr>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "DEZECACHE",
                      family = "Camille",
                      role = "aut"),
               person(given = c("PHAN", "Thi", "Thu"),
                      family = "Hong",
                      role = "aut"),
               person(given = "POISSON-CAILLAULT",
                      family = "Emilie",

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) DTWUMI_1gap_imputation.Rd:33: Lost braces in \itemize; \value handles \item{}{} directly
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Dependency Network

Version History

new 1.0 Mar 9, 2026

Maintainer

POISSON-CAILLAULT Emilie

Dependencies

Depends

R (>= 3.0.0)

Imports

dtw rlist stats e1071 entropy lsa DTWBI

Compilation

No compilation needed

First Published

Mar 9, 2026

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