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The repository for the paper TSI-Bench: Benchmarking Time Series Imputation from PyPOTS Research. The code and configurations for reproducing the experimental results in the paper are available under the folder benchmark_code. The README file here maintains a list of must-read papers on time-series imputation, and a collection of time-series imputation toolkits and resources.

🤗 Contributions to update new resources and articles are very welcome!

TSDB (Time Series Data Beans): a Python toolkit can load 170 public time-series datasets with a single line of code.

BenchPOTS: a Python suite provides standard preprocessing pipelines of 170 public datasets for benchmarking machine learning on POTS (Partially-Observed Time Series).

PyGrinder: a Python library grinds data beans into the incomplete by introducing missing values with different missing patterns.

PyPOTS: a Python toolbox for data mining on POTS (Partially-Observed Time Series)

MICE: Multivariate Imputation by Chained Equations

AutoImpute: a Python package for Imputation Methods

Impyute: a library of missing data imputation algorithms

The papers listed here may be not from top publications, some of them even are not deep-learning methods, but are all interesting papers related to time-series imputation that deserve reading to researchers and practitioners who are interested in this field.

[KDD] ImputeFormer: Low Rankness-Induced Transformers for Generalizable Spatiotemporal Imputation [paper] [official code]

[ICML] BayOTIDE: Bayesian Online Multivariate Time Series Imputation with Functional Decomposition [paper] [official code]

[ICLR] Conditional Information Bottleneck Approach for Time Series Imputation [paper] [official code]

[AISTATS] SADI: Similarity-Aware Diffusion Model-Based Imputation for Incomplete Temporal EHR Data [paper] [official code]

[ICLR] Multivariate Time-series Imputation with Disentangled Temporal Representations [paper] [official code]

[ICDE] PriSTI: A Conditional Diffusion Framework for Spatiotemporal Imputation [paper] [official code]

[ESWA] SAITS: Self-Attention-based Imputation for Time Series [paper] [official code]

[TMLR] Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models [paper] [official code]

[ICML] Modeling Temporal Data as Continuous Functions with Stochastic Process Diffusion [paper] [official code]

[ICML] Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation [paper] [official code]

[ICML] Modeling Temporal Data as Continuous Functions with Stochastic Process Diffusion [paper]

[ICML] Probabilistic Imputation for Time-series Classification with Missing Data [paper]

[KDD] Source-Free Domain Adaptation with Temporal Imputation for Time Series Data [paper] [official code]

[KDD] Networked Time Series Imputation via Position-aware Graph Enhanced Variational Autoencoders [paper]

[KDD] An Observed Value Consistent Diffusion Model for Imputing Missing Values in Multivariate Time Series [paper]

[TKDE] Selective Imputation for Multivariate Time Series Datasets With Missing Values [paper] [official code]

[TKDE] PATNet- Propensity-Adjusted Temporal Network for Joint Imputation and Prediction using Binary EHRs with Observation Bias [paper]

[TKDD] Multiple Imputation Ensembles for Time Series (MIE-TS) [paper]

[CIKM] Density-Aware Temporal Attentive Step-wise Diffusion Model For Medical Time Series Imputation [paper]

[ICLR] Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networks [paper] [official code]

[AAAI] Online Missing Value Imputation and Change Point Detection with the Gaussian Copula [paper] [official code]

[AAAI] Dynamic Nonlinear Matrix Completion for Time-Varying Data Imputation [paper]

[AAAI] Fairness without Imputation: A Decision Tree Approach for Fair Prediction with Missing Values [paper]

[NeurIPS] CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation [paper] [official code]

[AAAI] Generative Semi-supervised Learning for Multivariate Time Series Imputation [paper]

[VLDB] Missing Value Imputation on Multidimensional Time Series [paper]

[ICDM] STING: Self-attention based Time-series Imputation Networks using GAN [paper]

[AISTATS] GP-VAE: Deep Probabilistic Time Series Imputation [paper] [official code]

[CVPR] Imitative Non-Autoregressive Modeling for Trajectory Forecasting and Imputation [paper]

[ICLR] Why Not to Use Zero Imputation? Correcting Sparsity Bias in Training Neural Networks [paper]

[TNNLS] Adversarial Recurrent Time Series Imputation [paper]

[NeurIPS] NAOMI: Non-Autoregressive Multiresolution Sequence Imputation [paper] [official code]

[IJCAI] E²GAN: End-to-End Generative Adversarial Network for Multivariate Time Series Imputation [paper] [official code]

[WWW] How Do Your Neighbors Disclose Your Information: Social-Aware Time Series Imputation [paper] [official code]

[NeurIPS] BRITS: Bidirectional Recurrent Imputation for Time Series [paper] [official code]

[Scientific Reports] Recurrent Neural Networks for Multivariate Time Series with Missing Values [paper] [official code]

[NeurIPS] Multivariate Time Series Imputation with Generative Adversarial Networks [paper] [official code]

[IEEE Transactions on Biomedical Engineering] Estimating Missing Data in Temporal Data Streams Using Multi-Directional Recurrent Neural Networks [paper] [official code]

[IJCAI] ST-MVL: Filling Missing Values in Geo-sensory Time Series Data [paper] [official code]

[blog] Data Imputation: An essential yet overlooked problem in machine learning

[Journal of Big Data] A survey on missing data in machine learning [paper]

Transformers in Time Series

LLMs and Foundation Models for Time Series and Spatio-Temporal Data

AI for Time Series (AI4TS) Papers, Tutorials, and Surveys

If you find this repository and PyPOTS Ecosystem helpful to your work, please kindly star it and cite our benchmark paper, survey paper, and PyPOTS as follows:

@article{du2024tsibench,
title={TSI-Bench: Benchmarking Time Series Imputation},
author={Wenjie Du and Jun Wang and Linglong Qian and Yiyuan Yang and Fanxing Liu and Zepu Wang and Zina Ibrahim and Haoxin Liu and Zhiyuan Zhao and Yingjie Zhou and Wenjia Wang and Kaize Ding and Yuxuan Liang and B. Aditya Prakash and Qingsong Wen},
journal={arXiv preprint arXiv:2406.12747},
year={2024}
}

@article{wang2024deep,
title={Deep Learning for Multivariate Time Series Imputation: A Survey},
author={Jun Wang and Wenjie Du and Wei Cao and Keli Zhang and Wenjia Wang and Yuxuan Liang and Qingsong Wen},
journal={arXiv preprint arXiv:2402.04059},
year={2024}
}

@article{du2023pypots,
title={{PyPOTS: a Python toolbox for data mining on Partially-Observed Time Series}},
author={Wenjie Du},
journal={arXiv preprint arXiv:2305.18811},
year={2023},
}

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