722 research outputs found
STING: Self-attention based Time-series Imputation Networks using GAN
Time series data are ubiquitous in real-world applications. However, one of
the most common problems is that the time series data could have missing values
by the inherent nature of the data collection process. So imputing missing
values from multivariate (correlated) time series data is imperative to improve
a prediction performance while making an accurate data-driven decision.
Conventional works for imputation simply delete missing values or fill them
based on mean/zero. Although recent works based on deep neural networks have
shown remarkable results, they still have a limitation to capture the complex
generation process of the multivariate time series. In this paper, we propose a
novel imputation method for multivariate time series data, called STING
(Self-attention based Time-series Imputation Networks using GAN). We take
advantage of generative adversarial networks and bidirectional recurrent neural
networks to learn latent representations of the time series. In addition, we
introduce a novel attention mechanism to capture the weighted correlations of
the whole sequence and avoid potential bias brought by unrelated ones.
Experimental results on three real-world datasets demonstrate that STING
outperforms the existing state-of-the-art methods in terms of imputation
accuracy as well as downstream tasks with the imputed values therein.Comment: 10 pages. This paper is an accepted version by ICDM'21. The published
version is https://ieeexplore.ieee.org/abstract/document/967918
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