Papers › SAITS: Self-Attention-based Imputation for Time Series

SAITS: Self-Attention-based Imputation for Time Series

17 Feb 2022arXiv:2202.08516archive 2025-07-28

Wenjie Du, David Cote, Yan Liu

Missing data in time series is a pervasive problem that puts obstacles in the way of advanced analysis. A popular solution is imputation, where the fundamental challenge is to determine what values should be filled in. This paper proposes SAITS, a novel method based on the self-attention mechanism for missing value imputation in multivariate time series. Trained by a joint-optimization approach, SAITS learns missing values from a weighted combination of two diagonally-masked self-attention (DMSA) blocks. DMSA explicitly captures both the temporal dependencies and feature correlations between time steps, which improves imputation accuracy and training speed. Meanwhile, the weighted-combination design enables SAITS to dynamically assign weights to the learned representations from two DMSA blocks according to the attention map and the missingness information. Extensive experiments quantitatively and qualitatively demonstrate that SAITS outperforms the state-of-the-art methods on the time-series imputation task efficiently and reveal SAITS' potential to improve the learning performance of pattern recognition models on incomplete time-series data from the real world. The code is open source on GitHub at https://github.com/WenjieDu/SAITS.

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WenjieDu/SAITS officialmentioned in papermentioned on GitHubpytorch report
WenjieDu/PyPOTS officialmentioned on GitHubpytorch report
gorgen2020/LSSDM_imputation mentioned on GitHubpytorchMIT report

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read_arguments WenjieDu/SAITS/run_models.py official repository ran · our draft was wrong MIT (permissive) · eda3c011569ce7aa · report
result_processing WenjieDu/SAITS/run_models.py official repository unverified MIT (permissive) · 969cbb4487c84c89 · report
Conv1d_with_init gorgen2020/LSSDM_imputation/diff_models.py community (archive-listed) ran · our draft was wrong MIT (permissive) · 7340b482ffe44836 · report
get_torch_trans gorgen2020/LSSDM_imputation/diff_models.py community (archive-listed) ran · our draft was wrong MIT (permissive) · e706793d7d22ae44 · report
extract_hour gorgen2020/LSSDM_imputation/dataset_physio.py community (archive-listed) unverified MIT (permissive) · a8551932723a26a9 · report
get_dataloader gorgen2020/LSSDM_imputation/dataset_pm25.py community (archive-listed) unverified MIT (permissive) · ccd6544c73cf2a29 · report
get_dataloader_original gorgen2020/LSSDM_imputation/dataset_pm25.py community (archive-listed) unverified MIT (permissive) · 52837d0ce876252f · report
parse_data gorgen2020/LSSDM_imputation/dataset_physio.py community (archive-listed) unverified MIT (permissive) · d166bfcd5d4c397e · report
parse_id gorgen2020/LSSDM_imputation/dataset_physio.py community (archive-listed) unverified MIT (permissive) · 5c04f3d80eeca460 · report
sample_mask gorgen2020/LSSDM_imputation/dataset_pemsbay.py community (archive-listed) unverified MIT (permissive) · 353b5cb711bb921e · report

Tasks

ImputationMissing ValuesMultivariate Time Series ImputationTime SeriesTime Series AnalysisTime Series Classification

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Multivariate Time Series Imputation Electricity SAITS MAE (100 steps, 10% data missing) 0.735 #1 of 1 Archive leaderboard report
Multivariate Time Series Imputation PhysioNet Challenge 2012 SAITS MAE (10% of data as GT) 0.186 #1 of 9 Archive leaderboard report

Ranks are positions in the archive's leaderboards as they stood at the 2025-07-28 snapshot. Results published since then are not among these rows, so a rank here is not a current standing.

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