Imputing physiological time series (arterial blood pressure, blood glucose, etc.) is essential for addressing the missingness that pervades clinical data. Yet modern imputation methods perform poorly in this domain: a recent benchmark found that simple linear interpolation outperformed every learned imputer on real-world clinical signals with realistic gaps. We show that this reflects two properties of physiological missingness that generic imputers ignore: gaps may occur when the signal is clinically extreme rather than typical, and gap lengths can easily span orders of magnitude. To this end, we introduce Curriculum-Aware Interpolate-then-Refine (CAIR), a two-stage framework for physiological time-series imputation. Our key motivation is to learn a coarse base curve and then repeatedly correct it toward physiological realism, rather than predict a gap in a single pass. Consequently, CAIR couples a bidirectional-GRU interpolator with a Transformer refiner that corrects its own estimate over three successive passes, trained jointly under a broad, signal-agnostic random-gap curriculum. We evaluate imputers stratified by gap length and missingness mechanism (MCAR, MAR, NMAR) rather than by a single average, and CAIR is the most accurate under every mechanism on continuous glucose monitoring (AI-READI) and arterial pressure in intensive care (MIMIC-III). Its margin over the strongest baseline grows with difficulty, from 9% under MCAR to 19% under value-dependent dropout, where generic learned imputers are weakest. We further show low reconstruction error alone does not recover the burden metrics clinicians act on: interpolants matching CAIR's error fail to preserve those metrics, imputers that recover them are far less accurate, and CAIR alone ranks among the best on both axes.
Figures & tables
Figure 1: Method Overview. Notation: x∈RT is the complete signal and m∈{0,1}T its observation mask ( mt=1 where xt is recorded), so the elementwise product x⊙m is the observed (gapped) trace; c collects the co-recorded context channels (steps, sleep, stress, a second vital); f is an imputer and x=f(x⊙m,m) its reconstruction; and y0 is the Stage-1 base curve. Shaded bands mark masked spans throughout. Every trace is recorded AI-READI CGM: (a) is one participant’s 24 h day, (b)–(d) zoom into one postprandial excursion from it, and the top row of (b) zooms further so that a 15 min gap is visible. (a) The five masking regimes this paper evaluates, all on one signal: MCAR scatters isolated points; MAR deletes contiguous blocks triggered by co-recorded activity; NMAR deletes blocks triggered by the target’s own clinically extreme values (here every run above 150 mg/dL); the gap-length protocol sweeps a single block from 15 min to hours; and the physiological protocol masks event-aligned blocks. Dotted grey is the signal each mask removes. (b) Deterministic interpolants are the deployed default and are accurate on short gaps, but whatever they place inside a gap is a function of the two endpoints alone, so a long gap is filled by a chord that cannot express the excursion it spans. (c) Generic learned imputers are trained under MCAR, the one regime that does not occur, and damp the excursion they must recover. (d) CAIR learns that base curve instead of computing it: a jointly trained BiGRU interpolator whose base curve y0 enters a Transformer refiner both as conditioning and as a residual base, unrolled for three passes and conditioned on whatever co-recorded context the deployment setting provides.
Method
MCAR ↓
MAR ↓
NMAR ↓
CAIR (Ours)
2.66
10.33
23.50
linear interp
2.91
12.34
28.94
MICE
3.26
19.83
49.35
missForest
3.33
16.54
40.90
hot-deck
5.04
16.06
43.44
k NN
5.19
15.45
43.54
Table 1: Realistic missingness imputation on AI-READI CGM (all 352 test participants; RMSE mg/dL averaged over six missingness rates, lower is better). CAIR is best under all three mechanisms and its margin grows with difficulty. The two generic learned imputers fall below every non-constant baseline throughout. Bold = best, underline = second best, per column.
Method
15 min
30 min
45 min
60 min
mean ↓
CAIR (Ours)
2.84
5.03
6.66
8.23
5.69
akima
2.76
5.01
6.87
8.61
5.81
PCHIP
2.84
5.14
6.92
8.58
5.87
linear
3.20
5.64
7.45
9.09
6.34
SAITS
4.60
7.54
9.76
11.79
8.42
BRITS
6.25
9.42
11.67
13.33
10.17
Table 2: Imputation performance vs. gap length on AI-READI CGM (all 352 test participants; RMSE mg/dL). CAIR is best on the mean and at 45 – 60 min, and second by a small margin at 15 – 30 min. Bold = best, underline = second, per column.
