Modeling Information Blackouts in Missing Not-At-Random Time Series Data

Inferring network-wide traffic states from sparse observations with high accuracy and trustworthy uncertainty quantification is essential for intelligent transportation systems, yet it remains challenging due to the underdetermined nature of the problem, multifaceted disturbances in sensing networks, and the inherent conflicts among multiple inference sub-tasks when modeled jointly. We propose the Task-Aware Attentive Neural Process (TA-ANP), a unified probabilistic framework for resilient and trustworthy global traffic state inference (GTSI) by fusing floating car data (FCD) with sparse fixed-detector measurements. By casting GTSI as a stochastic process, TA-ANP leverages the meta-learning properties of neural processes to adapt rapidly to changes in sensing configurations without retraining. A task-aware multi-query attention module with distinct spatiotemporal inductive biases is introduced to jointly handle three GTSI sub-tasks, while mitigating cross-task interference. For uncertainty quantification, we combine neural processes with Monte Carlo Dropout to capture both aleatoric and epistemic uncertainty. To support metropolis-scale evaluation, we construct the Metropolitan Multi-Source Traffic Dataset (MMTD), integrating fixed-loop sensor measurements, FCD statistics, and OpenStreetMap road-network data over an urban network of 2,371 road segments. Experiments on MMTD show that TA-ANP achieves state-of-the-art performance across all sub-tasks under deterministic and probabilistic metrics. The resulting well-calibrated uncertainties enable more efficient fixed-sensor placement with fewer sensor deployments. Under a Damage-Repair-Addition sensing lifecycle, TA-ANP demonstrates superior resilience in terms of disturbance absorption, performance recovery, and adaptability to unseen sensing configurations.

Trajectory data collected in real-world settings is frequently incomplete due to sensor failure, communication loss, or occlusion. We address the task of \emph{trajectory inpainting}: reconstructing contiguous missing segments from observed context. We propose a Temporal Convolutional Network (TCN) with symmetric dilation that relaxes the standard causality constraint, allowing each time step to draw on both past and future observations, a property that is essential for inpainting, but absent from forecasting-oriented architectures. The model is trained with a composite loss that combines weighted mean squared error, boundary--continuity penalties, and a smoothness regularizer. Trained on a synthetic dataset of $1,000$ (train), $200$ (validation), and $300$ (test) two-dimensional trajectories with randomly placed 20% masked segments, the model achieves good R$^{2}$, MSE and MAE metrics.

Standard benchmarks evaluate time series foundation models (TSFMs) using aggregate metrics, but these can mask severe failures in critical operating regimes. We introduce regime-stratified evaluation and apply it to three TSFMs on two standard traffic speed benchmarks. Traffic exhibits abrupt regime switching between free-flow and congested states, producing bimodal speed distributions during transitions. When we stratify by traffic regime, both accuracy and prediction-interval coverage degrade sharply during transitions: transition-regime MAE reaches 11 mph (versus 3 mph overall), and empirical coverage of 90% prediction intervals drops as low as 55%. These failures are invisible in aggregate metrics because free-flow observations dominate the sample. A simple historical conditional baseline (sampling from per-sensor training distributions) achieves better transition coverage than any TSFM, but has far worse overall accuracy. We propose bimodal mixture augmentation (BMA), a post-hoc method that combines TSFM forecasts with historical distributional knowledge, approaching the historical baseline's transition coverage while preserving the TSFM's accuracy. Our results suggest that TSFM benchmarks should incorporate regime-aware evaluation to surface failures that aggregate metrics hide.