Iterative Time Series Imputation by Maintaining Dependency Consistency

Data imputation is crucial in the analysis of incomplete time series, such as forecasting and classification, which involves learning dependencies among the observed values to infer missing ones. As there are no ground truths for missing values, the challenge of time series imputation lies in preventing the model from overfitting to spurious correlations. In this article, we believe that ensuring dependency consistency between observed and imputed values in a sequence is paramount for data imputation. Based on this idea, we propose a model called IR 2 -Net , 1 which combines an incomplete representation mechanism (IRM) with an iterative reconstruction framework (IRF) to establish a closed-loop learning-validation imputation paradigm. Firstly, IRM facilitates the representation of dependencies in incomplete sequences while preserving their distributions and semantics, effectively preventing the model from capturing spurious correlations. Secondly, IRF enables the model to reconstruct identical complete sequences separately based on imputed and observed values, ensuring that the dependencies of imputed values remain consistent with those of the observed ones. We conduct experiments on four datasets and compare IR 2 -Net with seven state-of-the-art imputation models. The experiment results show that IR 2 -Net outperforms all the baselines by 4.1%–23.4% in terms of accuracy. Moreover, IRF and IRM are two general modules that can be easily integrated into two existing models, significantly enhancing their performance by 18.3%–42.0%.