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Handling Missing Values
A common issue in timeseries forecasting data is the presence of missing values. Your data might contain missing values for a number of reasons, including measurement failures, formatting problems, human errors, or a lack of information to record. For instance, if you're forecasting product demand for a retail store and an item is sold out or unavailable, there would be no sales data to record while that item is out of stock. If prevalent enough, missing values can significantly impact a model's accuracy.
Amazon Forecast provides a number of filling methods to handle missing values in your target time series and related time series datasets. Filling is the process of adding standardized values to missing entries in your dataset.
Forecast supports the following filling methods:

Middle filling – Fills any missing values between the item start and item end date of a data set.

Back filling – Fills any missing values between the last recorded data point and global end date of a dataset.

Future filling (related time series only) – Fills any missing values between the global end date and the end of the forecast horizon.
The following image provides a visual representation of different filling methods.
Choosing Filling Logic
When choosing a filling logic, you should consider how the logic will be interpreted
by your model. For instance, in a retail scenario, recording 0 sales of an available
item is different from recording 0 sales of an unavailable item, as the latter does not
imply a lack of customer interest in the item. Because of this, 0
filling
in the target time series might cause the predictor to be underbiased in its
predictions, while NaN
filling might ignore actual occurrences of 0
available items being sold and cause the predictor to be overbiased.
The following timeseries graphs illustrate how choosing the wrong filling value can
significantly affect the accuracy of your model. Graphs A and B plot the demand for an
item that is partially outofstock, with the black lines representing actual sales
data. Missing values in A1 are filled with 0
, leading to relatively
underbiased predictions (represented by the dotted lines) in A2. Similarly, missing
values in B1 are filled with NaN
, which leads to predictions that are more
exact in B2.
For a list of supported filling logic, see the following section.
Target Time Series and Related Time Series Filling Logic
You can perform filling on both target time series and related time series datasets. Each dataset type has different filling guidelines and restrictions.
Filling Guidelines  

Dataset type  Filling by default?  Supported filling methods  Default filling logic  Accepted filling logic  
Target time series  Yes  Middle and back filling  0 


Related time series  No  Middle, back, and future filling  No default 

Important
For both target and related time series datasets, mean
,
median
, min
, and max
are calculated based
on a rolling window of the 64 most recent data entries before the missing
values.
Missing Value Syntax
To perform missing value filling, specify the types of filling to implement when you call the CreatePredictor operation. Filling logic is specified in FeaturizationMethod objects.
The following excerpt demonstrates a correctly formatted
FeaturizationMethod
object for a target time series attribute and
related time series attribute (target_value
and price
respectively).
To set a filling method to a specific value, set the fill parameter to
value
and define the value in a corresponding _value
parameter. As shown below, backfilling for the related time series is set to a value of
2 with the following: "backfill": "value"
and
"backfill_value":"2"
.
[ { "AttributeName": "target_value", "FeaturizationPipeline": [ { "FeaturizationMethodName": "filling", "FeaturizationMethodParameters": { "aggregation": "sum", "middlefill": "zero", "backfill": "zero" } } ] }, { "AttributeName": "price", "FeaturizationPipeline": [ { "FeaturizationMethodName": "filling", "FeaturizationMethodParameters": { "middlefill": "median", "backfill": "value", "backfill_value": "2", "futurefill": "max" } } ] } ]