This tutorial aims to provide signal processing (SP) and machine learning (ML) practitioners with vital tools, in an accessible way, to answer the question: How to deal with missing data? There are many strategies to handle incomplete signals. In this paper, we propose to group these strategies based on three common analytical tasks: i) missing-data imputation, ii) estimation with missing values and iii) prediction with missing values. We focus on methodological and experimental results through specific case studies on real-world applications. Promising and future research directions are also discussed. We hope that the proposed conceptual framework and the presentation of recent missing-data problems related will encourage researchers of the SP and ML communities to develop original methods and to efficiently deal with new applications involving missing data.