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Multivariate time-series data are used in many classification and regression predictive tasks, and recurrent models have been widely used for such tasks. Most common recurrent models assume that time-series data elements are of equal length…

Machine Learning · Computer Science 2020-09-21 Mehak Gupta , Rahmatollah Beheshti

Imputing missing values in multivariate time series remains challenging, especially under diverse missing patterns and heavy missingness. Existing methods suffer from suboptimal performance as corrupted temporal features hinder effective…

Machine Learning · Computer Science 2026-04-07 Dongik Park , Hyunwoo Ryu , Suahn Bae , Keondo Park , Hyung-Sin Kim

Multivariate time series alignment is critical for ensuring coherent analysis across variables, but missing values and timestamp inconsistencies make this task highly challenging. Existing approaches often rely on prior imputation, which…

Databases · Computer Science 2025-12-23 Ding Jia , Jingyu Zhu , Yu Sun , Aoqian Zhang , Shaoxu Song , Haiwei Zhang , Xiaojie Yuan

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…

Machine Learning · Computer Science 2022-02-11 Andrea Cini , Ivan Marisca , Cesare Alippi

We present an approach that uses a deep learning model, in particular, a MultiLayer Perceptron (MLP), for estimating the missing values of a variable in multivariate time series data. We focus on filling a long continuous gap (e.g.,…

Sensor data streams occur widely in various real-time applications in the context of the Internet of Things (IoT). However, sensor data streams feature missing values due to factors such as sensor failures, communication errors, or depleted…

Databases · Computer Science 2023-11-15 Xiao Li , Huan Li , Hua Lu , Christian S. Jensen , Varun Pandey , Volker Markl

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

Time series are widely used as signals in many classification/regression tasks. It is ubiquitous that time series contains many missing values. Given multiple correlated time series data, how to fill in missing values and to predict their…

Machine Learning · Computer Science 2018-05-29 Wei Cao , Dong Wang , Jian Li , Hao Zhou , Lei Li , Yitan Li

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…

Machine Learning · Computer Science 2020-11-24 Chenguang Fang , Chen Wang

Multivariate time series (MTS) imputation is a widely studied problem in recent years. Existing methods can be divided into two main groups, including (1) deep recurrent or generative models that primarily focus on time series features, and…

Machine Learning · Computer Science 2023-06-27 Dingsu Wang , Yuchen Yan , Ruizhong Qiu , Yada Zhu , Kaiyu Guan , Andrew J Margenot , Hanghang Tong

Researchers have been persistently working to address the issue of missing values in time series data. Numerous models have been proposed, striving to estimate the distribution of the data. The Radial Basis Functions Neural Network (RBFNN)…

Machine Learning · Computer Science 2024-08-01 Chanyoung Jung , Yun Jang

Missing values are prevalent in multivariate time series, compromising the integrity of analyses and degrading the performance of downstream tasks. Consequently, research has focused on multivariate time series imputation, aiming to…

Machine Learning · Computer Science 2024-08-13 Jianping Zhou , Junhao Li , Guanjie Zheng , Xinbing Wang , Chenghu Zhou

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Machine Learning · Statistics 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

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

Multivariate time series forecasting poses an ongoing challenge across various disciplines. Time series data often exhibit diverse intra-series and inter-series correlations, contributing to intricate and interwoven dependencies that have…

Machine Learning · Computer Science 2024-01-02 Wanlin Cai , Yuxuan Liang , Xianggen Liu , Jianshuai Feng , Yuankai Wu

Missing data is a fundamental challenge in data science, significantly hindering analysis and decision-making across a wide range of disciplines, including healthcare, bioinformatics, social science, e-commerce, and industrial monitoring.…

Machine Learning · Statistics 2026-05-12 Jicong Fan

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

Missing values are unavoidable in many applications of machine learning and present challenges both during training and at test time. When variables are missing in recurring patterns, fitting separate pattern submodels have been proposed as…

Machine Learning · Computer Science 2023-11-27 Lena Stempfle , Ashkan Panahi , Fredrik D. Johansson

Multivariate time series forecasting is of great importance to many scientific disciplines and industrial sectors. The evolution of a multivariate time series depends on the dynamics of its variables and the connectivity network of causal…

Machine Learning · Computer Science 2020-09-03 Christos Koutlis , Symeon Papadopoulos , Manos Schinas , Ioannis Kompatsiaris

Sensor data has been playing an important role in machine learning tasks, complementary to the human-annotated data that is usually rather costly. However, due to systematic or accidental mis-operations, sensor data comes very often with a…

Machine Learning · Computer Science 2017-11-22 Jingguang Zhou , Zili Huang