Papers › CoSTI: Consistency Models for (a faster) Spatio-Temporal Imputation

CoSTI: Consistency Models for (a faster) Spatio-Temporal Imputation

31 Jan 2025arXiv:2501.19364archive 2025-07-28

Javier Solís-García, Belén Vega-Márquez, Juan A. Nepomuceno, Isabel A. Nepomuceno-Chamorro

Multivariate Time Series Imputation (MTSI) is crucial for many applications, such as healthcare monitoring and traffic management, where incomplete data can compromise decision-making. Existing state-of-the-art methods, like Denoising Diffusion Probabilistic Models (DDPMs), achieve high imputation accuracy; however, they suffer from significant computational costs and are notably time-consuming due to their iterative nature. In this work, we propose CoSTI, an innovative adaptation of Consistency Models (CMs) for the MTSI domain. CoSTI employs Consistency Training to achieve comparable imputation quality to DDPMs while drastically reducing inference times, making it more suitable for real-time applications. We evaluate CoSTI across multiple datasets and missing data scenarios, demonstrating up to a 98% reduction in imputation time with performance on par with diffusion-based models. This work bridges the gap between efficiency and accuracy in generative imputation tasks, providing a scalable solution for handling missing data in critical spatio-temporal systems.

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Code

javiersgjavi/costi officialmentioned in papermentioned on GitHubpytorch report

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Tasks

Decision MakingDenoisingImputationManagementMultivariate Time Series Imputation

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Multivariate Time Series Imputation METR-LA COSTI 1 step MAE 1.76 #1 of 1 Archive leaderboard report

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Methods

Consistency ModelsDiffusion

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