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Multivariate time series with missing values are common in areas such as healthcare and finance, and have grown in number and complexity over the years. This raises the question whether deep learning methodologies can outperform classical…

Machine Learning · Statistics 2020-02-21 Vincent Fortuin , Dmitry Baranchuk , Gunnar Rätsch , Stephan Mandt

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

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

Time series analysis has become crucial in various fields, from engineering and finance to healthcare and social sciences. Due to their multidimensional nature, time series often need to be embedded into a fixed-dimensional feature space to…

Machine Learning · Computer Science 2025-05-27 Habib Irani , Yasamin Ghahremani , Arshia Kermani , Vangelis Metsis

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

The topic of Multivariate Time Series Anomaly Detection (MTSAD) has grown rapidly over the past years, with a steady rise in publications and Deep Learning (DL) models becoming the dominant paradigm. To address the lack of systematization…

Machine Learning · Statistics 2026-04-27 Bruna Alves , Armando J. Pinho , Sónia Gouveia

Time series imputation is critical for many real-world applications and has been widely studied. However, existing models often require specialized designs tailored to specific missing patterns, variables, or domains which limits their…

Machine Learning · Computer Science 2024-10-03 Jinguo Cheng , Chunwei Yang , Wanlin Cai , Yuxuan Liang , Qingsong Wen , Yuankai Wu

Missingness is ubiquitous in multivariate time series and poses an obstacle to reliable downstream analysis. Although recurrent network imputation achieved the SOTA, existing models do not scale to deep architectures that can potentially…

Machine Learning · Computer Science 2024-01-05 Linglong Qian , Zina Ibrahim , Richard Dobson

In the last couple of decades, there has been major advancements in the domain of missing data imputation. The techniques in the domain include amongst others: Expectation Maximization, Neural Networks with Evolutionary Algorithms or…

Neural and Evolutionary Computing · Computer Science 2015-12-07 Collins Leke , Tshilidzi Marwala , Satyakama Paul

Time-series data exists in every corner of real-world systems and services, ranging from satellites in the sky to wearable devices on human bodies. Learning representations by extracting and inferring valuable information from these time…

Machine Learning · Computer Science 2026-05-19 Patara Trirat , Yooju Shin , Junhyeok Kang , Youngeun Nam , Jihye Na , Minyoung Bae , Joeun Kim , Byunghyun Kim , Jae-Gil Lee

We present a comprehensive analysis of deep learning approaches for Electronic Health Record (EHR) time-series imputation, examining how architectural and framework biases combine to influence model performance. Our investigation reveals…

Machine Learning · Computer Science 2025-02-05 Linglong Qian , Tao Wang , Jun Wang , Hugh Logan Ellis , Robin Mitra , Richard Dobson , Zina Ibrahim

In recent times, a considerable number of research studies have been carried out to address the issue of Missing Value Imputation (MVI). MVI aims to provide a primary solution for datasets that have one or more missing attribute values. The…

Machine Learning · Computer Science 2024-10-14 Abu Fuad Ahmad , Khaznah Alshammari , Istiaque Ahmed , MD Shohel Sayed

Data imputation is crucial for addressing challenges posed by missing values in multivariate time series data across various fields, such as healthcare, traffic, and economics, and has garnered significant attention. Among various methods,…

Machine Learning · Computer Science 2025-01-14 Chunjing Xiao , Xue Jiang , Xianghe Du , Wei Yang , Wei Lu , Xiaomin Wang , Kevin Chetty

The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to…

Machine Learning · Computer Science 2020-03-04 Ye Xue , Diego Klabjan , Yuan Luo

Time series analysis is widely used in many fields such as power energy, economics, and transportation, including different tasks such as forecasting, anomaly detection, classification, etc. Missing values are widely observed in these…

Machine Learning · Computer Science 2024-10-11 Zhixian Wang , Linxiao Yang , Liang Sun , Qingsong Wen , Yi Wang

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Real-world time series data often exhibits substantial missing values, posing challenges for advanced analysis. A common approach to addressing this issue is imputation, where the primary challenge lies in determining the appropriate values…

Machine Learning · Computer Science 2025-12-02 Ying Liu , Peng Cui , Wenbo Hu , Richang Hong

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

Healthcare data frequently contain a substantial proportion of missing values, necessitating effective time series imputation to support downstream disease diagnosis tasks. However, existing imputation methods focus on discrete data points…

Machine Learning · Computer Science 2025-05-19 Mengxuan Li , Ke Liu , Jialong Guo , Jiajun Bu , Hongwei Wang , Haishuai Wang