Deep Learning for Multivariate Time Series Imputation: A Survey
Jun Wang, Wenjie Du, Wei Cao, Keli Zhang, Wenjia Wang, Yuxuan Liang, Qingsong Wen, Liang, Yuxuan, Wen, Qingsong
Paper appears method- or tooling-adjacent to AI workflows with partial ecosystem coverage.
Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by leveraging complex temporal dependencies and learned data distributions. In this survey, we provide a comprehensive summary of deep learning approaches for multivariate time series i ...
mputation (MTSI) tasks. We propose a novel taxonomy that categorizes existing methods based on two key perspectives: imputation uncertainty and neural network architecture. Furthermore, we summarize existing MTSI toolkits with a particular emphasis on the PyPOTS Ecosystem, which provides an integrated and standardized foundation for MTSI research. Finally, we discuss key challenges and future research directions, which give insight for further MTSI research. This survey aims to serve as a valuable resource for researchers and practitioners in the field of time series analysis and missing data imputation tasks.A well-maintained MTSI paper and tool list are available at https://github.com/WenjieDu/Awesome_Imputation.
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Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications.
Implementation Evidence Summary
thuml/Time-Series-Library is the closest maintained adjacent implementation (Strong overlap with paper title keywords). It is not paper-verified; validate algorithm and evaluation setup against the paper before trusting reported metrics. Community adoption signal: 12463 GitHub stars.
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Evidence disclosure
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Utility signals: depth 70/100, grounding 75/100, status medium.
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- thuml/Time-Series-LibraryAdjacentConfidence: LowStars: 12,463
Strong overlap with paper title keywords
- Alro10/deep-learning-time-seriesAdjacentConfidence: LowStars: 2,773
Strong overlap with paper title keywords
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Research context
17
Citations
0
References
Tasks
Imputation (statistics), Multivariate statistics, Computer science, Series (stratigraphy), Time series, Deep learning, Econometrics, Statistics
Methods
None detected
Domains
Artificial intelligence, Machine learning
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