Temporal Variational Implicit Neural Representations
About
We introduce Temporal Variational Implicit Neural Representations (TV-INRs), a probabilistic framework for modeling irregular multivariate time series that enables efficient and accurate individualized imputation and forecasting. By integrating implicit neural representations with latent variable models, TV-INRs learn distributions over time-continuous generator functions conditioned on signal-specific covariates. Unlike existing INR approaches that require extensive training, fine-tuning or meta-learning, our method achieves accurate individualized predictions through a single forward pass. Our experiments demonstrate that with a single TV-INRs instance, we can accurately solve diverse imputation and forecasting tasks, offering a computationally efficient and scalable solution for real-world applications. TV-INRs performs particularly well in low-data regimes, where on several datasets it achieves substantially lower imputation error, including order-of-magnitude improvements.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Multivariate Forecasting | Traffic | MSE0.702 | 149 | |
| Multivariate Forecasting | Electricity | MSE0.684 | 126 | |
| Univariate Time Series Forecasting | Traffic | MSE0.373 | 52 | |
| Univariate Time Series Forecasting | Electricity | MSE0.336 | 26 | |
| Multivariate imputation | HAR L=128 (test) | MSE0.379 | 12 | |
| Multivariate imputation | P12 L=48 (test) | MSE0.822 | 12 | |
| Univariate Forecasting | Solar (H) | MSE0.346 | 12 | |
| Multivariate Forecasting | Solar (H) | MSE0.79 | 8 | |
| Classification | HAR 50% missingness (test) | AUC-ROC96.9 | 5 | |
| Classification | HAR 70% missingness (test) | AUC-ROC96.8 | 5 |