Add confidence intervals for imputations
SteffenMoritz opened this issue · 1 comments
SteffenMoritz commented
Something similar to the forecast package would be nice.
(forecast has also nice plots with confidence intervals)
Joonaspraks commented
How would you approach calculating confidence intervals for imputations on missing values? I have failed thus far in finding any accommodating materials on the subject. Maybe multiple imputations with bootstrapped time series?
I would really enjoy displaying some metrics alongside the imputed values to gain some caution when including them in future analysis.
Great package by the way! Seasonal splitting + kalman smoothing have been working out very well. Thank you