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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…

Machine Learning · Computer Science 2021-05-28 Siyuan Shan , Yang Li , Junier B. Oliva

Missing time-series data is a prevalent practical problem. Imputation methods in time-series data often are applied to the full panel data with the purpose of training a model for a downstream out-of-sample task. For example, in finance,…

Machine Learning · Statistics 2023-04-13 Jose Blanchet , Fernando Hernandez , Viet Anh Nguyen , Markus Pelger , Xuhui Zhang

The versatility of self-attention mechanism earned transformers great success in almost all data modalities, with limitations on the quadratic complexity and difficulty of training. Efficient transformers, on the other hand, often rely on…

Machine Learning · Computer Science 2024-08-20 Minh Lenhat , Viet Anh Nguyen , Khoa Nguyen , Duong Duc Hieu , Dao Huu Hung , Truong Son Hy

Missing attribute values are quite common in the datasets available in the literature. Missing values are also possible because all attributes values may not be recorded and hence unavailable due to several practical reasons. For all these…

Information Retrieval · Computer Science 2016-05-04 Yelipe UshaRani , P. Sammulal

Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we introduce temporal Wasserstein imputation, a novel method for imputing missing data in time series. Unlike…

Methodology · Statistics 2025-08-15 Shuo-Chieh Huang , Tengyuan Liang , Ruey S. Tsay

Medical time series datasets feature missing values that need data imputation methods, however, conventional machine learning models fall short due to a lack of uncertainty quantification in predictions. Among these models, the CATSI…

Machine Learning · Computer Science 2024-10-07 Omkar Kulkarni , Rohitash Chandra

Accurate time series forecasting is a highly valuable endeavour with applications across many industries. Despite recent deep learning advancements, increased model complexity, and larger model sizes, many state-of-the-art models often…

Missing data represents a fundamental challenge in machine learning applications, often reducing model performance and reliability. This problem is particularly acute in fields like bioinformatics and clinical machine learning, where…

Machine Learning · Computer Science 2025-09-04 Fatemeh Azad , Zoran Bosnić , Matjaž Kukar

The success of self-attention lies in its ability to capture long-range dependencies and enhance context understanding, but it is limited by its computational complexity and challenges in handling sequential data with inherent…

Computation and Language · Computer Science 2025-05-05 Md Kowsher , Nusrat Jahan Prottasha , Chun-Nam Yu , Ozlem Ozmen Garibay , Niloofar Yousefi

Multivariate time series (MTS) prediction is ubiquitous in real-world fields, but MTS data often contains missing values. In recent years, there has been an increasing interest in using end-to-end models to handle MTS with missing values.…

Machine Learning · Computer Science 2023-05-11 Zhao-Yu Zhang , Shao-Qun Zhang , Yuan Jiang , Zhi-Hua Zhou

Apart from the high accuracy of machine learning models, what interests many researchers in real-life problems (e.g., fraud detection, credit scoring) is to find hidden patterns in data; particularly when dealing with their challenging…

Data imputation has been extensively explored to solve the missing data problem. The dramatically increasing volume of incomplete data makes the imputation models computationally infeasible in many real-life applications. In this paper, we…

Machine Learning · Computer Science 2022-01-11 Yangyang Wu , Jun Wang , Xiaoye Miao , Wenjia Wang , Jianwei Yin

Time series anomaly detection plays a critical role in many dynamic systems. Despite its importance, previous approaches have primarily relied on unimodal numerical data, overlooking the importance of complementary information from other…

Machine Learning · Computer Science 2026-03-24 Shiyan Hu , Jianxin Jin , Yang Shu , Peng Chen , Bin Yang , Chenjuan Guo

Self-attention has become increasingly popular in a variety of sequence modeling tasks from natural language processing to recommendation, due to its effectiveness. However, self-attention suffers from quadratic computational and memory…

Information Retrieval · Computer Science 2021-06-01 Yongji Wu , Defu Lian , Neil Zhenqiang Gong , Lu Yin , Mingyang Yin , Jingren Zhou , Hongxia Yang

Missing value imputation is an important practical problem. There is a large body of work on it, but there does not exist any work that formulates the problem in a structured output setting. Also, most applications have constraints on the…

Machine Learning · Computer Science 2013-11-12 Rahul Kidambi , Vinod Nair , Sundararajan Sellamanickam , S. Sathiya Keerthi

Missing data is a common problem in real-world settings and particularly relevant in healthcare applications where researchers use Electronic Health Records (EHR) and results of observational studies to apply analytics methods. This issue…

Machine Learning · Statistics 2018-12-04 Dimitris Bertsimas , Agni Orfanoudaki , Colin Pawlowski

Multi-agent trajectory data collected from domains such as team sports often suffer from missing values due to various factors. While many imputation methods have been proposed for spatiotemporal data, they are not well-suited for…

Artificial Intelligence · Computer Science 2025-07-16 Han-Jun Choi , Hyunsung Kim , Minho Lee , Minchul Jeong , Chang-Jo Kim , Jinsung Yoon , Sang-Ki Ko

Handling missing data in time series is a complex problem due to the presence of temporal dependence. General-purpose imputation methods, while widely used, often distort key statistical properties of the data, such as variance and…

Methodology · Statistics 2026-03-18 Guilherme Pumi , Taiane Schaedler Prass , Douglas Krauthein Verdum

In the absence of large labelled datasets, self-supervised learning techniques can boost performance by learning useful representations from unlabelled data, which is often more readily available. However, there is often a domain shift…

Machine Learning · Computer Science 2020-06-23 Linus Ericsson , Henry Gouk , Timothy M. Hospedales

Pre-trained models exhibit strong generalization to various downstream tasks. However, given the numerous models available in the model hub, identifying the most suitable one by individually fine-tuning is time-consuming. In this paper, we…

Machine Learning · Computer Science 2026-03-10 Tengxue Zhang , Biao Ouyang , Yang Shu , Xinyang Chen , Chenjuan Guo , Bin Yang