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Missing data is a ubiquitous problem. It is especially challenging in medical settings because many streams of measurements are collected at different - and often irregular - times. Accurate estimation of those missing measurements is…

Machine Learning · Computer Science 2017-11-27 Jinsung Yoon , William R. Zame , Mihaela van der Schaar

Observations made in continuous time are often irregular and contain the missing values across different channels. One approach to handle the missing data is imputing it using splines, by fitting the piecewise polynomials to the observed…

Machine Learning · Computer Science 2022-10-20 Marin Biloš , Emanuel Ramneantu , Stephan Günnemann

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

Missing values are common in real-world time series, and multivariate time series forecasting with missing values (MTSF-M) has become a crucial area of research for ensuring reliable predictions. To address the challenge of missing data,…

Machine Learning · Computer Science 2026-02-03 Jie Yang , Yifan Hu , Kexin Zhang , Luyang Niu , Philip S. Yu , Kaize Ding

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a…

Methodology · Statistics 2010-08-13 Stefan Haufe , Guido Nolte , Klaus-Robert Mueller , Nicole Kraemer

The imputation of missing values represents a significant obstacle for many real-world data analysis pipelines. Here, we focus on time series data and put forward SSSD, an imputation model that relies on two emerging technologies,…

Machine Learning · Computer Science 2023-05-09 Juan Miguel Lopez Alcaraz , Nils Strodthoff

In this paper, we present a new deep learning architecture for addressing the problem of supervised learning with sparse and irregularly sampled multivariate time series. The architecture is based on the use of a semi-parametric…

Machine Learning · Computer Science 2019-09-18 Satya Narayan Shukla , Benjamin M. Marlin

Sampled network data are widely used in empirical research because collecting complete network information is costly. However, empirical analyses based on sampled networks may lead to biased estimators. We propose a nonparametric imputation…

Econometrics · Economics 2026-05-12 Ge Sun , Weisheng Zhang

This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…

Machine Learning · Computer Science 2022-03-08 Victor Garcia Satorras , Syama Sundar Rangapuram , Tim Januschowski

Missing value imputation is a fundamental challenge in machine intelligence, heavily dependent on data completeness. Current imputation methods often handle numerical and categorical attributes independently, overlooking critical…

Machine Learning · Computer Science 2026-01-09 Xiaopeng Luo , Zexi Tan , Zhuowei Wang

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

Missing data imputation remains a fundamental challenge in modern data science, especially when uncertainty quantification is essential. In this work, we propose MissBGM, an AI-powered missing data imputation method via Bayesian generative…

Machine Learning · Statistics 2026-05-05 Qiao Liu

In order to predict and fill in the gaps in categorical datasets, this research looked into the use of machine learning algorithms. The emphasis was on ensemble models constructed using the Error Correction Output Codes framework, including…

Machine Learning · Computer Science 2024-09-13 Muhammad Ishaq , Sana Zahir , Laila Iftikhar , Mohammad Farhad Bulbul , Seungmin Rho , Mi Young Lee

Imputation methods play a critical role in enhancing the quality of practical time-series data, which often suffer from pervasive missing values. Recently, diffusion-based generative imputation methods have demonstrated remarkable success…

Machine Learning · Computer Science 2025-10-03 Zeqi Ye , Minshuo Chen

In this paper we study online change point detection in dynamic networks with time heterogeneous missing pattern within networks and dependence across the time course. The missingness probabilities, the entrywise sparsity of networks, the…

Methodology · Statistics 2024-07-24 Haotian Xu , Paromita Dubey , Yi Yu

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Although deep networks have been widely adopted, one of their shortcomings has been their blackbox nature. One particularly difficult problem in machine learning is multivariate time series (MVTS) classification. MVTS data arise in many…

Machine Learning · Computer Science 2020-08-04 Naveen Madiraju , Homa Karimabadi

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…

Machine Learning · Computer Science 2020-01-13 Yang Guo , Zhengyuan Liu , Pavitra Krishnswamy , Savitha Ramasamy

Missing data are ubiquitous in empirical databases, yet statistical analyses typically require complete data matrices. Multiple imputation offers a principled solution for filling these gaps. This study evaluates the performance of several…

Computation · Statistics 2026-02-05 Enzo Porto Brasil

Missing value is a very common and unavoidable problem in sensors, and researchers have made numerous attempts for missing value imputation, particularly in deep learning models. However, for real sensor data, the specific data distribution…

Machine Learning · Computer Science 2022-09-27 JinSheng Yang , YuanHai Shao , ChunNa Li , Wensi Wang