Deep Learning for Multivariate Time Series Imputation: A Survey
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Abstract (arXiv)
Missing values are ubiquitous in multivariate time series (MTS) data, posing significant challenges for accurate analysis and downstream applications. In recent years, deep learning-based methods have successfully handled missing data by leveraging complex temporal dependencies and learned data distributions. In this survey, we provide a comprehensive summary of deep learning approaches for multivariate time series imputation (MTSI) tasks. We propose a novel taxonomy that categorizes existing methods based on two key perspectives: imputation uncertainty and neural network architecture. Furthermore, we summarize existing MTSI toolkits with a particular emphasis on the PyPOTS Ecosystem, which provides an integrated and standardized foundation for MTSI research. Finally, we discuss key challenges and future research directions, which give insight for further MTSI research. This survey aims to serve as a valuable resource for researchers and practitioners in the field of time series analysis and missing data imputation tasks.A well-maintained MTSI paper and tool list are available at https://github.com/WenjieDu/Awesome_Imputation.
Key facts. Cited by 57 papers in the map (data through 7 Oct 2026). Builds on 35 of its 74 references that are in the map. First posted on arXiv 6 Feb 2024.
Builds on
35 of 74 references.
References · 35
- 2017Attention Is All You Needcited by 59,932
- 2021Efficiently Modeling Long Sequences with Structured State Spacescited by 2,424
- 2020Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecastingcited by 2,141
- 2022RePaint: Inpainting using Denoising Diffusion Probabilistic Modelscited by 1,419
- 2022TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysiscited by 1,030
- 2023Time-LLM: Time Series Forecasting by Reprogramming Large Language Modelscited by 680
- 2023One Fits All:Power General Time Series Analysis by Pretrained LMcited by 615
- 2021CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputationcited by 577
- 2016Recurrent Neural Networks for Multivariate Time Series with Missing Valuescited by 548
- 2022Transformers in Time Series: A Surveycited by 489
- 2017Real-valued (Medical) Time Series Generation with Recurrent Conditional GANscited by 329
- 2018BRITS: Bidirectional Recurrent Imputation for Time Seriescited by 288
23 more
- 2024Timer: Generative Pre-trained Transformers Are Large Time Series Modelscited by 198
- 2022Diffusion-based Time Series Imputation and Forecasting with Structured State Space Modelscited by 195
- 2019GP-VAE: Deep Probabilistic Time Series Imputationcited by 171
- 2022SAITS: Self-Attention-based Imputation for Time Seriescited by 167
- 2023Large Models for Time Series and Spatio-Temporal Data: A Survey and Outlookcited by 109
- 2019sktime: A Unified Interface for Machine Learning with Time Seriescited by 98
- 2021Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networkscited by 93
- 2017Estimating Missing Data in Temporal Data Streams Using Multi-directional Recurrent Neural Networkscited by 86
- 2022Learning to Reconstruct Missing Data from Spatiotemporal Graphs with Sparse Observationscited by 64
- 2023PriSTI: A Conditional Diffusion Framework for Spatiotemporal Imputationcited by 62
- 2021MIRACLE: Causally-Aware Imputation via Learning Missing Data Mechanismscited by 50
- 2023ImputeFormer: Low Rankness-Induced Transformers for Generalizable Spatiotemporal Imputationcited by 50
- 2022Modeling Temporal Data as Continuous Functions with Stochastic Process Diffusioncited by 39
- 2020Time Series Data Imputation: A Survey on Deep Learning Approachescited by 34
- 2020Uncertainty-Aware Variational-Recurrent Imputation Network for Clinical Time Seriescited by 33
- 2021Missing Value Imputation on Multidimensional Time Seriescited by 33
- 2023Provably Convergent Schr"odinger Bridge with Applications to Probabilistic Time Series Imputationcited by 26
- 2021NRTSI: Non-Recurrent Time Series Imputationcited by 25
- 2019CDSA: Cross-Dimensional Self-Attention for Multivariate, Geo-tagged Time Series Imputationcited by 24
- 2023Probabilistic Imputation for Time-series Classification with Missing Datacited by 21
- 2023Data Imputation for Sparse Radio Maps in Indoor Positioning (Extended Version)cited by 6
- 2022Differentiable and Scalable Generative Adversarial Models for Data Imputationcited by 5
- 2023Enhancing Missing Data Imputation of Non-stationary Signals with Harmonic Decompositioncited by 1
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Citing papers per year: 2024: 18; 2025: 19; 2026: 20.
