|Real-world time series often present missing values due to sensor malfunctions or human errors. Traditionally, missing values are simply omitted or reconstructed through imputation or interpolation methods. Omitting missing values may cause temporal discontinuity. Reconstruction methods, on the other hand, alter in some way the original time series. In this paper, we consider an application in the field of meteorological variables that exploits end-to-end machine learning. The idea is to entrust the task of dealing with missing values to a suitably trained recurrent neural network that completely by-passes the phase of reconstruction of missing values. A difficult case of reproduction of a rainfall field from five rain gauges in Northern Italy is used as an example, and the results are compared to those computed by more traditional methods. The proposed methodology is general-purpose and can be easily applied to every kind of spatial time series prediction problem, quite common in many environmental studies.|
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