Missing data imputation in multivariate data by evolutionary algorithms

Authors:
Juan C. Figueroa García;Dusko Kalenatic;Cesar Amilcar Lopez Bello
Affiliations:
Universidad Distrital Francisco José de Caldas, Bogotá, Colombia;Universidad de la Sabana, Chía, Colombia;Universidad Distrital Francisco José de Caldas, Bogotá, Colombia
Venue:
Computers in Human Behavior
Year:
2011

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Abstract

This paper presents a proposal based on an evolutionary algorithm to impute missing observations in multivariate data. A genetic algorithm based on the minimization of an error function derived from their covariance matrix and vector of means is presented. All methodological aspects of the genetic structure are presented. An extended explanation of the design of the fitness function is provided. An application example is solved by the proposed method.