Methodologies or algorithms for filling in missing data

Posted by tbone on Stack Overflow See other posts from Stack Overflow or by tbone
Published on 2011-02-25T15:23:51Z Indexed on 2011/02/25 15:24 UTC
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algorithm

I am dealing with datasets with missing data and need to be able to fill forward, backward, and gaps. So, for example, if I have data from Jan 1, 2000 to Dec 31, 2010, and some days are missing, when a user requests a timespan that begins before, ends after, or encompasses the missing data points, I need to "fill in" these missing values.

Is there a proper term to refer to this concept of filling in data? Imputation is one term, don't know if it is "the" term for it though.

I presume there are multiple algorithms & methodologies for filling in missing data (use last measured, using median/average/moving average, etc between 2 known numbers, etc.

Anyone know the proper term for this problem, any online resources on this topic, or ideally links to open source implementations of some algorithms (C# preferably, but any language would be useful)

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