Time Series Imputation

Latest papers 39

Sep 29, 2026cs.LG

ProCTI: Prototype-Refined Global Conditioning for Diffusion-Based Time Series Imputation

Time series imputation has progressed from statistical and deep learning approaches to diffusion-based models, which have shown strong recent performance. Existing diffusion-based methods typically condition the reverse process using local contextual information from the current or neighbouring windows. Meanwhile, global dataset-level structure often remains implicit, limiting performance when local observations are sparse, noisy, or unrepresentative. To address this issue, we propose ProCTI, a diffusion-imputation framework that augments local conditioning with retrieved global dataset-level priors through learned prototypes. A hybrid conditioning mechanism integrates this global context with local signals during reverse diffusion, enabling more accurate reconstruction under varying missingness scenarios. Experiments across multiple benchmark datasets show that ProCTI outperforms strong baselines overall under random missingness, while remaining competitive under attribute-wise missingness. Furthermore, we use a latent-regime data model to characterise the precise conditions under which prototype-derived global conditioning provably improves imputation. We support this with a general theoretical analysis of local-global conditioning.
Sep 28, 2026cs.LG

Cyclostationary Phase Conditioning for Medical Time Series Diffusion

Many physiological time series, such as cardiac and brain recordings, exhibit cyclostationarity: their statistics vary periodically with an underlying cycle phase. Corruption from motion, poor contact, and physiological interference obscures morphology needed for diagnosis, making signal restoration essential. Existing diffusion approaches condition on corrupted observations alone and must learn cyclic structure implicitly. We instead propose two inductive biases which encode cyclostationarity: a shift-covariant wavelet representation and dense per-sample phase conditioning inferred from the corrupted input. We further introduce a training-free cyclostationarity index that quantifies phase structure and predicts when phase conditioning will help. Finally, we propose antithetic coupling of reverse trajectories to reduce sampling variance while achieving comparable performance with fivefold fewer network evaluations. Across modalities, our results show that explicitly encoding measurable cyclic structure improves physiological time-series restoration.
Sep 15, 2026cs.LG

SOTER: A Generative Time-Series Foundation Model for Wearable Human Physiological Signals

Time-series foundation models have demonstrated strong cross-domain transfer, yet their common architectural assumptions remain poorly aligned with wearable physiological signals, which are multichannel, irregularly sampled, noisy, and governed by coupled continuous-time dynamics spanning distinct spectral scales. We present SOTER, a generative foundation model for wearable physiological time series that unifies cross-channel coupling, spectrum-guided expert specialization, and continuous-time latent evolution within a single pre-training framework. SOTER combines a spatial feature-aware backbone that models inter-signal dependencies, a power spectral density (PSD)-guided mixture-of-experts layer that routes representations to experts associated with fixed spectral bands through an inspectable, non-learned rule, and a neural controlled differential equation decoder that supports prediction and imputation at arbitrary timestamps. We pre-train SOTER on 226 billion time points from five public physiological datasets and evaluate the same pre-trained model across out-of-distribution zero-shot forecasting, frozen-encoder linear-probe classification, and continuous-time imputation on wearable benchmarks. SOTER achieves the best RMSE on 4 of 6 datasets and the best MAE on 5 of 6 in zero-shot forecasting, the highest average Macro-AUROC in classification, and the lowest imputation error on all six datasets at 75% missingness. It further remains robust to additive acquisition noise, matching or surpassing baselines evaluated on clean inputs even under the strongest corruption. These results indicate that domain-specialized foundation models for wearable physiology benefit from jointly modeling channel structure, spectral scale, and continuous-time dynamics.
Sep 10, 2026cs.LG

RDDMPI: Residual Denoising Diffusion Model for Probabilistic Multivariate Time Series Imputation

Multivariate time series imputation (MTSI) aims to recover missing values in temporal data composed of multiple interdependent variables. This problem is central to real-world applications such as healthcare monitoring, traffic networks, and energy systems. Recent diffusion-based approaches have shown strong potential for probabilistic imputation by learning to generate missing values through iterative denoising. However, most existing approaches perform diffusion directly in the original data space, requiring the denoising network to simultaneously capture global structure, temporal dynamics, and stochastic variability. This makes the generative task unnecessarily complex, especially when modern deterministic imputers can already provide accurate initial reconstructions. To address this limitation, we propose RDDMPI, a conditional residual diffusion framework that operates directly in residual space. Instead of modeling the full missing signal directly, we reformulate probabilistic imputation as a baseline-residual decomposition, where a pretrained model captures the dominant signal and a diffusion process models the residual uncertainty. To better exploit deterministic guidance, \model{} conditions the reverse denoising process on both the baseline-completed signal and its latent representation, while a reliability-aware conditioning mechanism adaptively controls the influence of baseline information during residual generation. This formulation simplifies the diffusion learning objective, enabling it to focus on structured correction terms rather than reconstructing the full signal. Experiments on multiple benchmark datasets demonstrate that RDDMPI consistently improves both reconstruction accuracy and uncertainty quantification.
Sep 10, 2026cs.LG