Figure 2: Missingness mechanism examples. (AI-READI CGM at 30% missing; five representative methods, drawn at held-out positions only). Each panel is its mechanism’s median-difficulty window; insets give in-gap RMSE (mg/dL). MCAR gaps are near-trivial; NMAR puts contiguous gaps on the excursions crossing the dashed 150 mg/dL line.
Method
meal
sleep
asc
dip
comb
AVG ↓
CAIR (Ours)
15.25
24.94
9.01
7.49
16.37
14.61
PCHIP
16.56
29.26
7.86
7.36
18.65
15.94
linear
16.97
29.27
8.42
7.31
18.30
16.05
akima
17.82
36.73
8.02
7.24
19.64
17.89
Kalman
17.97
34.70
8.88
8.09
20.29
17.99
Savitzky–Golay
17.27
29.45
13.41
11.22
19.43
18.15
Table 3: Imputation of physiologically-significant missingness on AI-READI (all 352 test participants; RMSE mg/dL, lower is better). CAIR attains the best average over the full baseline suite, and the gain concentrates in the long sleep blocks. The four weakest classical fills are in the supplement. Bold = best, underline = second best, per column.
(a) Physiological vs. random-gap training masks
Training masks
ABP RMSE ↓
MCAR
MAR
NMAR
linear
4.40
9.23
11.85
CAIR, CGM masks
5.47
8.74
12.10
CAIR, random-gap
4.30
8.60
11.42
(b) Clinical-burden recovery
Table 4: Two analyses behind the MIMIC-III results (ABP). (a) The identical architecture, trained on the same ABP data, is less accurate than linear under MCAR and NMAR when trained on masks carried over from glucose physiology, and more accurate under all three under the random-gap curriculum. (b) Linear is worse than mean-fill ( MRR<0 ) under MCAR/MAR; CAIR and k NN recover most of the burden. Bold = best, underline = second, per column. A third analysis, in which no imputer separates from any other when predicting mortality from arterial pressure alone, is reported in Sec. 4.7 .
Heart rate (bpm) ↓
Resp. (br/min) ↓
Method
15
30
45
60
15
30
45
60
Akima
4.54
5.93
6.86
7.87
2.73
3.23
3.72
4.30
AR (bidir.)
4.71
5.62
6.09
6.72
2.77
3.09
3.33
3.57
PCHIP
4.45
5.62
6.27
7.05
2.63
3.07
3.43
3.76
Linear
4.40
5.52
6.12
6.86
2.61
3.00
3.34
3.65
CAIR (ours)
Table 5: Cross-modal conditioning is what transfers (AI-READI, gap-length protocol, RMSE in native units, lower is better). Column headings are gap lengths in minutes; “Resp.” is respiration and “AR (bidir.)” is bidirectional AR. Univariate CAIR is less accurate than linear at every gap length on both signals; adding the co-recorded context makes it best everywhere. On glucose the same context adds nothing (Sec. 4.5 ). Bold = best, underline = second, per column.
ABP-mean (mmHg) ↓
HR (bpm) ↓
Method
MCAR
MAR
NMAR
MCAR
MAR
NMAR
CAIR (Ours)
4.30
8.60
11.42
2.26
5.28
6.48
linear interp
4.40
9.23
11.85
2.22
5.50
6.42
GP-VAE
11.03
12.82
17.94
9.17
14.01
18.00
M-RNN
13.45
13.19
18.35
15.28
14.53
18.60
Table 6: Cross-domain transfer to MIMIC-III ICU vitals (reconstruction RMSE, mean over six missingness rates, lower is better). CAIR is the most accurate method on arterial pressure under every mechanism; heart rate is a boundary case. The CAIR row is the multivariate variant; both variants, the remaining baselines and per-mechanism Wilcoxon tests are in the supplement. Bold = best, underline = second, per column.
Variant
MCAR
MAR
NMAR
ALL ↓
Δ
CAIR (full)
2.66
10.33
23.50
12.16
n/a
w/o aux. loss
6.36
10.75
27.59
14.90
+2.74
w/o residual
4.45
10.34
27.38
14.06
+1.90
GRU → self-attn.
4.15
10.22
27.14
13.84
+1.68
linear interp
2.91
12.34
28.94
14.73
+2.57
Table 7: Component ablation on AI-READI CGM, on the protocol of Table 1 (all 352 test participants; RMSE mg/dL over six missingness rates). ALL is the mean of the three mechanisms, Δ the change against the full model. Rows are single training runs under the published recipe, differing only in the ablated component; linear is repeated from Table 1 for scale. Bold = best, underline = second best, per metric column.
