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We consider the problem of reconstructing missing data on a smooth manifold from incomplete and nonuniform samples. While classical methods for manifold approximation typically assume quasi-uniform data, their performance deteriorates…

Numerical Analysis · Mathematics 2026-04-15 David Levin

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

Long-term time series forecasting (LTSF) remains challenging due to the trade-off between parallel efficiency and sequential modeling of temporal coherence. Direct multi-step forecasting (DMS) methods enable fast, parallel prediction of all…

Machine Learning · Computer Science 2026-02-03 Sunho Kim , Susik Yoon

Time Series Foundation Models (TSFMs) have borrowed the long context paradigm from natural language processing under the premise that feeding more history into the model improves forecast quality. But in stochastic domains, distant history…

Machine Learning · Computer Science 2026-05-12 Rishi Ahuja , Kumar Prateek , Simranjit Singh , Vijay Kumar

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

Penalized regression methods, such as lasso and elastic net, are used in many biomedical applications when simultaneous regression coefficient estimation and variable selection is desired. However, missing data complicates the…

Prediction models are used to predict an outcome based on input variables. Missing data in input variables often occurs at model development and at prediction time. The missForestPredict R package proposes an adaptation of the missForest…

Methodology · Statistics 2024-07-08 Elena Albu , Shan Gao , Laure Wynants , Ben Van Calster

We propose tensor time series imputation when the missing pattern in the tensor data can be general, as long as any two data positions along a tensor fibre are both observed for enough time points. The method is based on a tensor time…

Statistics Theory · Mathematics 2024-09-17 Zetai Cen , Clifford Lam

Alongside the continuous process of improving AI performance through the development of more sophisticated models, researchers have also focused their attention to the emerging concept of data-centric AI, which emphasizes the important role…

Machine Learning · Computer Science 2024-07-30 Jingjing Xu , Caesar Wu , Yuan-Fang Li , Gregoire Danoy , Pascal Bouvry

Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…

Machine Learning · Computer Science 2020-03-23 Anirban Chatterjee , Subhadip Paul , Uddipto Dutta , Smaranya Dey

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…

Methodology · Statistics 2026-05-14 Laura Battaglia , Stefano Cortinovis , Chris Holmes , David T. Frazier , Jack Jewson

Probabilistic forecasting of irregularly sampled multivariate time series with missing values is an important problem in many fields, including health care, astronomy, and climate. State-of-the-art methods for the task estimate only…

Machine Learning · Computer Science 2025-01-14 Vijaya Krishna Yalavarthi , Randolf Scholz , Stefan Born , Lars Schmidt-Thieme

This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal…

Machine Learning · Computer Science 2024-06-04 Shengsheng Lin , Weiwei Lin , Wentai Wu , Haojun Chen , Junjie Yang

Vertical federated learning trains models from feature-partitioned datasets across multiple clients, who collaborate without sharing their local data. Standard approaches assume that all feature partitions are available during both training…

Machine Learning · Computer Science 2025-04-23 Pedro Valdeira , Shiqiang Wang , Yuejie Chi

Diffusion models have achieved state-of-the-art performance in generative modeling tasks across various domains. Prior works on time series diffusion models have primarily focused on developing conditional models tailored to specific…

Machine Learning · Computer Science 2023-11-23 Marcel Kollovieh , Abdul Fatir Ansari , Michael Bohlke-Schneider , Jasper Zschiegner , Hao Wang , Yuyang Wang

Missing values are prevalent across various fields, posing challenges for training and deploying predictive models. In this context, imputation is a common practice, driven by the hope that accurate imputations will enhance predictions.…

Artificial Intelligence · Computer Science 2025-02-21 Marine Le Morvan , Gaël Varoquaux

Time series forecasting is critical to real-world decision making, yet most existing approaches remain unimodal and rely on extrapolating historical patterns. While recent progress in large language models (LLMs) highlights the potential…

Artificial Intelligence · Computer Science 2026-01-14 Jinkwan Jang , Hyunbin Jin , Hyungjin Park , Kyubyung Chae , Taesup Kim

Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. However, existing…

Machine Learning · Computer Science 2025-12-18 Runze Li , Hanchen Wang , Wenjie Zhang , Binghao Li , Yu Zhang , Xuemin Lin , Ying Zhang

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

Feature selection on incomplete datasets is an exceptionally challenging task. Existing methods address this challenge by first employing imputation methods to complete the incomplete data and then conducting feature selection based on the…

Machine Learning · Computer Science 2024-08-14 Cong Guo
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