用历史模式补全缺失数据,让时间序列修复更准更稳。
ALER-TI: Aligned Latent Embedding Retrieval for Time Series Imputation

- 通过隐空间对齐,把历史数据和缺损查询匹配起来。
- 在六大数据集上,不同缺失率下都显著提升修复效果。
- 不依赖特定模型,可轻松接入各种修复算法。
深度学习已大幅提升时间序列修复性能,但现有方法多依赖局部时间上下文,难以应对现实场景中非平稳动态、弱相关性和稀疏模式等问题。本文提出 ALER-TI:一种基于检索增强的时间序列修复框架,通过显式利用历史模式来补充受损的局部上下文。核心是隐空间对齐(LEA),通过后处理掩码机制,在保持历史嵌入预计算与缓存的前提下,使候选历史序列与查询的缺失模式对齐。ALER-TI 兼容多种基线模型,仅需轻量级适配模块即可集成。在六个真实世界数据集上,不同缺失率下的实验表明,该方法持续提升强基准模型性能,并增强在多样化修复场景中的鲁棒性。
原文摘要 · Abstract (English)
Deep learning has significantly advanced time series imputation, yet most existing architectures primarily rely on localized temporal context within the corrupted input sequence. This reliance can be limiting in real-world scenarios, where time series often exhibit non-stationary dynamics, weak temporal correlations, and infrequent patterns that are difficult to reconstruct from nearby observations alone. In this paper, we propose ALER-TI, Aligned Latent Embedding Retrieval for Time Series Imputation, a retrieval-augmented framework that explicitly leverages historical patterns to supplement degraded local context for more reliable missing-value reconstruction. The core of ALER-TI is Latent Embedding Alignment (LEA), which mitigates the representation mismatch between corrupted queries and complete historical candidates. By applying post-hoc masking in the latent space, LEA aligns candidates with the query's missingness pattern while allowing historical embeddings to be pre-computed and cached for efficient retrieval. ALER-TI is model-agnostic and can be integrated with various imputation backbones through a lightweight adaptation module. Extensive experiments on six real-world datasets under different missing rates demonstrate that ALER-TI consistently improves strong baseline models and enhances robustness across diverse imputation settings.
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