Appendix figures & tables12 assets
Supplementary material from the paper’s appendix.
Appendix
Pretrain, then fine-tune
meal
sleep
asc
dip
comb
AVG
control (AI-READI only)
15.60
27.52
5.96
5.14
14.74
13.79
+ HUPA-UCM (T1D)
15.99
26.32
6.21
5.36
15.66
13.91
+ OhioT1DM (T1D)
15.77
27.14
6.08
5.21
15.25
13.89
+ Shanghai (T2D)
15.71
27.58
6.13
5.20
15.18
13.96
Appendix
Table 8: External-cohort pretraining does not improve accuracy (physiological protocol, 352 participants, single seed; RMSE mg/dL). Every external cell is within 0.2 mg/dL of the control and none improves on it. Bold = best, underline = second best, per column.
Method
meal
sleep
asc
dip
comb
AVG ↓
CAIR (Ours)
15.25
24.94
9.01
7.49
16.37
14.61
Savitzky–Golay
17.27
29.45
13.41
11.22
19.43
18.15
EWMA
20.59
31.69
21.45
18.32
23.11
23.03
local mean
22.66
32.23
24.00
20.65
24.40
24.79
cubic spline
22.64
45.22
21.90
18.62
23.85
26.44
LOCF
25.91
37.33
34.19
29.36
31.81
31.72
Appendix
Table 9: The four baselines omitted from Table 3 of the main paper (AI-READI, physiological five-strategy protocol, all 352 test participants; RMSE mg/dL, lower is better). The lower block is the omitted group; CAIR and Savitzky–Golay are repeated from Table 3 as the best method and the weakest one carried there. Every omitted method is at least 4.9 mg/dL behind that floor on the average. Bold = best, underline = second best, per column.
Conditioning set
meal
sleep
asc
dip
AVG
target only (control)
14.94
25.17
6.07
4.93
13.11
+ heart rate
14.93
25.16
6.03
4.92
13.10
+ steps, calories
14.89
25.25
6.10
4.97
13.14
+ sleep state
14.89
25.27
5.98
4.92
13.09
+ respiration, stress
14.79
24.96
6.00
4.89
12.98
+ environment
14.82
24.83
6.24
5.06
13.10
Appendix
Table 10: Conditioning-modality ladder on AI-READI CGM (five-seed ensemble per rung; RMSE mg/dL). Adding modalities does not improve glucose imputation; the AVG spread ( 12.98 – 13.14 ) is within seed noise. AVG is over all five physiological strategies; the combined column is omitted for space. Absolute values are not comparable to Table 3 of the main paper. Bold / underline mark the best/second AVG.
Method
MCAR
MAR
NMAR
CAIR (univariate)
4.26
8.58
11.44
CAIR (multivariate)
4.30
8.60
11.42
linear interp
4.40
9.23
11.85
missForest
4.62
9.60
12.91
MICE
4.88
9.02
12.65
k NN
5.27
8.91
12.69
Appendix
Table 11: Complete MIMIC-III arterial-pressure reconstruction RMSE (mmHg, mean over six missingness rates). Bold = best, underline = second best, per column.
Method
MCAR
MAR
NMAR
CAIR (univariate)
2.26
5.36
6.72
CAIR (multivariate)
2.26
5.28
6.48
linear interp
2.22
5.50
6.42
missForest
2.37
7.40
9.25
MICE
2.49
7.55
9.63
k NN
2.69
7.09
9.21
Appendix
Table 12: Complete MIMIC-III heart-rate reconstruction RMSE (bpm, mean over six missingness rates). The CAIR (multivariate) and linear rows are those of Table 6 of the main paper. CAIR is the most accurate method under MAR and linear interpolation under MCAR and NMAR, the two separated by at most 0.22 bpm; the per-mechanism significance tests for those differences are in Table 13 . Bold = best, underline = second best, per column.
Signal
Mechanism
Δ
p
ABP-mean (mmHg)
MCAR
−0.105
7.9×10−9
MAR
−0.625
4.1×10−21
NMAR
−0.375
2.9×10−3
Heart rate (bpm)
MCAR
+0.040
7.0×10−40
MAR
−0.220
0.83
NMAR
+0.060
0.37
Appendix
Table 13: Paired Wilcoxon signed-rank tests on MIMIC-III , CAIR (multivariate) versus linear interpolation, per (window, rate) pair. Δ is the mean of the per-pair RMSE differences in native units, which need not equal the difference of the aggregate RMSEs in Table 6 of the main paper because RMSE does not aggregate linearly; negative favors CAIR. All three arterial-pressure tests favor CAIR; on heart rate, linear interpolation is significantly better under MCAR and the remaining two differences are not significant ( α=0.05 ).
