arXiv:2508.19011cs.LGcs.AI2025-08被引 3

用扩散模型填补工业时序数据缺失,兼顾动态真实性和预测能力。

STDiff: A State Transition Diffusion Framework for Time Series Imputation in Industrial Systems

  • 将缺失填补建模为部分可观测下的状态空间模拟,利用条件扩散生成
  • 在两个污水厂数据集上优于SAITS、BRITS等基线,尤其在保留振荡与突变方面表现突出
  • 适合需要高保真动态重建的工业监控场景,推荐结合可视化评估

不完整的传感器数据是工业时序分析的主要障碍。在污水处理厂(WWTPs)中,关键传感器因污染、维护和断电导致长期不规则数据缺失。我们提出STDiff和STDiff-W,基于扩散模型的填补方法,将缺失填充建模为部分可观测下的状态空间模拟,目标变量、控制信号和外生输入均可间歇性缺失。STDiff学习一个以观测值和掩码为条件的一步转移模型;STDiff-W进一步引入上下文编码器,联合修复连续数据块,兼顾长程一致性与短时细节。在两个WWTP数据集(一个来自Agtrup的合成块缺失,另一个来自Avedøre的真实断电)上,STDiff-W在点误差指标上优于SAITS、BRITS和CSDI等强基线。其重构结果不仅保持了真实的动态特征,如振荡、尖峰和状态跃迁,且在下游一步预测任务中达到或超过基线性能,表明动态保真度未牺牲预测效用。消融实验显示,若移除、打乱或添加噪声于控制或外生输入,NH4和PO4的填补性能均下降,其中外生信号缺失导致最严重退化,证明模型捕捉到有意义的依赖关系。最后,我们提供部署建议:除MAE外,应结合任务导向评估与视觉检查,纳入外生驱动变量,并权衡计算成本与对结构化断电的鲁棒性。

原文摘要 · Abstract (English)

Incomplete sensor data is a major obstacle in industrial time-series analytics. In wastewater treatment plants (WWTPs), key sensors show long, irregular gaps caused by fouling, maintenance, and outages. We introduce STDiff and STDiff-W, diffusion-based imputers that cast gap filling as state-space simulation under partial observability, where targets, controls, and exogenous signals may all be intermittently missing. STDiff learns a one-step transition model conditioned on observed values and masks, while STDiff-W extends this with a context encoder that jointly inpaints contiguous blocks, combining long-range consistency with short-term detail. On two WWTP datasets (one with synthetic block gaps from Agtrup and another with natural outages from Avedøre), STDiff-W achieves state-of-the-art accuracy compared with strong neural baselines such as SAITS, BRITS, and CSDI. Beyond point-error metrics, its reconstructions preserve realistic dynamics including oscillations, spikes, and regime shifts, and they achieve top or tied-top downstream one-step forecasting performance compared with strong neural baselines, indicating that preserving dynamics does not come at the expense of predictive utility. Ablation studies that drop, shuffle, or add noise to control or exogenous inputs consistently degrade NH4 and PO4 performance, with the largest deterioration observed when exogenous signals are removed, showing that the model captures meaningful dependencies. We conclude with practical guidance for deployment: evaluate performance beyond MAE using task-oriented and visual checks, include exogenous drivers, and balance computational cost against robustness to structured outages.

时序填补扩散模型工业数据动态保真

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