A Dataset and Model for Imputing Water Surface Elevation on a Large and Extremely Sparse Spatiotemporal Graph

Continuous monitoring of water surface elevation across river networks is critical for flood forecasting, water resource management, and understanding the global water cycle. Yet, the scarcity of in situ gauges across much of the globe constrains the development of reliable modeling frameworks. Satellite altimetry has the potential to alleviate this problem but its use is currently hindered by sparse temporal coverage. To this end, we introduce AmazonSWE, a dataset for training and evaluating large-scale spatiotemporal graph imputation methods that integrates processed satellite altimetry measurements from a range of sources, including the recent wide-swath SWOT sensor. The dataset covers over 19K river sections and 10 years (2016-2026) in the Amazon river basin, with in situ gauges held out for evaluation. Besides contributing a novel real-world use case with the potential for societal impact, AmazonSWE introduces significant technical challenges: with fewer than 1% of sections observed per day, the dataset is far sparser than existing imputation benchmarks, and its directed acyclic river topology is both structurally different from and larger than graphs in existing datasets. We show that prior spatiotemporal graph imputation methods are not adapted to this topology, scale and sparsity, and propose a simple bidirectional selective state space model that outperforms them by sampling connected subgraphs and flattening space and time into a single token sequence with topology-aware positional encodings. Compared to the state-of-the-art published method for SWOT-based WSE densification, which integrates statistics with physical modeling, our model reduces RMSE against in situ gauges by 18-39%, while producing predictions for every river section rather than only those with sufficient nearby satellite coverage.
Sep 9, 2026cs.CV

Recovering Biomechanical Signals from Missing Keypoints Using Temporal Interpolation in Monocular Gait Analysis

Monocular pose estimation enables low-cost gait analysis but is sensitive to missing keypoints caused by occlusion, detection errors, or efficiency-driven model reduction. While prior work on recovering missing joints focuses on complex learned models, the effectiveness of simple temporal methods remains underexplored. We evaluate knee-angle estimation under a missing-ankle-keypoint condition and test a first-order temporal interpolation scheme as a recovery mechanism. Across 527 frames of monocular walking video (428 with valid baseline detections), removing the ankle keypoint increased mean angular error to 23.4° +/- 46.7° and collapsed signal variance to near zero. Temporal interpolation reduced error to 1.1° +/- 6.7° and restored variance and smoothness to within a few percent of baseline. These results indicate that gait signals possess sufficient temporal redundancy for a simple, computationally trivial interpolation scheme to recover a critical missing joint, without resorting to learned reconstruction models. The findings support low-complexity, real-time-compatible designs for gait analysis in resource-constrained or occlusion-prone monocular settings.
Aug 12, 2026cs.LG

Air Quality Station Simulation via LSTM and Attention-Based Modelling

Poor air quality in urban areas is driven by a complex chain of processes and presents a significant public health concern. To better understand and control the mechanisms that determine air quality, cities deploy networks of measurement stations, and launch initiatives for collecting denser data about the concentration of pollutants in the atmosphere. Extracting insights from the stations relies on their reliable and uninterrupted operation. However, hardware is susceptible to faults and black- outs that may result in data unavailability, which affects the overall quality of analyses. In this paper, we present a deep-learning model, called SATADL, which can infer complex relations and output multiple-hour-ahead air-quality forecasts. The goal of the model is to simulate the mea- surements of an unresponsive station until its operation is restored. The architecture of the model, which allows it to extract information from different aspects of the data, is described in detail and a careful examination of all of its components is provided. We demonstrate the performance of SATADL on four sets of air quality stations from around the world, by using it to simulate the concentration of PM10 for periods of hypothetical failures of one of the measurement stations, lasting for as long as 48 hours. A selection of baseline and published deep learning models were trained and used as a benchmark. The results show that SATADL per- forms better across different prediction windows, for both coefficient of determination and root mean squared error, demonstrating its suitability as a virtual proxy station.
Aug 11, 2026cs.LG

GARLIC: Graph Attention-based Relational Learning of Multivariate Time Series in Intensive Care

