Is there potentially data leakage during imputation for time-varying sensor data?
If you are using information from the future to impute missing data would be data leakage as you would not have this extra information when the model is in production and trying to predict future values. To prevent data leakage, make sure to only use values that are available at the date/time you want to predict. If you were to impute the missing data based on historical data you would not be leaking data since you have this data available at the moment of prediction (as the term &quot;historical&quot; implies).