MPDE

This repository is related to the MPDE(Mean Profile Distance Error), a novel loss function for training neural network models for imputation of missing values of multidimensional time series. MPDE is authored by Alexey Yurtin (iurtinaa@susu.ru) and Mikhail Zymbler (mzym@susu.ru), South Ural State University, Chelyabinsk, Russia.

Acknowledgement

This work was financially supported by the Russian Science Foundation (grant no. 23-21-00465). The research is carried out using the supercomputer resources of South Ural State University (Chelyabinsk, Russia)

Citation

@article{MPDE24CMSE,
  title={Towards a Loss Function for Training Neural Network Models of Time Series Imputation},
  author={Yurtin, A A},
  journal={Bulletin of the South Ural State University. Series: Computational Mathematics and Software Engineering},
  volume={13},
  number={4},
  doi = {10.14529/cmse240404},
  pages={39--55},
  year={2024},
}