Time series data in practical applications always contain missing values due to sensor malfunction, network failure, outliers etc. In order to handle missing values in time series, as well as the lack of considering temporal properties in machine learning models, we propose a spatiotemporal prediction framework based on missing value processing algorithms and deep recurrent neural network (DRNN). By using missing tag and missing interval to represent time series patterns, we implement three

more »

... erent missing value fixing algorithms, which are further incorporated into deep neural network that consists of LSTM (Long Short-term Memory) layers and fully connected layers. Real-world air quality and meteorological datasets (Jingjinji area, China) are used for model training and testing. Deep feed forward neural networks (DFNN) and gradient boosting decision trees (GBDT) are trained as baseline models against the proposed DRNN. Performances of three missing value fixing algorithms, as well as different machine learning models are evaluated and analysed. Experiments show that the proposed DRNN framework outperforms both DFNN and GBDT, therefore validating the capacity of the proposed framework. Our results also provides useful insights for better understanding of different strategies that handle missing values.