The imputation of time series is one of the most important tasks in the homogenization process, the quality and precision of this process will directly influence the accuracy of the time series predictions. This paper proposes two simple algorithms, but quite powerful for univariate time series imputation process, which are based on the means of the nearest neighbors for the imputation of missing data. The first of them Local Average of Neighbors Neighbors (LANN) calculates the missing value from the average of the previous neighbor and the following neighbor to the missing value. The second Local Average of Neighbors Neighbors+ (LANN+), considers a threshold parameter, which allows to differentiate the calculation of the missing values according to the difference between the neighbors: for the differences less than or equal to the threshold the missing value is calculated through of LANN and for major differences the missing value is calculated from the average of the four closest neighbors, two previous and two subsequent to the missing value. Imputation results on different time series are promising.

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The study presented in this paper aims to improve the accuracy of meteorological time series predictions made with the recurrent neural network known as Long Short-Term Memory (LSTM). To reach this, instead of just making adjustments to the architecture of LSTM as seen in different related works, it is proposed to adjust the LSTM results using the univariate time series imputation algorithm known as Local Average of Nearest Neighbors (LANN) and LANNc which is a variation of LANN, that allows to avoid the bias towards the left of the synthetic data generated by LANN. The results obtained show that both LANN and LANNc allow to improve the accuracy of the predictions generated by LSTM, with LANN being superior to LANNc. Likewise, on average the best LANN and LANNc configurations make it possible to outperform the predictions reached by another recurrent neural network known as Gated Recurrent Unit (GRU).

This paper presents a new algorithm called CBRm for univariate time series imputation of medium-gaps inspired by the algorithm called Case Based Reasoning Imputation (CBRi) for short-gaps. The performance of the proposed algorithm is analyzed in meteorological time series corresponding to maximum temperatures; also it was compared with several similar techniques. Although the algorithm failed to overcome in some cases to other proposals regarding precision, the results achieved are encouraging considering that some weaknesses of other proposals with which it was compared were outperformed.

This paper presents a novel model for univariate time series imputation of meteorological data based on three algorithms: The first of them AHV (Average of Historical Vectors) estimates the set of NA values from historical vectors classified by seasonality; the second iNN (Interpolation to Nearest Neighbors) adjusts the curve predicted by AHV in such a way that it adequately fits to the prior and next value of the NAs gap; The third LANNf allows smoothing the curve interpolated by iNN in such a way that the accuracy of the predicted data can be improved. The results achieved by the model are very good, surpassing in several cases different algorithms with which it was compared.