Papers › Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models

Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models

19 Aug 2022arXiv:2208.09399archive 2025-07-28

Juan Miguel Lopez Alcaraz, Nils Strodthoff

The imputation of missing values represents a significant obstacle for many real-world data analysis pipelines. Here, we focus on time series data and put forward SSSD, an imputation model that relies on two emerging technologies, (conditional) diffusion models as state-of-the-art generative models and structured state space models as internal model architecture, which are particularly suited to capture long-term dependencies in time series data. We demonstrate that SSSD matches or even exceeds state-of-the-art probabilistic imputation and forecasting performance on a broad range of data sets and different missingness scenarios, including the challenging blackout-missing scenarios, where prior approaches failed to provide meaningful results.

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ai4healthuol/sssd officialmentioned in papermentioned on GitHubpytorchMIT report

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ImputationMissing ValuesState Space ModelsTime SeriesTime Series Analysis

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Diffusion

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