Healthcare data, such as Intensive Care Unit (ICU) records, comprise heterogeneous multivariate time series sampled at irregular intervals with pervasive missingness. However, clinical applications demand predictive models that are both accurate and interpretable. We present our Graph Attention-based Relational Learning for Intensive Care (GARLIC) model, a novel neural network architecture that imputes missing data through a learnable exponential-decay encoder, captures inter-sensor dependencies via time-lagged summary graphs, and fuses global patterns with cross-dimensional sequential attention. All attention weights and graph edges are learned end-to-end to serve as built-in observation-, signal-, and edge-level explanations. To reconcile auxiliary reconstruction and primary classification objectives, we developed an alternating decoupled optimization scheme that stabilizes training. On three ICU benchmarks (PhysioNet 2012 & 2019, MIMIC-III), GARLIC sets the new state of the art in outcome prediction, significantly improving AUROC and AUPRC over best-performing baselines at comparable computational cost. Ablation studies confirm the contribution of each module, and feature-removal trials validate the fidelity of importance attribution through a monotonic performance drop (full > top 50% > random 50% > bottom 50%). Real-time case studies demonstrate actionable risk warnings with transparent explanations, marking a significant advance toward accurate, explainable deep learning for irregularly sampled ICU time series data. Moreover, we demonstrated \proposed{}'s superiority in data imputation and classification on various time-series datasets beyond the ICU domain, showing its generalizability and applicability to broader tasks.
Aug 10, 2026cs.LG

Deep Learning Imputation of Missing Radius of Maximum Winds (Rmax) Values in Tropical Cyclone Best-Track Data

Probabilistic coastal hazard assessments require accurate characterization of tropical cyclone (TC) parameters, yet datasets often contain missing records for the radius of maximum winds (Rmax), a key variable in Joint Probability Method analyses. This study evaluates data-driven approaches for Rmax imputation, including one-dimensional Convolutional Neural Networks (1DCNNs), Long Short-Term Memory (LSTM) networks, and conventional machine learning models. We examine physics-informed input augmentation, temporal modeling, and transfer learning using synthetic RAFT and STORM datasets for pre-training and observational IBTrACS data for fine-tuning. Including the radius of 34-knot winds (R34) substantially improves performance across all model types. Temporal models achieve higher average correlations than non-temporal models despite using approximately an order of magnitude fewer samples, indicating better preservation of relative Rmax variability across storms. This advantage is more pronounced when R34 is unavailable, suggesting temporal information can partially compensate for missing storm-size predictors. Transfer learning does not improve performance, likely because synthetic datasets have lower and less variable Rmax distributions than IBTrACS. These findings demonstrate the potential of temporal deep learning for reconstructing incomplete TC records and highlight the importance of physics-informed inputs, observational data availability, and distributional consistency in coastal hazard assessment.
Aug 3, 2026cs.LG

GLAIM: Learning Global and Local Adaptive Inter-Variable Dependency for Multivariate Time Series Imputation

Multivariate time series imputation is fundamental to downstream analysis, yet modeling inter-variable dependencies with incomplete observations remains challenging. Existing methods learn global dependencies across samples or dynamic local dependencies per sample. Global dependencies are stable but adapt poorly to sample variations and temporal non-stationarity, whereas local dependencies are adaptive yet unreliable when observations are insufficient, causing erroneous information propagation. To address these limitations, we propose GLAIM, a Global-Local Adaptive Inter-variable Dependency Modeling framework for multivariate time series imputation. GLAIM comprises two complementary components. The Stable Global Dependency Constructor derives robust global inter-variable dependencies from complementary temporal representations, providing a stable backbone less affected by sample-specific missingness and noise. The Sample-Conditioned Dependency Refiner adapts this backbone to each sample and time step using its temporal state and available observations, enabling reliable local refinement under incomplete observations. Extensive experiments on nine real-world datasets demonstrate that GLAIM achieves state-of-the-art performance under random and block missingness, remains robust to missing-rate shifts, and benefits from its complementary global and local components. Code is available at https://github.com/LuRenjias/GLAIM.
Aug 3, 2026cs.CV

Global-Scale Self-Supervised Spatiotemporal Learning for NDVI Time-Series Reconstruction

Accurate and efficient reconstruction of cloud-contaminated and noise-corrupted NDVI time series remains a challenge in remote sensing. Deep learning provides a promising solution for modeling complex spatiotemporal dependencies; however, its application is often limited by the difficulty of obtaining paired clear-sky and degraded NDVI data for identical spatiotemporal locations. To address this issue, we propose GloSSR, a Global-scale Self-supervised Spatiotemporal framework for NDVI Reconstruction. The framework constructs supervisory signals by artificially degrading relatively clean NDVI observations with realistic cloud contamination patterns, producing self-supervised training pairs that closely mimic real-world degradation. It further introduces an end-to-end spatiotemporal learning network that jointly captures long-range temporal dependencies and short-term spatiotemporal correlation through a bidirectional Transformer with a ConvLSTM architecture. A temporal-channel attention-based reconstruction module is incorporated to enhance informative features, while a spatiotemporal prior constraint is designed to preserve both fine-scale structures and long-term phenological trends during optimization. Extensive evaluations on MODIS NDVI data demonstrate the effectiveness of the proposed framework across both artificial and real-world scenarios. In artificial degraded-pixel reconstruction experiments, GloSSR consistently outperforms the comparison methods. Time-series analyses based on real observations further demonstrate that the proposed framework can accurately characterize vegetation dynamics and capture the key phenological states. Long-term vegetation trend analysis and the transferability analysis to AVHRR data validate the scalability of the framework and illustrate its broad applicability for large-scale environmental monitoring.
Jul 31, 2026cs.LG

