提出新方法同时学习全局与局部依赖,提升多变量时间序列填补精度。
GLAIM: Learning Global and Local Adaptive Inter-Variable Dependency for Multivariate Time Series Imputation

- 设计全局-局部协同框架,兼顾稳定性与适应性
- 在9个真实数据集上超越现有方法,缺失率变化下仍稳定
- 适合处理缺失模式复杂、数据非平稳的时序任务
多变量时间序列填补是下游分析的基础,但如何在观测不全的情况下建模变量间依赖仍具挑战。现有方法或学习跨样本的全局依赖,或针对每个样本动态建模局部依赖:前者稳定但对样本差异和时间非平稳适应差,后者灵活却在观测不足时不可靠,易导致错误信息传播。为此,我们提出GLAIM——一种全局-局部自适应变量间依赖建模框架。其包含两个互补组件:稳定全局依赖构造器从互补的时间表示中提取鲁棒的全局变量依赖,形成抗样本特异性缺失与噪声的稳定基础;样本条件依赖精炼器基于每个样本的时序状态和可用观测,动态调整该基础,实现不完整观测下的可靠局部优化。在9个真实世界数据集上的大量实验表明,GLAIM在随机与块状缺失下均达到当前最优性能,对缺失率变化具有鲁棒性,且其全局与局部组件互补性显著。代码已开源于https://github.com/LuRenjias/GLAIM。
原文摘要 · Abstract (English)
Multivariate time series imputation is fundamental to downstream analysis, yet modeling inter-variable dependencies with incomplete observations remains challenging. Existing methods learn global dependencies across samples or dynamic local dependencies per sample. Global dependencies are stable but adapt poorly to sample variations and temporal non-stationarity, whereas local dependencies are adaptive yet unreliable when observations are insufficient, causing erroneous information propagation. To address these limitations, we propose GLAIM, a Global-Local Adaptive Inter-variable Dependency Modeling framework for multivariate time series imputation. GLAIM comprises two complementary components. The Stable Global Dependency Constructor derives robust global inter-variable dependencies from complementary temporal representations, providing a stable backbone less affected by sample-specific missingness and noise. The Sample-Conditioned Dependency Refiner adapts this backbone to each sample and time step using its temporal state and available observations, enabling reliable local refinement under incomplete observations. Extensive experiments on nine real-world datasets demonstrate that GLAIM achieves state-of-the-art performance under random and block missingness, remains robust to missing-rate shifts, and benefits from its complementary global and local components. Code is available at https://github.com/LuRenjias/GLAIM.
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。