# Imputing Missing Observations with Time Sliced Synthetic Minority Oversampling Technique

arXiv: https://arxiv.org/abs/2201.05634 · HTML: https://mlsanity.com/paper/2201.05634/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 10 of its 26 references that are in the map.
- First posted on arXiv 14 Jan 2022.

## Builds on (most cited first, 10 of 10)

- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Sequence to Sequence Learning with Neural Networks](https://mlsanity.com/paper/1409.3215/) (2014)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [BRITS: Bidirectional Recurrent Imputation for Time Series](https://mlsanity.com/paper/1805.10572/) (2018)
- [Interpolation-Prediction Networks for Irregularly Sampled Time Series](https://mlsanity.com/paper/1909.07782/) (2019)
- [Modeling Missing Data in Clinical Time Series with RNNs](https://mlsanity.com/paper/1606.04130/) (2016)
- [Learning to Detect Sepsis with a Multitask Gaussian Process RNN Classifier](https://mlsanity.com/paper/1706.04152/) (2017)
- [Multi-resolution Networks For Flexible Irregular Time Series Modeling (Multi-FIT)](https://mlsanity.com/paper/1905.00125/) (2019)
- [Deep Learning to Attend to Risk in ICU](https://mlsanity.com/paper/1707.05010/) (2017)
- [Recover Missing Sensor Data with Iterative Imputing Network](https://mlsanity.com/paper/1711.07878/) (2017)

## Built on by (most cited first, 2 of 2)

- [Transforming Credit Risk Analysis: A Time-Series-Driven ResE-BiLSTM Framework for Post-Loan Default Detection](https://mlsanity.com/paper/2508.00415/) (2025)
- [Setting the Standard: Recommended Practices for Data Preprocessing in Data-Driven Climate Prediction](https://mlsanity.com/paper/2508.07062/) (2025)

## Abstract (arXiv)

We present a simple yet novel time series imputation technique with the goal of constructing an irregular time series that is uniform across every sample in a data set. Specifically, we fix a grid defined by the midpoints of non-overlapping bins (dubbed "slices") of observation times and ensure that each sample has values for all of the features at that given time. This allows one to both impute fully missing observations to allow uniform time series classification across the entire data and, in special cases, to impute individually missing features. To do so, we slightly generalize the well-known class imbalance algorithm SMOTE citesmote to allow component wise nearest neighbor interpolation that preserves correlations when there are no missing features. We visualize the method in the simplified setting of 2-dimensional uncoupled harmonic oscillators. Next, we use tSMOTE to train an Encoder/Decoder long-short term memory (LSTM) model with Logistic Regression for predicting and classifying distinct trajectories of different 2D oscillators. After illustrating the the utility of tSMOTE in this context, we use the same architecture to train a clinical model for COVID-19 disease severity on an imputed data set. Our experiments show an improvement over standard mean and median imputation techniques by allowing a wider class of patient trajectories to be recognized by the model, as well as improvement over aggregated classification models.