MBDiff: Multi-view Behavior-aware Diffusion Model for Probabilistic Utility Data Imputation

Utility data (e.g., electricity, water, and gas consumption), collected by ubiquitous sensors and embedded devices, often contains substantial missing values due to various factors such as device failures and data transmission issues. The data missingness can severely impact utility billing accuracy, hinder demand forecasting, and disrupt efficient utility supply management. As a result, utility data imputation has attracted much interest from both industry and academia. While many studies have attempted to address this issue, most of them rely on aggregated datasets for training, overlooking rich user behavior information, which could provide valuable insights for more accurate imputation. However, learning comprehensive user behavior from long-term, diverse, and incomplete utility data remains a significant challenge. Moreover, leveraging user behavior information to guide imputation is nontrivial due to the indirect nature of the correlations. To address these challenges, we propose MBDiff, a Multi-view Behavior-aware Diffusion Model for Probabilistic Utility Data Imputation. MBDiff incorporates two key technical components: (i) a multi-view User Behavior Extraction module that learns comprehensive user behavior from multiple perspectives, including global, local, and instance-level views; and (ii) a behavior-aware conditional diffusion model consisting of a reference selection module and a conditional attentional denoising network to impute utility data in a computationally efficient manner. We implement and evaluate MBDiff by collaborating with one of the largest municipal utility providers in Florida. Experimental results demonstrate our proposed MBDiff effectively outperforms state-of-the-art baselines, e.g., it improves 7.04% and 29.1% on the electricity and water usage datasets for block missingness imputation, respectively.
Jul 27, 2026cs.AI

Inferring Missing Trajectory Data with Temporal Convolutional Networks

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 1,0001,000 (train), 200200 (validation), and 300300 (test) two-dimensional trajectories with randomly placed 20% masked segments, the model achieves good R2^{2}, MSE and MAE metrics.
Jul 26, 2026cs.LG

Impute On-Demand: Adaptive Correlated Time Series Imputation for Changing Environments

Internet of Things (IoT) applications generate vast amounts of Correlated Time Series (CTS) data that often contain missing values and require imputation. Existing methods emphasize accuracy but often lack adaptability to changing IoT environments: they are vulnerable to sensor failures, cannot selectively impute only incomplete sensors, and use static architectures that do not adapt to resource availability. To address these limitations, we propose AdaCTSi, an adaptive CTS imputer for changing environments. AdaCTSi combines a One-shot Temporal Convolutional Network with a Learned Time-Sensor Index Table to extract and decouple complex spatio-temporal features into sensor-wise embeddings, enabling adaptation to varying sensor subsets. Sparse Spatial Attention efficiently extracts dynamic spatial correlations, while Correlation-Weighted Sensor Selection selects informative sensors to provide sufficient spatial context. Experiments with twelve baseline methods, three adaptability scenarios, and five benchmark datasets covering traffic, air quality, and trajectory data show that AdaCTSi reduces MAE by an average of 33.1% relative to the strongest baseline on each dataset. A single trained model supports sensor-subset and resource-adaptive inference, and its modest memory footprint enables deployment on commodity computing devices, including MCUs.
Jul 23, 2026stat.ML

Transformer-based Diffusion models for Hydrological Time Series Probabilistic Imputation and Forecasting

The modeling of hydrometeorological time series with limited observations is a key challenge in the monitoring of hydro-systems and water resources, as well as for flood or drought risk assessment. Due to the high variability of the underlying processes and the sparsity of available measurements, traditional statistical approaches often struggle to accurately represent their dynamics. In this context, recent advances in deep learning offer a promising direction for improving the representation and generation of complex temporal processes sampled at several observation sites. This study investigates the application of transformer-based diffusion models to the simulation and reconstruction of hydrological time series. The proposed framework is applied to the joint modeling of water quantity and quality at six sites spread across three adjacent headwater catchments located in North-East France on a limestone plateau covered by forests and field crops. The model is calibrated and validated using available observational data, which has been quality controlled and corrected for sensor drift and malfunction through collaborative efforts by LNE metrology expertise and Andra monthly quality control over more than 15 years. Its performance is compared with several established baseline approaches commonly used for time series modeling. Quantitative evaluation metrics are employed to assess the ability of the proposed method to reproduce key temporal characteristics of the observed signals in two settings: the imputation of incomplete time series and the forecasting of upcoming hydrological conditions. Results support the effectiveness of the transformer-based approach and highlight its capacity to capture and simulate the complex patterns present in hydrological data. In particular, the results indicate that diffusion models can efficiently sample realistic time series distributions under observation settings with variable missing data for both forecasting and imputation.
Jul 8, 2026cs.LG

