mlsanityData to 7 Oct 2026

Continuous-time Autoencoders for Regular and Irregular Time Series Imputation

arXiv 2312.16581 ↗First posted 27 Dec 2023cs.LG cs.IRcited by 6

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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.

References · 29

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17 more
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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 3; 2025: 2; 2026: 1.

6 papers.