Multivariate Time Series Imputation
13 papers with code • 7 benchmarks • 3 datasets
Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network.
Ranked #2 on Multivariate Time Series Forecasting on MuJoCo
Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs).
Multiple imputation by chained equations (MICE) is a flexible and practical approach to handling missing data.
Accordingly, we call our method Generative Adversarial Imputation Nets (GAIN).
The imputeTS package specializes on univariate time series imputation.
It is ubiquitous that time series contains many missing values.
Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values.
Ranked #4 on Multivariate Time Series Forecasting on MuJoCo
Missing value imputation is a fundamental problem in spatiotemporal modeling, from motion tracking to the dynamics of physical systems.
Ranked #1 on Multivariate Time Series Imputation on PEMS-SF