ALER-TI: Aligned Latent Embedding Retrieval for Time Series Imputation

Deep learning has significantly advanced time series imputation, yet most existing architectures primarily rely on localized temporal context within the corrupted input sequence. This reliance can be limiting in real-world scenarios, where time series often exhibit non-stationary dynamics, weak temporal correlations, and infrequent patterns that are difficult to reconstruct from nearby observations alone. In this paper, we propose ALER-TI, Aligned Latent Embedding Retrieval for Time Series Imputation, a retrieval-augmented framework that explicitly leverages historical patterns to supplement degraded local context for more reliable missing-value reconstruction. The core of ALER-TI is Latent Embedding Alignment (LEA), which mitigates the representation mismatch between corrupted queries and complete historical candidates. By applying post-hoc masking in the latent space, LEA aligns candidates with the query's missingness pattern while allowing historical embeddings to be pre-computed and cached for efficient retrieval. ALER-TI is model-agnostic and can be integrated with various imputation backbones through a lightweight adaptation module. Extensive experiments on six real-world datasets under different missing rates demonstrate that ALER-TI consistently improves strong baseline models and enhances robustness across diverse imputation settings.
Jul 6, 2026cs.LG

ImputeECG: Deep Learning Reconstruction of Complete 12-Lead Electrocardiograms from Incomplete Recordings for Cardiac Assessment

Complete digital 12-lead electrocardiograms (ECGs) are essential for AI-enabled cardiovascular assessment, yet many clinical ECG records, particularly those digitized from ECG images, remain incomplete because of short display formats, incomplete waveform digitization, lead loss, or signal corruption. We developed ImputeECG, a mask-conditioned one-dimensional Transformer autoencoder that completes 12-lead, 10-s ECGs while retaining all observed samples. The model was trained on PTB-XL and evaluated on PTB-XL and CPSC2018 under simulated incomplete settings, with additional real-world validation in a 43,633-record Kailuan clinical cohort after ECG image digitization. Metrics were computed over originally missing regions, with analyses of morphology and downstream diagnostic utility. On PTB-XL, ImputeECG reduced missing-region MAE by 41.7-51.0% and MSE by 54.0-63.7% versus the strongest baseline, with lower errors in R-peak timing, RR interval, QRS duration, QT interval, and P-wave, QRS-complex, and T-wave reconstruction. On CPSC2018, ImputeECG reduced MAE by 49.7-51.9%, supporting external generalization. In downstream multi-label classification, ImputeECG restored performance to 92.28% AUROC and 33.88% AUPRC in the most incomplete PTB-XL setting, approaching complete-ECG performance. On CPSC2018, completed ECGs achieved 94.75-95.89% AUROC and 78.83-81.86% AUPRC across settings. In Kailuan, ECG completion improved zero-shot sex prediction AUROC from 82.6% to 85.8% and reduced age prediction MAE from 10.72 to 9.87 years after image-based ECG digitization. These findings support ECG completion as a practical strategy for converting incomplete ECG records into AI-ready 12-lead, 10-s digital signals and extending the usable scope of ECG archives for digital cardiac assessment.
Jun 4, 2026cs.LG

Spatiotemporal Imputation with Graph-Informed Flow Matching

Missing data is a common challenge in spatiotemporal systems, arising in applications such as air quality monitoring and urban traffic management. Traditional machine learning approaches, like recurrent and graph neural networks, rely on iterative propagation, which tends to accumulate errors over time and space. Recent diffusion-based methods mitigate error propagation but require iterative sampling and often depend on problem-agnostic Gaussian priors, limiting both efficiency and effectiveness. To address these limitations, we propose GiFlow, a Graph-Informed Flow Matching framework for spatiotemporal imputation. GiFlow replaces the typical Gaussian prior with a graph-informed prior constructed via spatiotemporal filtering of observable signals, which better aligns the source distribution to the target and thereby simplifies the generation trajectory. The flow field is parameterized by a hybrid vector field model that integrates spatial attention, temporal attention, and spatiotemporal propagation, enabling joint modeling of spatial and temporal dependencies. Extensive experiments on both synthetic and real-world datasets demonstrate that the proposed GiFlow outperforms the state-of-the-art approaches in spatiotemporal imputation. The code is available at https://github.com/zepengzhang/GiFlow.
Jun 4, 2026cs.LG