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- 2024Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Expertscited by 280
- 2024Foundation Models for Time Series Analysis: A Tutorial and Surveycited by 234
- 2024A Survey on Diffusion Models for Time Series and Spatio-Temporal Datacited by 66
- 2024TSI-Bench: Benchmarking Time Series Imputationcited by 33
- 2025Foundation Models for Time Series: A Surveycited by 19
- 2025Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Seriescited by 16
- 2024Zero-shot Imputation with Foundation Inference Models for Dynamical Systemscited by 13
- 2024Causality-Aware Spatiotemporal Graph Neural Networks for Spatiotemporal Time Series Imputationcited by 11
- 2025BEDTime: A Unified Benchmark for Automatically Describing Time Seriescited by 11
- 2024TimeCHEAT: A Channel Harmony Strategy for Irregularly Sampled Multivariate Time Series Analysiscited by 10
- 2025Glocal Information Bottleneck for Time Series Imputationcited by 9
- 2026TSAQA: Time Series Analysis Question And Answering Benchmarkcited by 8
38 more
- 2024Beyond Random Missingness: Clinically Rethinking for Healthcare Time Series Imputationcited by 6
- 2024Task-oriented Time Series Imputation Evaluation via Generalized Representerscited by 6
- 2024How Deep is your Guess? A Fresh Perspective on Deep Learning for Medical Time-Series Imputationcited by 5
- 2024A Temporally Disentangled Contrastive Diffusion Model for Spatiotemporal Imputationcited by 4
- 2024NuwaTS: a Foundation Model Mending Every Incomplete Time Seriescited by 4
- 2024Rethinking the Diffusion Models for Numerical Tabular Data Imputation from the Perspective of Wasserstein Gradient Flowcited by 3
- 2024Using matrix-product states for time-series machine learningcited by 2
- 2025Bridging Smart Meter Gaps: A Benchmark of Statistical, Machine Learning and Time Series Foundation Models for Data Imputationcited by 2
- 2025IMTS is Worth Time × Channel Patches: Visual Masked Autoencoders for Irregular Multivariate Time Series Predictioncited by 2
- 2025MoGU: Mixture-of-Gaussians with Uncertainty-based Gating for Time Series Forecastingcited by 2
- 2025FADTI: Fourier and Attention Driven Diffusion for Multivariate Time Series Imputationcited by 2
- 2026Learning to Factorize and Adapt: A Versatile Approach Toward Universal Spatio-Temporal Foundation Modelscited by 2
- 2026Multi-scale hypergraph meets LLMs: Aligning large language models for time series analysiscited by 2
- 2026T1: One-to-One Channel-Head Binding for Multivariate Time-Series Imputationcited by 2
- 2024TIMBA: Time series Imputation with Bi-directional Mamba Blocks and Diffusion modelscited by 1
- 2025Integrating Sequence and Image Modeling in Irregular Medical Time Series Through Self-Supervised Learningcited by 1
- 2025CoIFNet: A Unified Framework for Multivariate Time Series Forecasting with Missing Valuescited by 1
- 2026Spatial-Temporal Feedback Diffusion Guidance for Controlled Traffic Imputationcited by 1
- 2026HELIX: Hybrid Encoding with Learnable Identity and Cross-dimensional Synthesis for Time Series Imputationcited by 1
- 2026AION: Next-Generation Tasks and Practical Harness for Time Seriescited by 1
- 2026TRACE: A Temporal Conditional Estimation for Multimodal Time Series Foundation Modelscited by 1
- 2026Anomaly Detection for Sparse and Irregular Multivariate Time Series with Latent SDEscited by 1
- 2024Is Precise Recovery Necessary? A Task-Oriented Imputation Approach for Time Series Forecasting on Variable Subsetcited by 0
- 2024MuSiCNet: A Gradual Coarse-to-Fine Framework for Irregularly Sampled Multivariate Time Series Analysiscited by 0
