Embodiments of the present invention are directed to facilitating enhancement of time series prediction. In accordance with aspects of the present disclosure, a set of time series data is determined to have at least one missing data value. Based on the missing data value(s), a predicted missing value is generated for each of the at least one missing data values. The predicted missing value for a missing data value is generated, for example, based on a weighted average of a time series data value preceding the missing data value and a time series data value following the missing data value. The set of time series data and the predicted missing values for each of the at least one missing data values can then be used to determine periodicity associated with the set of time series data.