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The ubiquity of missing values in real-world datasets poses a challenge for statistical inference and can prevent similar datasets from being analyzed in the same study, precluding many existing datasets from being used for new analyses.…

Machine Learning · Computer Science 2023-09-14 Sina Baharlouei , Kelechi Ogudu , Sze-chuan Suen , Meisam Razaviyayn

Pre-trained Language Models (PLMs), such as ChatGPT, have significantly advanced the field of natural language processing. This progress has inspired a series of innovative studies that explore the adaptation of PLMs to time series…

Artificial Intelligence · Computer Science 2025-06-06 Weijia Zhang , Chenlong Yin , Hao Liu , Hui Xiong

Self-supervised learning achieves superior performance in many domains by extracting useful representations from the unlabeled data. However, most of traditional self-supervised methods mainly focus on exploring the inter-sample structure…

Machine Learning · Computer Science 2020-11-30 Haoyi Fan , Fengbin Zhang , Yue Gao

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

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

The integrity of time series data in smart grids is often compromised by missing values due to sensor failures, transmission errors, or disruptions. Gaps in smart meter data can bias consumption analyses and hinder reliable predictions,…

Artificial Intelligence · Computer Science 2025-02-21 Amir Sartipi , Joaquín Delgado Fernández , Sergio Potenciano Menci , Alessio Magitteri

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

It is widely acknowledged that the performance of Transformer models is logarithmically related to their number of parameters and computational complexity. While approaches like Mixture of Experts (MoE) decouple parameter count from…

Machine Learning · Computer Science 2025-02-07 Zihao Huang , Qiyang Min , Hongzhi Huang , Defa Zhu , Yutao Zeng , Ran Guo , Xun Zhou

Prediction Rule Ensembles (PREs) are robust and interpretable statistical learning techniques with potential for predictive analytics, yet their efficacy in the presence of missing data is untested. This study uses multiple imputation to…

Applications · Statistics 2024-10-22 Vincent Schroeder , Jakob Schwerter , Marjolein Fokkema , Philipp Doebler

We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between…

Geophysics · Physics 2015-08-11 Gregoire Mariethoz , Niklas Linde , Damien Jougnot , Hassan Rezaee

The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…

Statistics Theory · Mathematics 2016-01-26 Ryan Martin , Chuanhai Liu

We propose Improved Memories Learning (IMeL), a novel algorithm that turns reinforcement learning (RL) into a supervised learning (SL) problem and delimits the role of neural networks (NN) to interpolation. IMeL consists of two components.…

Machine Learning · Computer Science 2020-08-25 Francesco Varoli , Guido Novati , Pantelis R. Vlachas , Petros Koumoutsakos

Time series imputation is one of the most challenge problems and has broad applications in various fields like health care and the Internet of Things. Existing methods mainly aim to model the temporally latent dependencies and the…

Machine Learning · Computer Science 2025-05-13 Ruichu Cai , Kaitao Zheng , Junxian Huang , Zijian Li , Zhengming Chen , Boyan Xu , Zhifeng Hao

Medical time series are often irregular and face significant missingness, posing challenges for data analysis and clinical decision-making. Existing methods typically adopt a single modeling perspective, either treating series data as…

Computer Vision and Pattern Recognition · Computer Science 2025-05-27 Liuqing Chen , Shuhong Xiao , Shixian Ding , Shanhai Hu , Lingyun Sun

Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition,…

Machine Learning · Computer Science 2026-02-26 Boyuan Li , Zhen Liu , Yicheng Luo , Qianli Ma

Despite the recent success of Multimodal Large Language Models (MLLMs), existing approaches predominantly assume the availability of multiple modalities during training and inference. In practice, multimodal data is often incomplete because…

Computer Vision and Pattern Recognition · Computer Science 2026-02-20 Divyam Madaan , Sumit Chopra , Kyunghyun Cho

Real-world time series data that commonly reflect sequential human behavior are often uniquely irregularly sampled and sparse, with highly nonuniform sampling over time and entities. Yet, commonly-used pretraining and augmentation methods…

Machine Learning · Computer Science 2023-08-29 Nicasia Beebe-Wang , Sayna Ebrahimi , Jinsung Yoon , Sercan O. Arik , Tomas Pfister

Datasets with missing values are very common on industry applications, and they can have a negative impact on machine learning models. Recent studies introduced solutions to the problem of imputing missing values based on deep generative…

Machine Learning · Computer Science 2019-02-28 Ramiro D. Camino , Christian A. Hammerschmidt , Radu State

Prototypal analysis is introduced to overcome two shortcomings of archetypal analysis: its sensitivity to outliers and its non-locality, which reduces its applicability as a learning tool. Same as archetypal analysis, prototypal analysis…

Machine Learning · Statistics 2017-08-24 Chenyue Wu , Esteban G. Tabak

Time series imputation remains a significant challenge across many fields due to the potentially significant variability in the type of data being modelled. Whilst traditional imputation methods often impose strong assumptions on the…

Machine Learning · Statistics 2023-07-04 Tom Bamford , Elizabeth Fons , Yousef El-Laham , Svitlana Vyetrenko