imputeTS: Time Series Missing Value Imputation in R

The imputeTS package specializes on univariate time series imputation.It offers multiple state-of-the-art imputation algorithm implementations along with plotting functions for time series missing data statistics.While imputation in general is a well-known problem and widely covered by R packages, finding packages able to fill missing values in univariate time series is more complicated.The reason for this lies in the fact, that most imputation algorithms rely on inter-attribute correlations, while univariate time series imputation instead needs to employ time dependencies.This paper provides an introduction to the imputeTS package and its provided algorithms and tools.Furthermore, it gives a short overview about univariate time series imputation in R.