- 2024A Survey and Benchmarking of Spatial-Temporal Traffic Data Imputation Modelscited by 0
- 2025NeuralPrefix: A Zero-shot Sensory Data Imputation Plugincited by 0
- 2025A new membership inference attack that spots memorization in generative and predictive models: Loss-Based with Reference Model algorithm (LBRM)cited by 0
- 2025Imputation of Missing Data in Smooth Pursuit Eye Movements Using a Self-Attention-based Deep Learning Approachcited by 0
- 2025From Time Series Analysis to Question Answering: A Survey in the LLM Eracited by 0
- 2025Hallucination Detection and Mitigation with Diffusion in Multi-Variate Time-Series Foundation Modelscited by 0
- 2025An Improved Time Series Anomaly Detection by Applying Structural Similaritycited by 0
- 2025Diffusion Transformers for Imputation: Statistical Efficiency and Uncertainty Quantificationcited by 0
- 2025An Interdisciplinary and Cross-Task Review on Missing Data Imputationcited by 0
- 2025IBMA: An Imputation-Based Mixup Augmentation Using Self-Supervised Learning for Time Series Datacited by 0
- 2026A Unified Variational Imputation Framework for Electric Vehicle Charging Data Using Retrieval-Augmented Language Modelcited by 0
- 2026Beyond Static Uncertainty: Modeling Temporal Uncertainty Dynamics for Probabilistic Time Series Forecastingcited by 0
- 2026Conditional Imputation for Within-Modality Missingness in Multi-Modal Federated Learningcited by 0
- 2026End-to-End Learning for Partially-Observed Time Series with PyPOTScited by 0
50 most cited of 57 All 57 (JSON)
- 2026A Time-Aware Bag-of-Receptive-Fields for Interpretable Irregular Time Series Classification30 Sep 2026
- 2026When Does Adversarial Refinement Help? A Negative Result and Open Problem in Adapting R3GAN to Time Series Imputation19 Sep 2026
- 2026Evaluating Deep Multivariate Imputation Models on Wearable Device Data25 Aug 2026
- 2026Discretizing Continuous Time Series for Imputation with Masked Diffusion Training19 Aug 2026
- 2026GLAIM: Learning Global and Local Adaptive Inter-Variable Dependency for Multivariate Time Series Imputation3 Aug 2026
- 2026Anomaly Detection for Sparse and Irregular Multivariate Time Series with Latent SDEs17 Jun 2026
- 2026PAMF: Prior-Aware Multimodal Fusion for Incomplete Time Series Data4 Jun 2026
- 2026TRACE: A Temporal Conditional Estimation for Multimodal Time Series Foundation Models4 Jun 2026
- 2026Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEs28 May 2026
- 2026AION: Next-Generation Tasks and Practical Harness for Time Series24 May 2026
- 2026HELIX: Hybrid Encoding with Learnable Identity and Cross-dimensional Synthesis for Time Series Imputation4 May 2026
- 2026End-to-End Learning for Partially-Observed Time Series with PyPOTS27 Apr 2026
38 more
- 2026Conditional Imputation for Within-Modality Missingness in Multi-Modal Federated Learning25 Apr 2026
- 2026Beyond Static Uncertainty: Modeling Temporal Uncertainty Dynamics for Probabilistic Time Series Forecasting25 Mar 2026
- 2026T1: One-to-One Channel-Head Binding for Multivariate Time-Series Imputation24 Feb 2026
- 2026Multi-scale hypergraph meets LLMs: Aligning large language models for time series analysis4 Feb 2026
- 2026TSAQA: Time Series Analysis Question And Answering Benchmark30 Jan 2026
- 2026A Unified Variational Imputation Framework for Electric Vehicle Charging Data Using Retrieval-Augmented Language Model20 Jan 2026
- 2026Learning to Factorize and Adapt: A Versatile Approach Toward Universal Spatio-Temporal Foundation Models17 Jan 2026
- 2026Spatial-Temporal Feedback Diffusion Guidance for Controlled Traffic Imputation8 Jan 2026
- 2025FADTI: Fourier and Attention Driven Diffusion for Multivariate Time Series Imputation17 Dec 2025
