Time series are all around in real-world applications. However, unexpected accidents for example broken sensors or missing of the signals will cause missing values in time series, making the data hard to be utilized. It then does harm to the downstream applications such as traditional classification or regression, sequential data integration and forecasting tasks, thus raising the demand for data imputation. Currently, time series data imputation is a well-studied problem with different categories of methods. However, these works rarely take the temporal relations among the observations and treat the time series as normal structured data, losing the information from the time data. In recent, deep learning models have raised great attention. Time series methods based on deep learning have made progress with the usage of models like RNN, since it captures time information from data. In this paper, we mainly focus on time series imputation technique with deep learning methods, which recently made progress in this field. We will review and discuss their model architectures, their pros and cons as well as their effects to show the development of the time series imputation methods.
The Swiss AI Lab IDSIA, Università della Svizzera italiana（瑞士人工智能实验室IDSIA，瑞士意大利语区大学）；Politecnico di Milano（米兰理工大学）
Dealing with missing values and incomplete time series is a labor-intensive, tedious, inevitable task when handling data coming from real-world applications. Effective spatio-temporal representations would allow imputation methods to reconstruct missing temporal data by exploiting information coming from sensors at different locations. However, standard methods fall short in capturing the nonlinear time and space dependencies existing within networks of interconnected sensors and do not take full advantage of the available - and often strong - relational information. Notably, most state-of-the…
Deep Learning for Multivariate Time Series Imputation: A Survey
PyPOTS Research（PyPOTS研究机构）；Hong Kong University of Science and Technology（香港理工大学）；University of Oxford（牛津大学）；King’s College London（伦敦大学学院）；Huawei Noah’s Ark Lab（华为诺亚实验室）；Hong Kong University of Science and Technology (Guangzhou)（香港理工大学（广州））；Squirrel Ai Learning（Squirrel Ai学习机构）
Time series (TS) anomaly detection (AD) plays an essential role in various applications, e.g., fraud detection in finance and healthcare monitoring. Due to the inherently unpredictable and highly varied nature of anomalies and the lack of anomaly labels in historical data, the AD problem is typically formulated as an unsupervised learning problem. The performance of existing solutions is often not satisfactory, especially in data-scarce scenarios. To tackle this problem, we propose a novel self-supervised learning technique for AD in time series, namely \emph{DeepFIB}. We model the problem as …
Self-Supervised Learning of Time Series Representation via Diffusion Process and Imputation-Interpolation-Forecasting Mask
Motherbrain, EQT Group（Motherbrain、EQT集团）；KTH Royal Institute of Technology（皇家理工学院）；Mitsubishi UFJ Trust Investment Technology Institute（三菱UFJ信托投资技术研究所）；Technical University of Denmark（丹麦技术大学）
A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection
Griffith University（格里菲斯大学）；Monash University（莫纳什大学）；Squirrel AI（松鼠AI）；IDSIA（瑞士IDSIA人工智能实验室）；Università della Svizzera italiana（意大利语瑞士大学）；Politecnico di Milano（米兰理工大学）；The Chinese University of Hong Kong（香港中文大学）
PyPOTS Research（PyPOTS研究机构）；HKUST（香港科技大学）；King’s College London（伦敦国王学院）；University of Oxford（牛津大学）；Sichuan University（四川大学）；University of Washington（华盛顿大学）；GaTech（佐治亚理工学院）；HKUST(GZ)（香港科技大学（广州））；Northwest University（西北大学）；Squirrel AI（松鼠AI）
Time series data are ubiquitous in real-world applications. However, one of the most common problems is that the time series data could have missing values by the inherent nature of the data collection process. So imputing missing values from multivariate (correlated) time series data is imperative to improve a prediction performance while making an accurate data-driven decision. Conventional works for imputation simply delete missing values or fill them based on mean/zero. Although recent works based on deep neural networks have shown remarkable results, they still have a limitation to captur…
ImputeINR: Time Series Imputation via Implicit Neural Representations for Disease Diagnosis with Missing Data
