跨域时间序列缺失值填补,用频域融合与扩散模型提升准确性
Cross-Domain Conditional Diffusion Models for Time Series Imputation
- 基于频域特征融合构建跨域先验,保留各自时序结构
- 扩散模型学习共享表征并区分领域特异性依赖关系
- 仅对输出层差异正则化,实现知识迁移又不破坏领域特性
跨域时间序列填补是一个数据驱动的研究任务,面临高缺失率和时序动态分布偏移的挑战。现有方法多集中于单域设置,难以适应存在分布偏移的新领域;传统域自适应方法又假设源域和目标域数据完整,无法应对缺失数据。本文从三个角度提出解决方案:(i) 数据层面,设计基于频率的时间序列插值策略,融合双域共享频谱成分,同时保留领域特异性时序结构,构建有效的填补先验;(ii) 模型层面,提出基于扩散的填补模型,通过专用去噪网络有效学习共享表征并捕捉领域特异性时序依赖;(iii) 算法层面,引入跨域一致性对齐策略,选择性地正则化输出层的域差异,实现有效知识迁移的同时保留领域特性。在三个真实世界数据集上的大量实验验证了所提方法的优越性。
原文摘要 · Abstract (English)
Cross-domain time series imputation is an underexplored data-centric research task that presents significant challenges, particularly when the target domain suffers from high missing rates and domain shifts in temporal dynamics. Existing time series imputation approaches primarily focus on the single-domain setting, which cannot effectively adapt to a new domain with domain shifts. Meanwhile, conventional domain adaptation techniques struggle with data incompleteness, as they typically assume the data from both source and target domains are fully observed to enable adaptation. For the problem of cross-domain time series imputation, missing values introduce high uncertainty that hinders distribution alignment, making existing adaptation strategies ineffective. Specifically, our proposed solution tackles this problem from three perspectives: (i) Data: We introduce a frequency-based time series interpolation strategy that integrates shared spectral components from both domains while retaining domain-specific temporal structures, constructing informative priors for imputation. (ii) Model: We design a diffusion-based imputation model that effectively learns domain-shared representations and captures domain-specific temporal dependencies with dedicated denoising networks. (iii) Algorithm: We further propose a cross-domain consistency alignment strategy that selectively regularizes output-level domain discrepancies, enabling effective knowledge transfer while preserving domain-specific characteristics. Extensive experiments on three real-world datasets demonstrate the superiority of our proposed approach. Our code implementation is available here.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。