- 2025IBMA: An Imputation-Based Mixup Augmentation Using Self-Supervised Learning for Time Series Data11 Nov 2025
- 2025An Interdisciplinary and Cross-Task Review on Missing Data Imputation3 Nov 2025
- 2025MoGU: Mixture-of-Gaussians with Uncertainty-based Gating for Time Series Forecasting8 Oct 2025
- 2025Glocal Information Bottleneck for Time Series Imputation6 Oct 2025
- 2025Diffusion Transformers for Imputation: Statistical Efficiency and Uncertainty Quantification2 Oct 2025
- 2025An Improved Time Series Anomaly Detection by Applying Structural Similarity24 Sep 2025
- 2025BEDTime: A Unified Benchmark for Automatically Describing Time Series5 Sep 2025
- 2025Hallucination Detection and Mitigation with Diffusion in Multi-Variate Time-Series Foundation Models23 Jul 2025
- 2025CoIFNet: A Unified Framework for Multivariate Time Series Forecasting with Missing Values16 Jun 2025
- 2025From Time Series Analysis to Question Answering: A Survey in the LLM Era13 Jun 2025
- 2025Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Series12 Jun 2025
- 2025Imputation of Missing Data in Smooth Pursuit Eye Movements Using a Self-Attention-based Deep Learning Approach31 May 2025
- 2025IMTS is Worth Time × Channel Patches: Visual Masked Autoencoders for Irregular Multivariate Time Series Prediction28 May 2025
- 2025A new membership inference attack that spots memorization in generative and predictive models: Loss-Based with Reference Model algorithm (LBRM)6 May 2025
- 2025Foundation Models for Time Series: A Survey5 Apr 2025
- 2025Integrating Sequence and Image Modeling in Irregular Medical Time Series Through Self-Supervised Learning10 Feb 2025
- 2025NeuralPrefix: A Zero-shot Sensory Data Imputation Plugin9 Feb 2025
- 2025Bridging Smart Meter Gaps: A Benchmark of Statistical, Machine Learning and Time Series Foundation Models for Data Imputation13 Jan 2025
- 2024Using matrix-product states for time-series machine learning20 Dec 2024
- 2024TimeCHEAT: A Channel Harmony Strategy for Irregularly Sampled Multivariate Time Series Analysis17 Dec 2024
- 2024A Survey and Benchmarking of Spatial-Temporal Traffic Data Imputation Models6 Dec 2024
- 2024MuSiCNet: A Gradual Coarse-to-Fine Framework for Irregularly Sampled Multivariate Time Series Analysis2 Dec 2024
- 2024Is Precise Recovery Necessary? A Task-Oriented Imputation Approach for Time Series Forecasting on Variable Subset15 Nov 2024
- 2024Task-oriented Time Series Imputation Evaluation via Generalized Representers9 Oct 2024
- 2024TIMBA: Time series Imputation with Bi-directional Mamba Blocks and Diffusion models8 Oct 2024
- 2024Time-MoE: Billion-Scale Time Series Foundation Models with Mixture of Experts24 Sep 2024
- 2024How Deep is your Guess? A Fresh Perspective on Deep Learning for Medical Time-Series Imputation11 Jul 2024
- 2024Rethinking the Diffusion Models for Numerical Tabular Data Imputation from the Perspective of Wasserstein Gradient Flow22 Jun 2024
- 2024TSI-Bench: Benchmarking Time Series Imputation18 Jun 2024
50 newest of 57 All 57 (JSON)
- 2024A Survey on Diffusion Models for Time Series and Spatio-Temporal Datacited by 66
- 2024A Temporally Disentangled Contrastive Diffusion Model for Spatiotemporal Imputationcited by 4
- 2024Rethinking the Diffusion Models for Numerical Tabular Data Imputation from the Perspective of Wasserstein Gradient Flowcited by 3
- 2024TIMBA: Time series Imputation with Bi-directional Mamba Blocks and Diffusion modelscited by 1
- 2026Spatial-Temporal Feedback Diffusion Guidance for Controlled Traffic Imputationcited by 1
