# DBT-DMAE: An Effective Multivariate Time Series Pre-Train Model under Missing Data

arXiv: https://arxiv.org/abs/2209.07798 · HTML: https://mlsanity.com/paper/2209.07798/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 28 references that are in the map.
- First posted on arXiv 16 Sep 2022.

## Builds on (most cited first, 17 of 17)

- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [Language Models are Few-Shot Learners](https://mlsanity.com/paper/2005.14165/) (2020)
- [RoBERTa: A Robustly Optimized BERT Pretraining Approach](https://mlsanity.com/paper/1907.11692/) (2019)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [Pre-train, Prompt, and Predict: A Systematic Survey of Prompting Methods in Natural Language Processing](https://mlsanity.com/paper/2107.13586/) (2021)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [Dynamic Convolution: Attention over Convolution Kernels](https://mlsanity.com/paper/1912.03458/) (2019)
- [GAIN: Missing Data Imputation using Generative Adversarial Nets](https://mlsanity.com/paper/1806.02920/) (2018)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [BRITS: Bidirectional Recurrent Imputation for Time Series](https://mlsanity.com/paper/1805.10572/) (2018)
- [A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction](https://mlsanity.com/paper/1704.02971/) (2017)
- [Temporal Pattern Attention for Multivariate Time Series Forecasting](https://mlsanity.com/paper/1809.04206/) (2018)
- [Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networks](https://mlsanity.com/paper/2108.00298/) (2021)
- [Unsupervised Pretraining for Sequence to Sequence Learning](https://mlsanity.com/paper/1611.02683/) (2016)
- [Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values](https://mlsanity.com/paper/1911.10273/) (2019)

## Built on by (most cited first, 1 of 1)

- [MTS-DMAE: Dual-Masked Autoencoder for Unsupervised Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2509.16078/) (2025)

## Abstract (arXiv)

Multivariate time series(MTS) is a universal data type related to many practical applications. However, MTS suffers from missing data problems, which leads to degradation or even collapse of the downstream tasks, such as prediction and classification. The concurrent missing data handling procedures could inevitably arouse the biased estimation and redundancy-training problem when encountering multiple downstream tasks. This paper presents a universally applicable MTS pre-train model, DBT-DMAE, to conquer the abovementioned obstacle. First, a missing representation module is designed by introducing dynamic positional embedding and random masking processing to characterize the missing symptom. Second, we proposed an auto-encoder structure to obtain the generalized MTS encoded representation utilizing an ameliorated TCN structure called dynamic-bidirectional-TCN as the basic unit, which integrates the dynamic kernel and time-fliping trick to draw temporal features effectively. Finally, the overall feed-in and loss strategy is established to ensure the adequate training of the whole model. Comparative experiment results manifest that the DBT-DMAE outperforms the other state-of-the-art methods in six real-world datasets and two different downstream tasks. Moreover, ablation and interpretability experiments are delivered to verify the validity of DBT-DMAE's substructures.