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Accurate imputation is essential for the reliability and success of downstream tasks. Recently, diffusion models have attracted great attention in this field. However, these models neglect the latent distribution in a lower-dimensional…

Machine Learning · Computer Science 2024-09-16 Guojun Liang , Najmeh Abiri , Atiye Sadat Hashemi , Jens Lundström , Stefan Byttner , Prayag Tiwari

Detection of a signal hidden by noise within a time series is an important problem in many astronomical searches, i.e. for light curves containing the contributions of periodic/semi-periodic components due to rotating objects and all other…

Instrumentation and Methods for Astrophysics · Physics 2013-01-22 R. Vio , M. Diaz-Trigo , P. Andreani

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

The imputation of missing values in time series has many applications in healthcare and finance. While autoregressive models are natural candidates for time series imputation, score-based diffusion models have recently outperformed existing…

Machine Learning · Computer Science 2021-10-28 Yusuke Tashiro , Jiaming Song , Yang Song , Stefano Ermon

This paper introduces the multiband periodogram, a general extension of the well-known Lomb-Scargle approach for detecting periodic signals in time-domain data. In addition to advantages of the Lomb-Scargle method such as treatment of…

Instrumentation and Methods for Astrophysics · Physics 2015-10-14 Jacob T. VanderPlas , Zeljko Ivezic

Cross-domain time series imputation is an underexplored data-centric research task that presents significant challenges, particularly when the target domain suffers from high missing rates and domain shifts in temporal dynamics. Existing…

Machine Learning · Computer Science 2025-06-17 Kexin Zhang , Baoyu Jing , K. Selçuk Candan , Dawei Zhou , Qingsong Wen , Han Liu , Kaize Ding

The Lomb-Scargle periodogram is a well-known algorithm for detecting and characterizing periodic signals in unevenly-sampled data. This paper presents a conceptual introduction to the Lomb-Scargle periodogram and important practical…

Instrumentation and Methods for Astrophysics · Physics 2018-05-23 Jacob T. VanderPlas

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

The common methods of spectral analysis for multivariate ($n$-dimensional) time series, like discrete Frourier transform (FT) or Wavelet transform, are based on Fourier series to decompose discrete data into a set of trigonometric model…

Methodology · Statistics 2022-10-26 Martin Seilmayer , Ferran Garcia Gonzalez , Thomas Wondrak

Irregularly-sampled time series occur in many domains including healthcare. They can be challenging to model because they do not naturally yield a fixed-dimensional representation as required by many standard machine learning models. In…

Machine Learning · Computer Science 2020-08-19 Steven Cheng-Xian Li , Benjamin M. Marlin

The Lomb-Scargle periodogram is a common tool in the frequency analysis of unequally spaced data equivalent to least-squares fitting of sine waves. We give an analytic solution for the generalisation to a full sine wave fit, including an…

Instrumentation and Methods for Astrophysics · Physics 2009-11-13 M. Zechmeister , M. Kürster

Linear causal analysis is central to a wide range of important application spanning finance, the physical sciences, and engineering. Much of the existing literature in linear causal analysis operates in the time domain. Unfortunately, the…

Machine Learning · Computer Science 2016-03-11 Francois W. Belletti , Evan R. Sparks , Michael J. Franklin , Alexandre M. Bayen , Joseph E. Gonzalez

Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling…

Computation and Language · Computer Science 2025-04-29 Chen Su , Yuanhe Tian , Yan Song

The need to unravel modulations hidden in noisy time series of experimental data is a well known problem, traditionally attacked through a variety of methods, among which a popular tool is the so called Lomb-Scargle periodogram. Recently,…

High Energy Physics - Phenomenology · Physics 2007-05-23 Gioacchino Ranucci

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

We present a simple yet novel time series imputation technique with the goal of constructing an irregular time series that is uniform across every sample in a data set. Specifically, we fix a grid defined by the midpoints of non-overlapping…

Machine Learning · Computer Science 2022-01-19 Andrew Baumgartner , Sevda Molani , Qi Wei , Jennifer Hadlock

Time series generation is a crucial research topic in the area of decision-making systems, which can be particularly important in domains like autonomous driving, healthcare, and, notably, robotics. Recent approaches focus on learning in…

Machine Learning · Computer Science 2024-09-16 Jian Qian , Bingyu Xie , Biao Wan , Minhao Li , Miao Sun , Patrick Yin Chiang

Time series forecasting in specialized domains is often constrained by limited data availability, where conventional models typically require large-scale datasets to effectively capture underlying temporal dynamics. To tackle this few-shot…

Machine Learning · Computer Science 2026-02-03 Haonan Shi , Dehua Shuai , Liming Wang , Xiyang Liu , Long Tian

Data imputation is crucial for addressing challenges posed by missing values in multivariate time series data across various fields, such as healthcare, traffic, and economics, and has garnered significant attention. Among various methods,…

Machine Learning · Computer Science 2025-01-14 Chunjing Xiao , Xue Jiang , Xianghe Du , Wei Yang , Wei Lu , Xiaomin Wang , Kevin Chetty

Missing values are prevalent in multivariate time series, compromising the integrity of analyses and degrading the performance of downstream tasks. Consequently, research has focused on multivariate time series imputation, aiming to…

Machine Learning · Computer Science 2024-08-13 Jianping Zhou , Junhao Li , Guanjie Zheng , Xinbing Wang , Chenghu Zhou
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