PAMF: Prior-Aware Multimodal Fusion for Incomplete Time Series Data

In healthcare, multimodal time series tasks often operate on incomplete observations in practice, for example when ECG segments are lost because electrodes detach or an entire respiratory channel is unavailable during overnight monitoring. Such missingness typically appears in two structurally distinct patterns: within-modality missing, where values are absent within an otherwise observed modality, and modality-level missing, where an entire modality is unavailable. Existing methods typically represent unobserved data implicitly through masks or missing embeddings, without learning instance-specific missing information, and most are designed for only one missingness pattern. A natural approach is to explicitly estimate the missing data; however, existing imputation methods treat missingness uniformly despite their different structural priors, and the imputation process is often isolated from downstream tasks, preventing downstream tasks from guiding imputation toward more informative representations. To address these limitations, we present PAMF, a multimodal time-series framework that explicitly handles different missingness patterns while coupling imputation with downstream prediction through prior-aware flow matching and weight sharing. Specifically, the method initializes the flow-matching source state with type-specific priors to distinguish two missing types. It further connects imputation and classification through architecturally matched encoders with weight sharing, transferring task-relevant representations into the imputation process. Experiments on multiple multimodal healthcare time-series benchmarks show that the proposed method achieves the strongest overall downstream performance across diverse datasets and missing settings compared with existing baselines.
Jun 4, 2026cs.LG

TS-ICL: A Flexible Time-Indexed Foundation Model for Time Series via In-Context Learning

Foundation models mark a profound paradigm shift in time series modeling, with task-specific models being superseded by general-purpose zero-shot models. Yet, current approaches primarily focus on forecasting, while real-world time series are often irregularly and partially observed, requiring models that can jointly forecast, impute missing values, and handle degraded sampling conditions. To address these challenges, we introduce TS-ICL, a novel probabilistic In-Context Learning encoder--regressor Transformer that unifies forecasting and imputation. TS-ICL formulates time series tasks as timestamp-aligned regression and naturally incorporates covariates by training on synthetic dependency structures generated from a novel causal data prior. Empirically, TS-ICL achieves a new state-of-the-art in imputation, while remaining competitive with leading forecasting foundation models across both univariate and covariate-aware benchmarks. It shows particularly strong performance in forecasting with partially observed look-back windows.
Jun 3, 2026stat.ML

HyFAD: Hybrid Time-Frequency Diffusion with Frequency-Aware Embedding for Time Series Imputation

Diffusion models have demonstrated strong performance in time series modeling due to their ability to progressively capture complex data distributions through iterative denoising. However, existing approaches struggle with frequency-sensitive denoising, high-frequency reconstruction and balancing global trends with local dynamics. To address these limitations, we propose \textbf{HyFAD}, a \textbf{Hy}brid time-frequency \textbf{D}iffusion model with \textbf{F}requency-\textbf{A}ware embedding for time series imputation. Built upon the DDPM paradigm, HyFAD adopts a coupled time-frequency diffusion framework, in which the reverse denoising proceeds sequentially from the time domain to the frequency domain, enabling coarse-to-fine generation. Specifically, the time-domain diffusion process captures low-frequency global trends, while the frequency-domain diffusion process refines high-frequency spectral components. We further introduce a frequency-aware step embedding that exploits the relationship between diffusion steps and spectral components, providing step-dependent spectral guidance and facilitates more accurate band-wise reconstruction. Extensive experiments on multiple benchmark datasets demonstrate that HyFAD achieves state-of-the-art performance. Our source code is available at https://github.com/hongfangao/HyFAD.
May 28, 2026cs.AI

FHRFormer: A Self-Supervised Masked Transformer Framework for Fetal Heart Rate Time-Series Inpainting and Forecasting

Approximately 10% of newborns require assistance to initiate breathing at birth, and around 5% need ventilation support. Fetal heart rate (FHR) monitoring plays a crucial role in assessing fetal well-being during prenatal care, enabling the detection of abnormal patterns and supporting timely obstetric interventions to mitigate fetal risks during labor. Applying artificial intelligence (AI) methods to analyze large datasets of continuous FHR monitoring episodes with diverse outcomes may offer novel insights into predicting the risk of needing breathing assistance or interventions. Recent advances in wearable FHR monitors have enabled continuous fetal monitoring without compromising maternal mobility. However, sensor displacement during maternal movement, as well as changes in fetal or maternal position, often lead to signal dropout, resulting in gaps in recorded FHR data. Such missing data limits the extraction of meaningful insights and complicates automated (AI-based) analysis. Traditional approaches to handling missing data, such as simple interpolation techniques, often fail to preserve the spectral characteristics of the signals. In this paper, we propose a masked transformer-based autoencoder approach to reconstruct missing FHR signals by capturing both local temporal and frequency components of the data. The proposed method demonstrates robustness across varying durations of missing data and can be used for signal inpainting and forecasting. The proposed approach can be applied retrospectively to research datasets to support the development of AI-based risk algorithms. In the future, the proposed method could be integrated into wearable FHR monitoring devices to achieve earlier and more robust risk detection.
May 25, 2026cs.LG

