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Missing data in spatiotemporal systems presents a significant challenge for modern applications, ranging from environmental monitoring to urban traffic management. The integrity of spatiotemporal data often deteriorates due to hardware…

Machine Learning · Computer Science 2025-06-10 Wenying He , Jieling Huang , Junhua Gu , Ji Zhang , Yude Bai

Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…

Machine Learning · Computer Science 2024-04-30 Gareth Davies

Multivariate time series data provide a robust framework for future predictions by leveraging information across multiple dimensions, ensuring broad applicability in practical scenarios. However, their high dimensionality and mixing…

Machine Learning · Computer Science 2024-11-28 Xuanbing Zhu , Dunbin Shen , Zhongwen Rao , Huiyi Ma , Yingguang Hao , Hongyu Wang

Tabular data are central to many applications, especially longitudinal data in healthcare, where missing values are common, undermining model fidelity and reliability. Prior imputation methods either impose restrictive assumptions or…

Machine Learning · Computer Science 2025-09-30 Dengyi Liu , Honggang Wang , Hua Fang

Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due…

Machine Learning · Statistics 2021-04-21 Xinyu Chen , Lijun Sun

Multivariate time series (MTS) prediction is ubiquitous in real-world fields, but MTS data often contains missing values. In recent years, there has been an increasing interest in using end-to-end models to handle MTS with missing values.…

Machine Learning · Computer Science 2023-05-11 Zhao-Yu Zhang , Shao-Qun Zhang , Yuan Jiang , Zhi-Hua Zhou

Healthcare time series data is vital for monitoring patient activity but often contains noise and missing values due to various reasons such as sensor errors or data interruptions. Imputation, i.e., filling in the missing values, is a…

Machine Learning · Computer Science 2024-12-17 Lien P. Le , Xuan-Hien Nguyen Thi , Thu Nguyen , Michael A. Riegler , Pål Halvorsen , Binh T. Nguyen

The imputation of missing values in multivariate time series (MTS) data is critical in ensuring data quality and producing reliable data-driven predictive models. Apart from many statistical approaches, a few recent studies have proposed…

Machine Learning · Computer Science 2023-05-17 Maksims Kazijevs , Manar D. Samad

Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively…

Machine Learning · Computer Science 2025-09-12 Shengsheng Lin , Haojun Chen , Haijie Wu , Chunyun Qiu , Weiwei Lin

We propose Multivariate Quantile Function Forecaster (MQF$^2$), a global probabilistic forecasting method constructed using a multivariate quantile function and investigate its application to multi-horizon forecasting. Prior approaches are…

Missing values in high-dimensional, mixed-type datasets pose significant challenges for data imputation, particularly under Missing Not At Random (MNAR) mechanisms. Existing methods struggle to integrate local and global data…

Machine Learning · Computer Science 2025-11-13 Md Atik Ahamed , Qiang Ye , Qiang Cheng

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

Multivariate time series data play a pivotal role in a wide range of real-world applications. However, the presence of block missing data introduces significant challenges, often compromising the performance of predictive models.…

Machine Learning · Computer Science 2025-03-04 Jing Peng , Meiqi Yang , Qiong Zhang , Xiaoxiao Li

In many machine learning applications, we are faced with incomplete datasets. In the literature, missing data imputation techniques have been mostly concerned with filling missing values. However, the existence of missing values is…

Machine Learning · Computer Science 2020-09-07 Mohammad Kachuee , Kimmo Karkkainen , Orpaz Goldstein , Sajad Darabi , Majid Sarrafzadeh

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing…

Machine Learning · Computer Science 2025-10-16 Ching Chang , Jeehyun Hwang , Yidan Shi , Haixin Wang , Wen-Chih Peng , Tien-Fu Chen , Wei Wang

In this paper we recast the problem of missing values in the covariates of a regression model as a latent Gaussian Markov random field (GMRF) model in a fully Bayesian framework. Our proposed approach is based on the definition of the…

Computation · Statistics 2019-12-24 Virgilio Gómez-Rubio , Michela Cameletti , Marta Blangiardo

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

Visual-based measurement systems are frequently affected by rainy weather due to the degradation caused by rain streaks in captured images, and existing imaging devices struggle to address this issue in real-time. While most efforts…

Computer Vision and Pattern Recognition · Computer Science 2023-07-20 Ming Tong , Xuefeng Yan , Yongzhen Wang

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

In recent years, both online and offline deep learning models have been developed for time series forecasting. However, offline deep forecasting models fail to adapt effectively to changes in time-series data, while online deep forecasting…

Machine Learning · Computer Science 2024-02-06 Mohamed Mejri , Chandramouli Amarnath , Abhijit Chatterjee