I am wondering how to deal with a variable having what I call natural NaN values.
For example, a measure of duration between 2 events. If one event did not occure the variable has no value. For that variable, I cannot put 0 or the mean or what ever...
Did you meet that case and how did you proceed ?
Many algorithms do not accept NaN values so one way or another it has to be dealt with.
More specifics about the case : my purpose is to detect claim insurance fraud. It is a classification problem. I describe what is a fraudulent claim with many variables, some of them have natural NaN values. For example, the time between a claim and a past amendment to the contract is such a variable. If there was no amendment prior to the claim that variable is NaN.
Please note that the time between a past event ( contract amendment ) and the claim will never have any value because the amendment has not happened ( before the claim ). Humans in charge of fraud detection use that kind of information for their investigations so I guess I must use it as well.