Missing Pattern Recognized Diffusion Imputation Model for Missing Not At Random

Missing data frequently arises across diverse domains, including time-series and image domains. In the real world, missing occurrences often depend on the unobservable values themselves, which are referred to as Missing Not at Random (MNAR). In this work, we introduce the Missing Pattern Recognized Diffusion Imputation Model (PRDIM), a novel framework that explicitly captures the missing pattern and precisely imputes unobserved values. PRDIM iteratively maximizes the likelihood of the joint distribution for observed values and missing mask under an Expectation-Maximization (EM) algorithm. In this sense, we first employ a pattern recognizer, which approximates the underlying missing pattern and provides guidance during every inference toward more plausible imputations with respect to the missing information. Through extensive experiments, we demonstrate that PRDIM consistently achieves strong imputation performance under MNAR settings across multiple data modalities.
May 22, 2026cs.LG

Cascade-KDE: Robust Time-Series Restoration under Out-of-Distribution Impulse Corruptions

Real-world time-series data in industrial sensing, healthcare, and energy systems is often corrupted by a mixture of Gaussian noise and occasional large-magnitude impulse outliers. For tasks that depend on local shape, such as ECG morphology analysis and battery degradation monitoring, the main requirement is not only low reconstruction error but also preservation of derivative peaks and task-critical features. We propose Cascade-KDE, a training-free restoration framework for corrupted time series. The method first estimates a two-dimensional temporal-amplitude density, then applies a Density-Truncated Robust Expectation to limit the influence of distant abnormal points, and finally refines the sequence through an exponential cascade with adaptive stopping. This design aims to improve robustness under out-of-distribution impulse corruptions while keeping the restored trajectory close to the original local structure. Across several benchmark datasets, the proposed method shows consistent gains over classical filters and representative learning-based baselines on curve fidelity, derivative preservation, downstream classification, and runtime efficiency. These results suggest that bounded density-based restoration is a practical option for feature-preserving preprocessing in noisy time-series pipelines.
May 19, 2026cs.CV

Remote sensing data imputation using deep learning for multispectral imagery

Remote sensing techniques have been increasingly utilised in aquatic applications in recent years. A common challenge in using optical satellite data is the presence of missing observations due to cloud cover. These data gaps can lead to missed detection of critical events, such as algal blooms, in lakes of high interest to water authorities. As a result, enhancing the completeness of optical satellite datasets is crucial for improving the monitoring and prediction of algal blooms. In this study, we compared a traditional data imputation method (i.e., linear interpolation) with deep learning models for reconstructing missing spectral bands across four lakes with historical records of algal blooms. The deep learning models adopted include CNN-based architectures (i.e., CNN, Inception Resnet, and Autoencoder) and CNN-LSTM-based architectures (i.e., CNN-LSTM, Resnet-LSTM, and Autoencoder-LSTM). Our results demonstrated that deep learning models substantially outperformed the baseline linear interpolation method in imputing spectral band values within artificially masked regions. Among these models, CNN delivered the best performance across most lakes. Furthermore, we evaluated the performance of algal bloom indices (i.e., Green/Red and NDCI) derived from the imputed imagery by comparing them with the observed data. Our results demonstrate that deep learning models are effective for imputing missing data in PlanetScope SuperDove imagery, enabling more reliable applications in water monitoring.
May 18, 2026cs.LG

XCTFormer: Leveraging Cross-Channel and Cross-Time Dependencies for Enhanced Time-Series Analysis

Multivariate time-series analysis involves extracting informative representations from sequences of multiple interdependent variables, supporting tasks such as forecasting, imputation, and anomaly detection. In real-world scenarios, these variables are typically collected from a shared context or underlying phenomenon, suggesting the presence of latent dependencies across time and channels that can be leveraged to improve performance. However, recent findings show that channel-independent (CI) models, which assume no inter-variable dependencies, often outperform channel-dependent (CD) models that explicitly model such relationships. This surprising result indicates that current CD models may not fully exploit their potential due to limitations in how dependencies are captured. Recent studies have revisited channel dependence modeling with various approaches; however, these methods often employ indirect modeling strategies, which can lead to meaningful dependencies being overlooked. To address this issue, we introduce XCTFormer, a transformer-based channel-dependent (CD) model that explicitly captures cross-temporal and cross-channel dependencies via an enhanced attention mechanism. The model operates in a token-to-token fashion, modeling pairwise dependencies between every pair of tokens across time and channels. The architecture comprises (i) a data processing module, (ii) a novel Cross-Relational Attention Block (CRAB) that increases capacity and expressiveness, and (iii) an optional Dependency Compression Plugin (DeCoP) that improves scalability. Through extensive experiments on three time-series benchmarks, we show that XCTFormer achieves strong results compared to widely recognized baselines; in particular, it attains state-of-the-art performance on the imputation task, outperforming the second-best method by an average of 20.8% in MSE and 15.3% in MAE.
May 12, 2026cs.LG

U-STS-LLM A Unified Spatio-Temporal Steered Large Language Model for Traffic Prediction and Imputation

