Data missing exists in various research fields universally and the missed data will cause serious impact on computational performance and effect. In order to improve the accuracy of missing data filling,we propose a cluster analysis-based nearest neighbour filling algorithm for the missing data. After analysing the cluster data,the algorithm assigns the weights according to the categories; moreover,it improves the calculation method and the calculation means of filling value based on the MGNN( Mahalanobis-gray and nearest neighbour) algorithm...