Zhejiang Key Laboratory of Accessible Perception and Intelligent Systems, College of Computer Science, Zhejiang University（浙江可感知与智能系统重点实验室，计算机科学学院，浙江大学）；The Zhejiang University-University of Illinois Urbana-Champaign Institute（浙江大学-伊利诺伊大学厄巴纳-香槟分校联合研究所）
University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校）
Time series imputation is a fundamental task for understanding time series with missing data. Existing methods either do not directly handle irregularly-sampled data or degrade severely with sparsely observed data. In this work, we reformulate time series as permutation-equivariant sets and propose a novel imputation model NRTSI that does not impose any recurrent structures. Taking advantage of the permutation equivariant formulation, we design a principled and efficient hierarchical imputation procedure. In addition, NRTSI can directly handle irregularly-sampled time series, perform multiple-…
Temporal Gaussian Copula For Clinical Multivariate Time Series Data Imputation
Chongqing Institute of Green and Intelligent Technology, CAS（中国科学院重庆绿色智能技术研究院）；University of Chinese Academy of Sciences（中国科学院大学）；Singapore Management University（新加坡管理大学）；Southwest University（西南大学）
ALER-TI: Aligned Latent Embedding Retrieval for Time Series Imputation
School of Computer Science, Hanoi University of Science and Technology（河内科学技术大学计算机科学学院）；Department of Computer Science, Aalborg University（奥尔堡大学计算机科学系）
Stanford University（斯坦福大学）；Mitsubishi UFJ Trust Investment Technology Institute（三菱日联信托投资技术研究所）；Japan Digital Design（日本数字设计公司）
The imputation of missing values in time series has many applications in healthcare and finance. While autoregressive models are natural candidates for time series imputation, score-based diffusion models have recently outperformed existing counterparts including autoregressive models in many tasks such as image generation and audio synthesis, and would be promising for time series imputation. In this paper, we propose Conditional Score-based Diffusion models for Imputation (CSDI), a novel time series imputation method that utilizes score-based diffusion models conditioned on observed data. Un…
Collaborative Imputation of Urban Time Series through Cross-city Meta-learning
Department of Civil and Environmental Engineering, The Hong Kong Polytechnic University（香港理工大学土木与环境工程系）；Department of Traffic Engineering, Tongji University（同济大学交通工程系）；Centre for Learning, Teaching, and Technology, The Education University of Hong Kong（香港教育大学学习、教学与科技中心）；Research Institute for Artificial Intelligence of Things, Department of Computing, The Hong Kong Polytechnic University（香港理工大学人工智能物联网研究所）
tBayes-MICE: A Bayesian Approach to Multiple Imputation for Time Series Data
Transitional Artificial Intelligence Research Group, School of Mathematics and Statistics, UNSW, Sydney, Australia（过渡人工智能研究组，数学与统计学院，新南威尔士大学，悉尼，澳大利亚）；School of Mathematics and Statistics, UNSW, Sydney, Australia（数学与统计学院，新南威尔士大学，悉尼，澳大利亚）
IST, ULisbon（里斯本大学高等理工学院）；Instituto de Telecomunicações（葡萄牙电信研究所）
Multivariate time series is a very active topic in the research community and many machine learning tasks are being used in order to extract information from this type of data. However, in real-world problems data has missing values, which may difficult the application of machine learning techniques to extract information. In this paper we focus on the task of imputation of time series. Many imputation methods for time series are based on regression methods. Unfortunately, these methods perform poorly when the variables are categorical. To address this case, we propose a new imputation method …
Institute for Infocomm Research（资讯通信研究院）；Agency for Science, Technology and Research (A*STAR)（新加坡科技研究局（A*STAR））
Real-world clinical time series data sets exhibit a high prevalence of missing values. Hence, there is an increasing interest in missing data imputation. Traditional statistical approaches impose constraints on the data-generating process and decouple imputation from prediction. Recent works propose recurrent neural network based approaches for missing data imputation and prediction with time series data. However, they generate deterministic outputs and neglect the inherent uncertainty. In this work, we introduce a unified Bayesian recurrent framework for simultaneous imputation and prediction…
PAMF: Prior-Aware Multimodal Fusion for Incomplete Time Series Data
Department of Computer Science, University of Central Florida（中央佛罗里达大学计算机科学系）；Department of Computer Science, University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校计算机科学系）
