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Definition of the Missing Values

Vectors x(t) are the potential data and vectors i(t) are vectors of same dimension as x(t). ik(t)=1 means xk(t) is observed, whereas ik(t)=0 means xk(t) is missing. i(t) are always observed. A typical problem in this setting is that x(t) should be reconstructed based on observed data xk(t)ik(t) and the indicator vectors i(t) [3].

Tapani Raiko