针对时间序列插补中扩散模型表现不稳的问题,提出新框架提升准确性与鲁棒性。
Analyzing and Improving Diffusion Models for Time-Series Data Imputation: A Proximal Recursion Perspective
- 从近端算子视角分析扩散模型,揭示其内在正则化导致精度下降
- 提出SPIRIT框架,通过半近端传输差异优化插补过程,显著提升对非平稳数据的适应性
- 适合处理复杂时间序列缺失数据,尤其在高噪声或动态变化场景下优势明显
扩散模型(DMs)在时间序列数据插补(TSDI)中展现出潜力,但在复杂场景下性能不稳定。我们归因于两大挑战:(1) 非平稳时序动态会干扰推断轨迹,导致对异常值敏感;(2) 目标不一致——插补强调点对点准确恢复,而扩散模型训练目标是生成多样化样本。本文从近端算子视角分析基于扩散模型的插补过程,发现其中隐含的Wasserstein距离正则化会削弱模型对抗非平稳性的能力,并放大多样性而牺牲保真度。基于此,提出新框架SPIRIT(半近端传输正则化时间序列插补)。引入熵诱导的Bregman散度以放松Wasserstein距离中的质量保持约束,构建半近端传输(SPT)差异,并理论证明SPT对非平稳性具有鲁棒性。进一步移除耗散结构,完整推导SPIRIT流程,以SPT作为近端算子。大量实验验证了该方法的有效性。
原文摘要 · Abstract (English)
Diffusion models (DMs) have shown promise for Time-Series Data Imputation (TSDI); however, their performance remains inconsistent in complex scenarios. We attribute this to two primary obstacles: (1) non-stationary temporal dynamics, which can bias the inference trajectory and lead to outlier-sensitive imputations; and (2) objective inconsistency, since imputation favors accurate pointwise recovery whereas DMs are inherently trained to generate diverse samples. To better understand these issues, we analyze DM-based TSDI process through a proximal-operator perspective and uncover that an implicit Wasserstein distance regularization inherent in the process hinders the model's ability to counteract non-stationarity and dissipative regularizer, thereby amplifying diversity at the expense of fidelity. Building on this insight, we propose a novel framework called SPIRIT (Semi-Proximal Transport Regularized time-series Imputation). Specifically, we introduce entropy-induced Bregman divergence to relax the mass preserving constraint in the Wasserstein distance, formulate the semi-proximal transport (SPT) discrepancy, and theoretically prove the robustness of SPT against non-stationarity. Subsequently, we remove the dissipative structure and derive the complete SPIRIT workflow, with SPT serving as the proximal operator. Extensive experiments demonstrate the effectiveness of the proposed SPIRIT approach.
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