Multivariate LSTM with missing values
问题 I am working on a Time Series Forecasting problem using LSTM. The input contains several features, so I am using a Multivariate LSTM. The problem is that there are some missing values, for example: Feature 1 Feature 2 ... Feature n 1 2 4 nan 2 5 8 10 3 8 8 5 4 nan 7 7 5 6 nan 12 Instead of interpolating the missing values, that can introduce bias in the results, because sometimes there are a lot of consecutive timestamps with missing values on the same feature, I would like to know if there