# An End-to-End Time Series Model for Simultaneous Imputation and Forecast

arXiv: https://arxiv.org/abs/2306.00778 · HTML: https://mlsanity.com/paper/2306.00778/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 31 references that are in the map.
- First posted on arXiv 1 Jun 2023.

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

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [BRITS: Bidirectional Recurrent Imputation for Time Series](https://mlsanity.com/paper/1805.10572/) (2018)
- [GP-VAE: Deep Probabilistic Time Series Imputation](https://mlsanity.com/paper/1907.04155/) (2019)
- [SAITS: Self-Attention-based Imputation for Time Series](https://mlsanity.com/paper/2202.08516/) (2022)
- [Estimating Missing Data in Temporal Data Streams Using Multi-directional Recurrent Neural Networks](https://mlsanity.com/paper/1711.08742/) (2017)
- [Long-Range Transformers for Dynamic Spatiotemporal Forecasting](https://mlsanity.com/paper/2109.12218/) (2021)
- [NRTSI: Non-Recurrent Time Series Imputation](https://mlsanity.com/paper/2102.03340/) (2021)
- [Generative Adversarial Network for Probabilistic Forecast of Random Dynamical System](https://mlsanity.com/paper/2111.03126/) (2021)

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

- [U-shaped Transformer: Retain High Frequency Context in Time Series Analysis](https://mlsanity.com/paper/2307.09019/) (2023)
- [A Supervised Contrastive Learning Pretrain-Finetune Approach for Time Series](https://mlsanity.com/paper/2311.12290/) (2023)

## Abstract (arXiv)

Time series forecasting using historical data has been an interesting and challenging topic, especially when the data is corrupted by missing values. In many industrial problem, it is important to learn the inference function between the auxiliary observations and target variables as it provides additional knowledge when the data is not fully observed. We develop an end-to-end time series model that aims to learn the such inference relation and make a multiple-step ahead forecast. Our framework trains jointly two neural networks, one to learn the feature-wise correlations and the other for the modeling of temporal behaviors. Our model is capable of simultaneously imputing the missing entries and making a multiple-step ahead prediction. The experiments show good overall performance of our framework over existing methods in both imputation and forecasting tasks.