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  "author": "Hyowon Wi",
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  "author_email": "",
            
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  "defined_in": "https://doi.org/10.48550/arXiv.2312.16581",
            
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  "doi": "10.57702/5djalbtw",
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  "doi": "10.57702/5djalbtw",
            
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  "doi_date_published": "2024-11-25",
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  "extra_authors": [
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      "extra_author": "Yehjin Shin",
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      "extra_author": "Yehjin Shin",
            
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      "orcid": ""
            
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    },
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    {
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      "extra_author": "Noseong Park",
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      "extra_author": "Noseong Park",
            
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      "description": "",
            
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      "name": "stocks",
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      "name": "stocks",
            
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  "name": "stocks",
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  "name": "stocks",
            
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  "notes": "Time series imputation is one of the most fundamental 
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  "notes": "Time series imputation is one of the most fundamental 
            
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tasks for time series. Real-world time series datasets are frequently 
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tasks for time series. Real-world time series datasets are frequently 
            
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incomplete (or irregular with missing observations), in which case 
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incomplete (or irregular with missing observations), in which case 
            
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imputation is strongly required.",
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imputation is strongly required.",
            
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      "name": "Stocks",
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  "title": "Stocks",
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  "version": ""
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}
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}