missimputets (pypi): The function 'missImputeTS' in this package is used to impute timeseries missing values particularly in the case of mixed-type data.It uses a random forest trained on the observed values of a data matrix to predict the missing values. It can be used to impute continuous and/or categorical data including complex interactions and non-linear relations. It can be run in parallel to save computation time.
Keywords: imputation|interpolation|missforest|imputets|missImputeTS