How to handle missing data in xgboost


#1

Hi there,
One question we can discuss.
many times, we have missing times in time series data problems.
for example in one month, there maybe several days are not available, in such case, how to set values in this missing time? set to 0 or -1 or nan?

how this values effect the algorithms?
thanks


#2

back fill, foward fill, reg lin, anything that make sense