Comparative analysis of imputation methods for enhancing predictive accuracy in data models

Nurul Aqilah, Zamri and Mohd Izham, Mohd Jaya and Irawati, Indrarini Dyah and Rassem, Taha H. and Rasyidah, . and Shahreen, Kasim (2024) Comparative analysis of imputation methods for enhancing predictive accuracy in data models. International Journal on Informatics Visualization, 8 (3). pp. 1271-1276. ISSN 2549-9904. (Published)

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Abstract

The presence of missing values within datasets can introduce a detrimental bias, significantly impeding the predictive algorithm's ability to discern patterns and accurately execute prediction. This paper aims to elucidate the intricacies of data imputation methods, providing a more profound understanding of prevalent imputation methods, including list-wise deletion (IGN), mean imputation (AVG), K-Nearest Neighbors (KNN), MissForest (MF), and Predictive Mean Matching (PMM). The dataset employed in this study consists of financial data about S&P 500 companies in the Compustat North America database. The training and validation dataset encompasses 1973 instances, consisting of data during the fourth quarter of 2009, the first quarter of 2010, and the third quarter of 2014. Within this set, 457 missing values were identified and imputed. The test dataset comprises 197 randomly selected instances from the fourth quarter of 2014, equivalent to ten percent of the total instances in the training dataset. The evaluation findings prominently position the dataset derived from MF imputation as the leading performer among all the imputed datasets. The insights derived from this study are intended to assist practitioners in making informed choices when selecting the most suitable data imputation method, particularly in the context of predictive modeling tasks.

Item Type: Article
Uncontrolled Keywords: Missing value; imputation; predictive modeling; machine learning
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
T Technology > T Technology (General)
Faculty/Division: Institute of Postgraduate Studies
Faculty of Computing
Depositing User: Miss Amelia Binti Hasan
Date Deposited: 04 Oct 2024 04:04
Last Modified: 04 Oct 2024 04:04
URI: http://umpir.ump.edu.my/id/eprint/42748
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