The efficient operation of modern cellular networks hinges on the accurate analysis of spatio-temporal traffic data. Mastering these patterns is essential for core network functions, chiefly forecasting future load to pre-empt congestion and imputing missing values caused by sensor failures or transmission errors to ensure data continuity. While deeply connected, forecasting and imputation have historically evolved as separate sub-fields. The dominant paradigm, Spatio-Temporal Graph Neural Networks (STGNNs), while effective, are often specialized, computationally intensive, and exhibit limited generalization. Concurrently, adapting large pre-trained language models (LLMs) offers a powerful alternative for sequence modeling, yet existing approaches provide weak structural guidance, leading to unstable convergence and a narrow focus on forecasting. To bridge these gaps, we propose U-STS-LLM, a unified framework built on a spatio-temporally steered LLM. Our core innovation is a Dynamic Spatio-Temporal Attention Bias Generator that synthesizes a persistent functional graph with transient nodal states to explicitly steer the LLM's attention. Coupled with a partially frozen backbone tuned via Low-Rank Adaptation (LoRA) and a Gated Adaptive Fusion mechanism, the model achieves stable, parameter-efficient adaptation. Trained under a unified multi-task objective, U-STS-LLM learns a holistic data representation. Extensive experiments on real-world cellular datasets demonstrate that U-STS-LLM establishes new state-of-the-art performance in both long-horizon forecasting and high-missing-rate imputation, while maintaining remarkable training efficiency and stability, offering a novel blueprint for harnessing foundation models in structured, non-linguistic domains.
May 4, 2026cs.LG

HELIX: Hybrid Encoding with Learnable Identity and Cross-dimensional Synthesis for Time Series Imputation

Time series imputation benefits from leveraging cross-feature correlations, yet existing attention-based methods re-discover feature relationships at each layer, lacking persistent anchors to maintain consistent representations. To address this, we propose HELIX, which assigns each feature a learnable feature identity, a persistent embedding that captures intrinsic semantic properties throughout the network. Unlike graph-based methods that rely on predefined topology and assume homogeneous spatial relationships, HELIX learns arbitrary feature dependencies end-to-end from temporal co-variation, naturally handling datasets where features mix spatial locations with semantic variables. Integrated with hybrid temporal-feature attention, HELIX achieves the state-of-the-art performance, surpassing all 16 baselines on 5 public datasets across 21 experimental settings in our evaluation. Furthermore, our mechanistic analysis reveals that HELIX aligns learned feature identities and dependencies with latent physical and semantic structure progressively across layers, demonstrating that it more effectively translates cross-feature structure into imputation accuracy.
Apr 30, 2026cs.LG

SPLICE: Latent Diffusion over JEPA Embeddings for Conformal Time-Series Inpainting

Generative models for time-series imputation achieve strong reconstruction accuracy, yet provide no finite-sample reliability guarantees, a critical limitation in power systems where imputed values inform dispatch and planning. We introduce SPLICE (Self-supervised Predictive Latent Inpainting with Conformal Envelopes), a modular framework coupling latent generative imputation with distribution-free, online-adaptive prediction intervals. A JEPA encoder maps daily load segments into a 64-dimensional latent space; a conditional latent bridge with four sampling modes generates candidate gap trajectories; an hourly-conditioned decoder maps back to signal space; and Adaptive Conformal Inference (ACI) wraps the output with coverage-guaranteed prediction bands. The flow-matching variant achieves comparable quality to DDIM in 5--10 ODE steps (5-10x speedup). On thirteen load datasets (nine proprietary, three UCI Electricity, ETTh1), SPLICE achieves the lowest mean Load-only MSE (0.056), winning 9/12 non-degenerate datasets at 91-day gaps and 18/32 across all gap lengths vs. five established baselines, and produces the best CRPS (0.161, -18.3% vs. the strongest competitor). ACI delivers 93--95% empirical coverage, correcting under-coverage failures of up to 7.5 pp observed with static conformal prediction. A pooled JEPA encoder trained on nine feeds transfers to four unseen domains, matching or exceeding per-dataset oracles with only a quick bridge fine-tuning.
Apr 27, 2026cs.LG

End-to-End Learning for Partially-Observed Time Series with PyPOTS

Partially-observed time series (POTS) is ubiquitous in real-world applications, yet most existing toolchains separate missing-value handling from downstream learning, which limits reproducibility and overall performance. This tutorial introduces PyPOTS, an open-source Python ecosystem for end-to-end data mining and machine learning on POTS. We present practical workflows spanning missingness simulation, data preprocessing, model training, and evaluation across core tasks, including imputation, forecasting, classification, clustering, and anomaly detection. The tutorial consists of two parts: Part I emphasizes hands-on application for practitioners through unified APIs and benchmark-oriented experiments. Part II targets developers and researchers, focusing on extending PyPOTS with custom models, domain-specific constraints, and contribution-ready engineering practices. Participants will gain both conceptual understanding and implementation experience for building robust, transparent, and reusable POTS pipelines in research and production settings. PyPOTS is publicly available at https://github.com/WenjieDu/PyPOTS