T1通过一对一通道注意力绑定,实现多变量时间序列缺失值精准填补。
T1: One-to-One Channel-Head Binding for Multivariate Time-Series Imputation
- 设计通道-注意力头一对一绑定机制,精准控制跨变量信息传递。
- 在11个数据集上平均降低46%均方误差,极端稀疏(70%缺失)下表现突出。
- 无需重训练即可适应未知缺失模式,统一超参数配置,适合工业级应用。
多变量时间序列缺失值填补仍具挑战性,尤其在多样缺失模式和高缺失率下。现有方法因时间特征被破坏而难以有效跨变量信息传递,导致重建误差放大。可靠填补需同时从各变量中提取稀疏观测的时间模式,并选择性传递跨变量信息——但当前方法往往偏重其一。本文提出T1(Time series imputation with 1-to-1 channel-head binding),一种融合CNN与Transformer的混合架构,通过通道-注意力头绑定机制建立一一对应关系。该设计实现选择性信息传递:当缺失破坏某些时间模式时,其对应注意力路径可自适应降权,同时保留未受影响通道中的可靠跨变量连接。在11个基准数据集上的实验表明,T1达到当前最优性能,相比次优基线平均降低46%的均方误差,尤其在极端稀疏(70%缺失率)条件下提升显著。模型无需重训练即可泛化至未见缺失模式,且所有数据集使用一致超参数配置。代码已开源。
原文摘要 · Abstract (English)
Imputing missing values in multivariate time series remains challenging, especially under diverse missing patterns and heavy missingness. Existing methods suffer from suboptimal performance as corrupted temporal features hinder effective cross-variable information transfer, amplifying reconstruction errors. Robust imputation requires both extracting temporal patterns from sparse observations within each variable and selectively transferring information across variables--yet current approaches excel at one while compromising the other. We introduce T1 (Time series imputation with 1-to-1 channel-head binding), a CNN-Transformer hybrid architecture that achieves robust imputation through Channel-Head Binding--a mechanism creating one-to-one correspondence between CNN channels and attention heads. This design enables selective information transfer: when missingness corrupts certain temporal patterns, their corresponding attention pathways adaptively down-weight based on remaining observable patterns while preserving reliable cross-variable connections through unaffected channels. Experiments on 11 benchmark datasets demonstrate that T1 achieves state-of-the-art performance, reducing MSE by 46% on average compared to the second-best baseline, with particularly strong gains under extreme sparsity (70% missing ratio). The model generalizes to unseen missing patterns without retraining and uses a consistent hyperparameter configuration across all datasets. The code is available at https://github.com/Oppenheimerdinger/T1.
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