Method
RMSE (mmHg) ↓
Burden MRR ↑
Low RMSE, burden not preserved
linear interp
11.85
+0.14
LOCF
12.79
+0.07
Fourier
13.56
+0.05
Recovers burden, high RMSE
MICE
12.65
+0.63
Appendix
Table 14: Only CAIR ranks among the best on both axes (MIMIC-III ABP, NMAR, mean over six rates). Reconstruction RMSE (mmHg, lower better) and clinical-burden recovery (MRR on time in/above/below range, higher better). Interpolants match the RMSE of CAIR but fail to preserve the burden; tabular and neural imputers recover the burden at much higher RMSE, with k NN and hot-deck matching its recovery at ∼11% higher RMSE. Bold = best, underline = second best, per column.
Fill
MCAR AUROC
NMAR AUROC
oracle (recorded trace)
0.679
0.678
mean-fill
0.677
0.683
k NN
0.680
0.685
CAIR (multivar.)
0.688
0.688
linear interp
0.692
0.688
PCHIP
0.692
0.689
Appendix
Table 15: Hard outcomes do not reward reconstruction fidelity (MIMIC-III, in-hospital mortality predicted from arterial pressure alone, 30% missingness, 1D-CNN readout; n=1200 under MCAR and 1181 under NMAR). The oracle is the recorded trace and is the ceiling for this task, yet four fills exceed it under MCAR and all five do under NMAR, because interpolation denoises the vital. No column is ordered as reconstruction accuracy would predict, and no best value is marked.
RMSE (mg/dL) ↓
TIR recovery ↑
Study group
CAIR
linear
CAIR
linear
healthy
18.29
21.49
0.165
0.097
pre-diabetes
15.90
21.15
0.467
0.382
oral medication
33.96
40.19
0.601
0.556
insulin-dependent
27.23
35.17
0.608
0.489
Appendix
Table 16: The CGM result holds in every diabetes study group (AI-READI, NMAR, all 352 test participants). CAIR attains lower reconstruction error and higher time-in-range recovery than linear interpolation in all four groups. Bold = better of the two, per group and metric.
Figure 3: AI-READI CGM, both missingness rates (columns: mechanism; rows: rate). The main paper shows the 30% row. Raising the rate from 15% to 30% lengthens and multiplies the blocks but does not change the ordering: CAIR and linear track the trace under MCAR, separate under MAR, and separate furthest under NMAR, where the dashed 70 / 150 mg/dL thresholds mark the excursions that trigger the deletion. GP-VAE and M-RNN revert to a near-constant fill under every mechanism, which is what puts them below every non-constant baseline in Table 1 of the main paper.
Figure 4: MIMIC-III arterial pressure, same protocol. Pale regions marked not recorded are positions the ICU monitor never sampled ( 23% of ABP positions); they are neither observed nor scored, and no ground truth is drawn there. ABP is smoother and more locally linear than glucose, so the per-window gap between CAIR and linear is small and its sign varies from window to window (three of these six median-difficulty panels favour CAIR, two favour linear and one is a tie), while the six-rate aggregate in Table 6 of the main paper favours CAIR under all three mechanisms. The neural baselines fail here exactly as they do on CGM.
Figure 5: Easiest to hardest, at fixed mechanism and rate (AI-READI CGM, NMAR, 30% ; panels at the 0 th, 33 rd, 67 th and 100 th percentile of CAIR’s in-gap RMSE). These panels support the claim in Sec. 4.8 of the main paper that CAIR degrades gracefully. As the blocks lengthen and swallow whole excursions, no method recovers the excursion, but the failures differ in kind: GP-VAE and M-RNN sit at a constant fixed by the training distribution, linear draws the chord its endpoints imply, and CAIR bends part of the way toward the excursion and stops. In the hardest panel the recorded in-gap peak is 354 mg/dL; CAIR reaches 215 and linear 176 . Under-shooting is the safe direction of error for a clinical burden metric, since an invented excursion would create a treatment signal that never occurred.
