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Modeling Information Blackouts in Missing Not-At-Random Time Series Data

An MNAR-aware latent state-space model that combines linear traffic dynamics with a Bernoulli missingness channel whose probability depends on the latent state is studied, achieving lower P95 error, lower long-blackout RMSE, and orders of magnitude fewer stored scalar entries.

Aman Sunesh, Alan Ma, Siddarth Nilol · 1 citation

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