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Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it…

Machine Learning · Computer Science 2019-11-26 Xianfeng Tang , Huaxiu Yao , Yiwei Sun , Charu Aggarwal , Prasenjit Mitra , Suhang Wang

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

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the…

Machine Learning · Computer Science 2023-06-02 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Dzung Phan , Roman Vaculin , Jayant Kalagnanam

In this work, we tackle two widespread challenges in real applications for time-series forecasting that have been largely understudied: distribution shifts and missing data. We propose SpectraNet, a novel multivariate time-series…

Machine Learning · Computer Science 2022-10-26 Cristian Challu , Peihong Jiang , Ying Nian Wu , Laurent Callot

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

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 spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…

Methodology · Statistics 2017-11-15 Elynn Yi Chen , Qiwei Yao , Rong Chen

Mobile technology enables unprecedented continuous monitoring of an individual's behavior, social interactions, symptoms, and other health conditions, presenting an enormous opportunity for therapeutic advancements and scientific…

Within the field of complicated multivariate time series forecasting (TSF), popular techniques frequently rely on intricate deep learning architectures, ranging from transformer-based designs to recurrent neural networks. However, recent…

Machine Learning · Computer Science 2023-12-25 Aiyinsi Zuo , Haixi Zhang , Zirui Li , Ce Zheng

Time series imputation is one of the most challenge problems and has broad applications in various fields like health care and the Internet of Things. Existing methods mainly aim to model the temporally latent dependencies and the…

Machine Learning · Computer Science 2025-05-13 Ruichu Cai , Kaitao Zheng , Junxian Huang , Zijian Li , Zhengming Chen , Boyan Xu , Zhifeng Hao

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

Mobile technology (e.g., mobile phones and wearable devices) provides scalable methods for collecting physiological and behavioral biomarkers in patients' naturalistic settings, as well as opportunities for therapeutic advancements and…

Multivariate time series forecasting (MTSF) is a critical task with broad applications in domains such as meteorology, transportation, and economics. Nevertheless, pervasive missing values caused by sensor failures or human errors…

Machine Learning · Computer Science 2025-06-23 Kai Tang , Ji Zhang , Hua Meng , Minbo Ma , Qi Xiong , Fengmao Lv , Jie Xu , Tianrui Li

Multivariate time series data suffer from the problem of missing values, which hinders the application of many analytical methods. To achieve the accurate imputation of these missing values, exploiting inter-correlation by employing the…

Machine Learning · Computer Science 2024-09-17 Kohei Obata , Koki Kawabata , Yasuko Matsubara , Yasushi Sakurai

Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs.…

In clinical trials, mixed effects models for repeated measures (MMRM) and pattern mixture models (PMM) are often used to analyze longitudinal continuous outcomes. We describe a simple missing data imputation algorithm for the MMRM that can…

Methodology · Statistics 2016-10-13 Yongqiang Tang

Handling missing data in time series is a complex problem due to the presence of temporal dependence. General-purpose imputation methods, while widely used, often distort key statistical properties of the data, such as variance and…

Methodology · Statistics 2026-03-18 Guilherme Pumi , Taiane Schaedler Prass , Douglas Krauthein Verdum

Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and…

Machine Learning · Computer Science 2024-08-13 Pengshuai Yao , Mengna Liu , Xu Cheng , Fan Shi , Huan Li , Xiufeng Liu , Shengyong Chen

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
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