用掩码扩散模型直接预测原始值,提升时间序列插补效果
Discretizing Continuous Time Series for Imputation with Masked Diffusion Training

- 引入结构正交的MASK token与原值分离表示
- 直接预测原始信号,避免噪声预测偏差
- 提出随机离散化方法,适配时间序列连续性
时间序列插补对可靠分析至关重要,但受真实数据复杂动态和噪声影响仍具挑战。现有方法存在两大缺陷:缺失与观测值共用同一表征空间,且基于扩散的方法训练目标为预测添加噪声而非原始信号。为此,我们提出掩码扩散时间序列插补模型(MDTIM),采用掩码扩散训练范式。MASK token与有效观测在结构上正交,模型直接预测原始值,使表征与学习目标均自然匹配插补任务。为弥合离散掩码扩散与时间序列连续、有序特性的差距,我们进一步提出随机离散化方法,将连续值映射为保序令牌同时保留连续动态。在多种基准上的实验表明,MDTIM在不同缺失场景下均显著优于当前最优的确定性与生成式基线,展现出更优的鲁棒性与可扩展性。
原文摘要 · Abstract (English)
Time series imputation is a crucial area for reliable time series analysis, yet it remains challenging due to the complex temporal dynamics and noise of real-world data. Existing approaches, however, exhibit two limitations: missing and observed values are embedded within the same representation space without explicit structural separation, and continuous diffusion-based methods are trained to predict added noise rather than the original signal. To address these, we propose the Masked Diffusion Time-series Imputation Model (MDTIM), which leverages the training paradigm of masked diffusion model for imputation tasks. The MASK token is structurally orthogonal to valid observations, and the model directly predicts the original values, naturally aligning both the representation and the learning objective with the imputation task. To bridge the gap between discrete masked diffusion and the continuous, ordinal nature of time series, we further introduce Stochastic Discretization, which maps continuous values to ordinal-aware tokens while preserving continuous dynamics. Our experiments on diverse benchmarks confirm that MDTIM achieves superior robustness and scalability, consistently outperforming state-of-the-art deterministic and generative baselines across various missing scenarios.
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