Continuous-time Autoencoders for Regular and Irregular Time Series Imputation
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Abstract (arXiv)
Time series imputation is one of the most fundamental tasks for time series. Real-world time series datasets are frequently incomplete (or irregular with missing observations), in which case imputation is strongly required. Many different time series imputation methods have been proposed. Recent self-attention-based methods show the state-of-the-art imputation performance. However, it has been overlooked for a long time to design an imputation method based on continuous-time recurrent neural networks (RNNs), i.e., neural controlled differential equations (NCDEs). To this end, we redesign time series (variational) autoencoders based on NCDEs. Our method, called continuous-time autoencoder (CTA), encodes an input time series sample into a continuous hidden path (rather than a hidden vector) and decodes it to reconstruct and impute the input. In our experiments with 4 datasets and 19 baselines, our method shows the best imputation performance in almost all cases.
Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). Builds on 29 of its 59 references that are in the map. First posted on arXiv 27 Dec 2023.
Builds on
29 of 59 references.
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17 more
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Built on by
Citing papers per year: 2024: 3; 2025: 2; 2026: 1.
6 papers.
- 2025Glocal Information Bottleneck for Time Series Imputationcited by 9
- 2024Balanced Neural ODEs: nonlinear model order reduction and Koopman operator approximationscited by 3
- 2024Sampling-guided Heterogeneous Graph Neural Network with Temporal Smoothing for Scalable Longitudinal Data Imputationcited by 2
- 2025Boundary-enhanced time series data imputation with long-term dependency diffusion modelscited by 2
- 2026InstructTime++: Time Series Classification with Multimodal Language Modeling via Implicit Feature Enhancementcited by 2
- 2024Bridging Dynamic Factor Models and Neural Controlled Differential Equations for Nowcasting GDPcited by 1
- 2026InstructTime++: Time Series Classification with Multimodal Language Modeling via Implicit Feature Enhancement21 Jan 2026
- 2025Glocal Information Bottleneck for Time Series Imputation6 Oct 2025
- 2025Boundary-enhanced time series data imputation with long-term dependency diffusion models11 Jan 2025
- 2024Sampling-guided Heterogeneous Graph Neural Network with Temporal Smoothing for Scalable Longitudinal Data Imputation7 Nov 2024
- 2024Balanced Neural ODEs: nonlinear model order reduction and Koopman operator approximations14 Oct 2024
- 2024Bridging Dynamic Factor Models and Neural Controlled Differential Equations for Nowcasting GDP13 Sep 2024