r - Suggestions to impute time series missing values

Question

I have 50 multivariate time series measured the quantity of gas every 10 seconds during many months, and I would like to do some data analysis. The problem is that there are a huge amount of missing values at different time intervals so I can't exclude them.

Usually, I use the package imputeTS or mtsdi but really the situation now is different because I have weeks of consecutive missing values so interpolation or other presented methods in the previous packages didn't handle the missing values well! and as I said I can't ignore them.

I would like to ask if you recommend other packages or functions in R which could work well on this type and amount of consecutive missing values? otherwise, what to do in this case?

Answer 1

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