Revisiting Multivariate Time Series Forecasting with Missing Values

arXiv — stat.MLWednesday, November 5, 2025 at 5:00:00 AM
The article discusses the challenges of multivariate time series forecasting when dealing with missing values. It highlights the importance of developing reliable prediction methods and critiques the current imputation-then-prediction framework, which may not fully address the complexities of missing data.
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