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FADTI: Fourier and Attention Driven Diffusion for Multivariate Time Series Imputation

About

Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. However, existing Transformer- and diffusion-based models lack explicit inductive biases and frequency awareness, limiting their generalization under structured missing patterns and distribution shifts. We propose FADTI, a diffusion-based framework that injects frequency-informed feature modulation via a learnable Fourier Bias Projection (FBP) module and combines it with temporal modeling through self-attention and gated convolution. FBP supports multiple spectral bases, enabling adaptive encoding of both stationary and non-stationary patterns. This design injects frequency-domain inductive bias into the generative imputation process. Experiments on multiple benchmarks, including a newly introduced biological time series dataset, show that FADTI consistently outperforms state-of-the-art methods, particularly under high missing rates. Code is available at https://anonymous.4open.science/r/TimeSeriesImputation-52BF

Runze Li, Hanchen Wang, Wenjie Zhang, Binghao Li, Yu Zhang, Xuemin Lin, Ying Zhang• 2025

Related benchmarks

TaskDatasetResultRank
Time Series ImputationWeather
MAE6.327
120
Time Series ImputationETT
MAE0.197
44
Time Series ImputationYeast
MAE5.95
36
Time Series ImputationETT
CRPS0.032
32
Time Series ImputationWeather
RMSE89.942
32
Time Series ImputationWeather
CRPS0.02
32
Time Series ImputationYeast
RMSE34.58
24
Time Series ImputationYeast
CRPS0.012
24
Time Series ImputationETT Point-wise missing
MAPE2.657
16
Time Series ImputationWeather Time-wise missing
MAPE67.157
16
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