Imputation Bias in ARIMA Air Quality Models

Missing data remains a pervasive challenge in air quality data analysis, where inappropriate imputation techniques can introduce hidden biases and compromise the reliability of time-series models such as AutoRegressive Integrated Moving Average (ARIMA). This paper examines the impact of linear interpolation and mean/median imputation on the performance of the ARIMA model and biases in the prediction of particulate matter 2.5 (PM2.5) concentration, together with a detailed analysis of ARIMA generated error metrics and their implications for the accuracy and reliability of the prediction. The findings reveal that package-default imputation significantly influences ARIMA forecasts, while mean/median imputation consistently delivers superior predictive performance, highlighting its robustness for handling missing environmental data. Moreover, imputation during the data transformation stage exerts a greater influence on model outcomes than methods applied at later analysis stages.