{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/diffusion-based-time-series-imputation-and","title":"Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models","arxiv_id":"2208.09399","date":"2022-08-19","proceeding":null,"authors":["Juan Miguel Lopez Alcaraz","Nils Strodthoff"],"abstract":"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.","url_abs":"https://arxiv.org/abs/2208.09399v3","url_pdf":"https://arxiv.org/pdf/2208.09399v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"diffusion-based-time-series-imputation-and","repo_url":"https://github.com/ai4healthuol/sssd","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"imputation","task_name":"Imputation"},{"task_slug":"missing-values","task_name":"Missing Values"},{"task_slug":"state-space-models","task_name":"State Space Models"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[{"method_slug":"diffusion","method_name":"Diffusion"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":"https://app.syntology.ai/?focus=2208.09399","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}