arXiv Machine Learning

GLAIM: Learning Global and Local Adaptive Inter-Variable Dependency for Multivariate Time Series Imputation

arXiv:2608. 02366v1 Announce Type: new Abstract: Multivariate time series imputation is fundamental to downstream analysis, yet modeling inter-variable dependencies with incomplete observations remains challenging.

arXiv Machine Learning
Jul 8

Temporal Variational Implicit Neural Representations

arXiv:2506. 01544v2 Announce Type: replace Abstract: We introduce Temporal Variational Implicit Neural Representations (TV-INRs), a probabilistic framework for modeling irregular multivariate time series that enables efficient and accurate individualized imputation and forecasting.

By Batuhan Koyuncu, Rachael DeVries, Ole Winther, Isabel Valera
arXiv AI
Aug 20

Discretizing Continuous Time Series for Imputation with Masked Diffusion Training

The paper introduces the Masked Diffusion Time-series Imputation Model (MDTIM), which uses a masked diffusion training paradigm to directly predict original values for time series imputation. It separates missing and observed data via a MASK token and employs Stochastic Discretization to convert continuous values into ordinal-aware tokens, preserving temporal dynamics. Experiments on multiple benchmarks show that MDTIM outperforms existing deterministic and generative baselines in robustness and scalability across various missing data scenarios.

By Dongbin Kim, Seungyun Lee, Geonwoo Shin, Jaewook Lee
arXiv Machine Learning
Sep 11

RDDMPI: Residual Denoising Diffusion Model for Probabilistic Multivariate Time Series Imputation

RDDMPI introduces a residual denoising diffusion model for multivariate time series imputation. By decomposing the missing signal into a baseline reconstruction and a residual uncertainty component, the method conditions the diffusion process on both the completed signal and its latent representation, using a reliability-aware mechanism to balance baseline influence. Experiments on benchmark datasets show that this approach improves reconstruction accuracy and uncertainty quantification compared to prior diffusion-based methods.

By Ramiro Valdes Jara, David Chapman, Adam Meyers
arXiv AI
Aug 24

Curriculum-Aware Interpolate-then-Refine: Learned Physiological Time-Series Imputation under Realistic Missingness

The paper introduces Curriculum‑Aware Interpolate‑then‑Refine (CAIR), a two‑stage framework for imputing physiological time‑series data. CAIR first learns a coarse base curve with a bidirectional‑GRU interpolator and then refines it through three Transformer passes, trained under a random‑gap curriculum that mimics realistic missingness. Evaluations on continuous glucose monitoring and arterial pressure datasets show CAIR outperforms all baselines across MCAR, MAR, and NMAR mechanisms, especially for long gaps and value‑dependent dropout, while also preserving clinically relevant burden metrics.

By Yu-Chao Huang, Haochen Zhang, Nicholas Konz, Tianlong Chen