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We present a new framework for learning Granger causality networks for multivariate categorical time series, based on the mixture transition distribution (MTD) model. Traditionally, MTD is plagued by a nonconvex objective,…

Methodology · Statistics 2017-06-12 Alex Tank , Emily B. Fox , Ali Shojaie

This paper studies causal discovery in irregularly sampled time series-a key challenge in risk-sensitive domains like finance, healthcare, and climate science, where missing data and inconsistent sampling frequencies distort causal…

Machine Learning · Computer Science 2026-05-12 Weihong Li , Baohong Li , Anpeng Wu , Zhihan Li , Ming Ma , Keting Yin , Kun Kuang

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

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

Multivariate Time Series Imputation (MTSI) is crucial for many applications, such as healthcare monitoring and traffic management, where incomplete data can compromise decision-making. Existing state-of-the-art methods, like Denoising…

Machine Learning · Computer Science 2025-07-29 Javier Solís-García , Belén Vega-Márquez , Juan A. Nepomuceno , Isabel A. Nepomuceno-Chamorro

In the scenario of real-time monitoring of hospital patients, high-quality inference of patients' health status using all information available from clinical covariates and lab tests is essential to enable successful medical interventions…

Time series methods are of fundamental importance in virtually any field of science that deals with temporally structured data. Recently, there has been a surge of deterministic transformer models with time series-specific architectural…

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.…

Temporal characteristics are prominently evident in a substantial volume of knowledge, which underscores the pivotal role of Temporal Knowledge Graphs (TKGs) in both academia and industry. However, TKGs often suffer from incompleteness for…

Artificial Intelligence · Computer Science 2023-08-07 Jiapu Wang , Boyue Wang , Meikang Qiu , Shirui Pan , Bo Xiong , Heng Liu , Linhao Luo , Tengfei Liu , Yongli Hu , Baocai Yin , Wen Gao

Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…

Methodology · Statistics 2025-08-28 Matthias Herp , Johannes Brachem , Michael Altenbuchinger , Thomas Kneib

Time-series analysis is often affected by missing data, a common problem across several fields, including healthcare and environmental monitoring. Multiple Imputation by Chained Equations (MICE) has been prominent for imputing missing…

Machine Learning · Statistics 2026-04-10 Amuche Ibenegbu , Pierre Lafaye de Micheaux , Rohitash Chandra

International comparisons of hierarchical time series data sets based on survey data, such as annual country-level estimates of school enrollment rates, can suffer from large amounts of missing data due to differing coverage of surveys…

Methodology · Statistics 2025-03-31 Daphne H. Liu , Adrian E. Raftery

Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most…

Machine Learning · Computer Science 2025-07-15 Addison Weatherhead , Anna Goldenberg

Time series generation (TSG) synthesizes realistic sequences and has achieved remarkable success. Among TSG, conditional models generate sequences given observed covariates, however, such models learn observational correlations without…

Machine Learning · Computer Science 2026-05-15 Yutong Xia , Chang Xu , Yuxuan Liang , Li Zhao , Qingsong Wen , Roger Zimmermann , Jiang Bian

Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors.…

Machine Learning · Computer Science 2024-03-25 Yakun Chen , Kaize Shi , Zhangkai Wu , Juan Chen , Xianzhi Wang , Julian McAuley , Guandong Xu , Shui Yu

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

Use of copula for the purpose of modeling dependence has been receiving considerable attention in recent times. On the other hand, search for multivariate copulas with desirable dependence properties also is an important area of research.…

Methodology · Statistics 2025-02-18 Subhajit Chattopadhyay

We present an approach for modeling and imputation of nonignorable missing data. Our approach uses Bayesian data integration to combine (1) a Gaussian copula model for all study variables and missingness indicators, which allows arbitrary…

Methodology · Statistics 2024-11-19 Joseph Feldman , Jerome P. Reiter , Daniel R. Kowal

Missing value imputation in machine learning is the task of estimating the missing values in the dataset accurately using available information. In this task, several deep generative modeling methods have been proposed and demonstrated…

Machine Learning · Computer Science 2023-03-14 Shuhan Zheng , Nontawat Charoenphakdee

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