For imputed rows, this is a feature request for TimeSeriesImputer to be able to support multiple imputation strategies across different columns. For instance, numeric feature columns could be imputed by median, date feature columns by forward fill, and target column by median.
We need an approximate median algorithm, as exact is not doable on generalized data for streaming.
For approximate medians:
Median is perfectly calculable when:
We may also want to check if median is actually needed, or if we can use only mean/forward-fill instead.