SPDM: Spatiotemporal-Periodic Diffusion Model for Multivariate Time Series Imputation

This paper presents SPDM, an innovative spatiotemporal-periodic diffusion model for multivariate time series interpolation, which addresses the challenges of spatiotemporal dependency and periodicity inherent in real-world datasets. Unlike prior methods, SPDM integrates conditional features capturing spatiotemporal correlations and geographic relationships, enhancing the model's ability to account for complex interdependencies within time series data. A noise prediction module, leveraging Fast Fourier Transform, decomposes time series into periodic components, thereby enabling the model to capture both intra- and inter-period dynamics and inter-channel correlations effectively. Experimental results on multiple industrial datasets show that SPDM outperforms state-of-the-art methods across various missing data scenarios, highlighting its robustness and effectiveness. This work establishes a new approach to time series interpolation by combining conditional information construction with periodicity-aware diffusion modeling, offering promising insights for further applications in time series analysis.