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T1: One-to-One Channel-Head Binding for Multivariate Time-Series Imputation

About

Imputing missing values in multivariate time series remains challenging, especially under diverse missing patterns and heavy missingness. Existing methods suffer from suboptimal performance as corrupted temporal features hinder effective cross-variable information transfer, amplifying reconstruction errors. Robust imputation requires both extracting temporal patterns from sparse observations within each variable and selectively transferring information across variables--yet current approaches excel at one while compromising the other. We introduce T1 (Time series imputation with 1-to-1 channel-head binding), a CNN-Transformer hybrid architecture that achieves robust imputation through Channel-Head Binding--a mechanism creating one-to-one correspondence between CNN channels and attention heads. This design enables selective information transfer: when missingness corrupts certain temporal patterns, their corresponding attention pathways adaptively down-weight based on remaining observable patterns while preserving reliable cross-variable connections through unaffected channels. Experiments on 11 benchmark datasets demonstrate that T1 achieves state-of-the-art performance, reducing MSE by 46% on average compared to the second-best baseline, with particularly strong gains under extreme sparsity (70% missing ratio). The model generalizes to unseen missing patterns without retraining and uses a consistent hyperparameter configuration across all datasets. The code is available at https://github.com/Oppenheimerdinger/T1.

Dongik Park, Hyunwoo Ryu, Suahn Bae, Keondo Park, Hyung-Sin Kim• 2026

Related benchmarks

TaskDatasetResultRank
Time Series ImputationWeather
MAE0.045
120
Time Series ImputationETTm1
MSE0.022
110
Time Series ImputationETTh1
MSE0.049
86
Time Series ImputationETTm2
MSE0.017
83
Time Series ImputationETTh2
MSE0.036
65
Time Series ImputationExchange
MSE0.002
54
Time Series ImputationTime-series Datasets Average (test)
MSE0.017
48
ImputationPhysioNet Natural (80%) + Additional Missing 2012
MSE0.049
45
Time Series ImputationETTm2 (test)
MSE0.016
32
Time Series ImputationETTh2 (test)
MSE0.027
32
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