Time-series imputation benchmarks employ uniform random masking and shape-agnostic metrics (MSE, RMSE), implicitly weighting evaluation by regime prevalence. In systems with a dominant attractor -- homeostatic physiology, nominal industrial operation, stable network traffic -- this creates a systematic Stationarity Bias: simple methods appear superior because the benchmark predominantly samples the easy, low-entropy regime where they trivially succeed. We formalize this bias and propose a Stratified Stress-Test that partitions evaluation into Stationary and Transient regimes. Using Continuous Glucose Monitoring (CGM) as a testbed -- chosen for its rigorous ground-truth forcing functions (meals, insulin) that enable precise regime identification -- we establish three findings with broad implications:(i)~Stationary Efficiency: Linear interpolation achieves state-of-the-art reconstruction during stable intervals, confirming that complex architectures are computationally wasteful in low-entropy regimes.(ii)~Transient Fidelity: During critical transients (post-prandial peaks, hypoglycemic events), linear methods exhibit drastically degraded morphological fidelity (DTW), disproportionate to their RMSE -- a phenomenon we term the RMSE Mirage, where low pointwise error masks the destruction of signal shape.(iii)~Regime-Conditional Model Selection: Deep learning models preserve both pointwise accuracy and morphological integrity during transients, making them essential for safety-critical downstream tasks. We further derive empirical missingness distributions from clinical trials and impose them on complete training data, preventing models from exploiting unrealistically clean observations and encouraging robustness under real-world missingness. This framework generalizes to any regulated system where routine stationarity dominates critical transients.
Amirreza Dolatpour Fathkouhi, Alireza Namazi, Heman Shakeri
Department of Computer Science Center for Diabetes Technology University of Virginia Charlottesville, Virginia, USA · School of Data Science Center for Diabetes Technology University of Virginia Charlottesville, Virginia, USA
Clinical care often relies on key laboratory indicators, yet real-world patient visits are sparse and tests are ordered irregularly, leading to pervasive missingness. While many imputation methods improve average accuracy, they provide limited guidance on which imputed values are reliable enough for high-stakes downstream use. In this work, we study reliable clinical imputation, aiming to produce accurate imputations while selectively releasing the reliable results, with statistical control over clinically unacceptable errors. To achieve this goal, we propose SafeImpute, a reliable imputation framework for irregular and sparse clinical longitudinal records. SafeImpute constructs an event graph that captures both intra-patient temporal trajectories and inter-patient clinical similarity, and learns imputations with a two-relation GNN and adaptive fusion, regularized by an auxiliary masked reconstruction objective. For reliability guarantees, SafeImpute converts a proxy risk score into conformal p-values and applies the Benjamini--Hochberg procedure to control the false discovery rate (FDR) of unacceptable errors among released imputations at a user-specified tolerance. Experiments on our Mayo Clinic data, the public MIMIC-III and MIMIC-IV datasets show that SafeImpute achieves strong imputation accuracy while providing reliable error control, outperforming diverse baselines in both standard imputation evaluation and FDR-controlled selective-release evaluation.
Xinrui He, Mengting Ai, Junting Wang +2
University of Illinois Urbana-Champaign Champaign, IL, USA · Mayo Clinic Scottsdale, AZ, USA
Laboratory tests in electronic health records are collected irregularly, and the absence of a test order can be as informative as the measurement itself. Such missingness reflects clinicians' decisions and patient physiology, making it important to model it directly rather than treat it as a preprocessing artifact. Here we present a diffusion-based approach for generating clinical time series that jointly models laboratory values and their observation patterns using the public Data Analytics Challenge on Missing Data Imputation (DACMI) benchmark derived from MIMIC-III. To preserve realistic sampling, we align chart times into 4-hour intervals and segment admissions into 7-day windows, producing trajectories that pair each lab value with a corresponding observation indicator. Standard transformations and normalization are applied to stabilize training. Our method extends the TimeDiff framework to learn continuous lab values and discrete missingness patterns through complementary diffusion objectives. Experiments show that the generated data closely match real patient trajectories across individual lab distributions and joint value-missingness embeddings, demonstrating that diffusion models can capture clinically meaningful dependencies between patient physiology and clinicians' testing behavior under MNAR-like (missing-not-at-random) missingness. These preliminary results indicate that our model can serve as an initial component toward developing clinical foundation models. By producing synthetic priors that preserve key physiology-missingness relationships, this work motivates the subsequent training of Prior-Data Fitted Networks capable of leveraging informative missingness, which we will investigate in the extended work.
Hadi Mehdizavareh, Gabriele Santangelo, Giovanna Nicora +4
Aalborg University, Aalborg, Denmark · University of Pavia, Pavia, Italy · Bowling Green State University, Bowling Green, Ohio, USA