Dataset construction

[chenywu]

Hi Chengqing,

Congratulations for accepted by KDD'24.

I am interested to know how did you construct the dataset with missing values?

[ChengqingYu]

Hi Chengqing,

Congratulations for accepted by KDD'24.

I am interested to know how did you construct the dataset with missing values?

Hi, sorry for my late late reply.

The setting of missing values is introduced in Section 3.1 (Preliminaries) of the paper. We randomly generate M numbers proportionally, and for the input feature X (which consists of N time series, with M being smaller than N), we convert the values of the corresponding M variables among the N variables to zero.

Setting missing variables to zero is based on methods discussed in time series imputation-related papers such as GRIN.