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Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Systems are commonly monitored for health and security through collection and streaming of multivariate time series. Advances in time series forecasting due to adoption of multilayer recurrent neural network architectures make it possible…

Machine Learning · Statistics 2022-03-10 Oshri Barazani , David Tolpin

Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values…

Machine Learning · Computer Science 2023-08-15 SeungHyun Kim , Hyunsu Kim , EungGu Yun , Hwangrae Lee , Jaehun Lee , Juho Lee

PyPOTS is an open-source Python library dedicated to data mining and analysis on multivariate partially-observed time series with missing values. Particularly, it provides easy access to diverse algorithms categorized into five tasks:…

Machine Learning · Computer Science 2025-07-10 Wenjie Du , Yiyuan Yang , Linglong Qian , Jun Wang , Qingsong Wen

Missing value imputation is a crucial preprocessing step for many machine learning problems. However, it is often considered as a separate subtask from downstream applications such as classification, regression, or clustering, and thus is…

Machine Learning · Computer Science 2024-05-02 Adam Catto , Nan Jia , Ansaf Salleb-Aouissi , Anita Raja

In real world clinical environments, training and applying deep learning models on multi-modal medical imaging data often struggles with partially incomplete data. Standard approaches either discard missing samples, require imputation or…

Computer Vision and Pattern Recognition · Computer Science 2025-09-16 Christoph Fürböck , Paul Weiser , Branko Mitic , Philipp Seeböck , Thomas Helbich , Georg Langs

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

Missing values in multivariate time series data can harm machine learning performance and introduce bias. These gaps arise from sensor malfunctions, blackouts, and human error and are typically addressed by data imputation. Previous work…

Machine Learning · Computer Science 2025-03-04 Mohammad Rafid Ul Islam , Prasad Tadepalli , Alan Fern

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

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Predictive linear and nonlinear models based on kernel machines or deep neural networks have been used to discover dependencies among time series. This paper proposes an efficient nonlinear modeling approach for multiple time series, with a…

Machine Learning · Computer Science 2023-10-02 Kevin Roy , Luis Miguel Lopez-Ramos , Baltasar Beferull-Lozano

Missing data in time-series analysis poses significant challenges, affecting the reliability of downstream applications. Imputation, the process of estimating missing values, has emerged as a key solution. This paper introduces BRATI, a…

Machine Learning · Computer Science 2025-01-10 Armando Collado-Villaverde , Pablo Muñoz , Maria D. R-Moreno

For the challenging task of modeling multivariate time series, we propose a new class of models that use dependent Mat\'ern processes to capture the underlying structure of data, explain their interdependencies, and predict their unknown…

Machine Learning · Statistics 2015-02-13 Alexander Vandenberg-Rodes , Babak Shahbaba

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

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

Missing data in time series is a challenging issue affecting time series analysis. Missing data occurs due to problems like data drops or sensor malfunctioning. Imputation methods are used to fill in these values, with quality of imputation…

Machine Learning · Computer Science 2023-04-11 Karan Aggarwal , Jaideep Srivastava

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.,…

Missing data is a significant problem impacting all domains. State-of-the-art framework for minimizing missing data bias is multiple imputation, for which the choice of an imputation model remains nontrivial. We propose a multiple…

Machine Learning · Computer Science 2018-02-20 Lovedeep Gondara , Ke Wang

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

Many complex engineering systems consist of multiple subsystems that are developed by different teams of engineers. To analyse, simulate and control such complex systems, accurate yet computationally efficient models are required. Modular…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Lars A. L. Janssen , Bart Besselink , Rob H. B. Fey , Nathan van de Wouw