- 2025Diffusion Transformers for Imputation: Statistical Efficiency and Uncertainty Quantificationcited by 0
- 2026PAMF: Prior-Aware Multimodal Fusion for Incomplete Time Series Datacited by 0
- 2026Discretizing Continuous Time Series for Imputation with Masked Diffusion Trainingcited by 0
- 2026When Does Adversarial Refinement Help? A Negative Result and Open Problem in Adapting R3GAN to Time Series Imputationcited by 0
- 2026When Does Adversarial Refinement Help? A Negative Result and Open Problem in Adapting R3GAN to Time Series Imputation19 Sep 2026
- 2026Discretizing Continuous Time Series for Imputation with Masked Diffusion Training19 Aug 2026
- 2026PAMF: Prior-Aware Multimodal Fusion for Incomplete Time Series Data4 Jun 2026
- 2026Spatial-Temporal Feedback Diffusion Guidance for Controlled Traffic Imputation8 Jan 2026
- 2025Diffusion Transformers for Imputation: Statistical Efficiency and Uncertainty Quantification2 Oct 2025
- 2024TIMBA: Time series Imputation with Bi-directional Mamba Blocks and Diffusion models8 Oct 2024
- 2024Rethinking the Diffusion Models for Numerical Tabular Data Imputation from the Perspective of Wasserstein Gradient Flow22 Jun 2024
- 2024A Survey on Diffusion Models for Time Series and Spatio-Temporal Data29 Apr 2024
- 2024A Temporally Disentangled Contrastive Diffusion Model for Spatiotemporal Imputation18 Feb 2024
- 2024Foundation Models for Time Series Analysis: A Tutorial and Surveycited by 234
- 2024TSI-Bench: Benchmarking Time Series Imputationcited by 33
- 2025Foundation Models for Time Series: A Surveycited by 19
- 2025Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Seriescited by 16
- 2024Zero-shot Imputation with Foundation Inference Models for Dynamical Systemscited by 13
- 2024Causality-Aware Spatiotemporal Graph Neural Networks for Spatiotemporal Time Series Imputationcited by 11
- 2025BEDTime: A Unified Benchmark for Automatically Describing Time Seriescited by 11
- 2024TimeCHEAT: A Channel Harmony Strategy for Irregularly Sampled Multivariate Time Series Analysiscited by 10
- 2025Glocal Information Bottleneck for Time Series Imputationcited by 9
- 2026TSAQA: Time Series Analysis Question And Answering Benchmarkcited by 8
- 2024Beyond Random Missingness: Clinically Rethinking for Healthcare Time Series Imputationcited by 6
- 2024Task-oriented Time Series Imputation Evaluation via Generalized Representerscited by 6
12 most cited of 44 All 44 (JSON)
- 2026A Time-Aware Bag-of-Receptive-Fields for Interpretable Irregular Time Series Classification30 Sep 2026
- 2026Evaluating Deep Multivariate Imputation Models on Wearable Device Data25 Aug 2026
- 2026GLAIM: Learning Global and Local Adaptive Inter-Variable Dependency for Multivariate Time Series Imputation3 Aug 2026
- 2026Anomaly Detection for Sparse and Irregular Multivariate Time Series with Latent SDEs17 Jun 2026
- 2026TRACE: A Temporal Conditional Estimation for Multimodal Time Series Foundation Models4 Jun 2026
- 2026Faithful Embeddings of Irregular and Asynchronous Data for Online Log-NCDEs28 May 2026
- 2026AION: Next-Generation Tasks and Practical Harness for Time Series24 May 2026
- 2026HELIX: Hybrid Encoding with Learnable Identity and Cross-dimensional Synthesis for Time Series Imputation4 May 2026
- 2026End-to-End Learning for Partially-Observed Time Series with PyPOTS27 Apr 2026
- 2026Conditional Imputation for Within-Modality Missingness in Multi-Modal Federated Learning25 Apr 2026
- 2026Beyond Static Uncertainty: Modeling Temporal Uncertainty Dynamics for Probabilistic Time Series Forecasting25 Mar 2026
- 2026T1: One-to-One Channel-Head Binding for Multivariate Time-Series Imputation24 Feb 2026
12 newest of 44 All 44 (JSON)