# An End-to-End Model for Time Series Classification In the Presence of Missing Values

arXiv: https://arxiv.org/abs/2408.05849 · HTML: https://mlsanity.com/paper/2408.05849/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 23 of its 39 references that are in the map.
- First posted on arXiv 11 Aug 2024.

## Builds on (most cited first, 23 of 23)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Empirical Evaluation of Gated Recurrent Neural Networks on Sequence Modeling](https://mlsanity.com/paper/1412.3555/) (2014)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [The UCR Time Series Archive](https://mlsanity.com/paper/1810.07758/) (2018)
- [InceptionTime: Finding AlexNet for Time Series Classification](https://mlsanity.com/paper/1909.04939/) (2019)
- [Time Series Classification from Scratch with Deep Neural Networks: A Strong Baseline](https://mlsanity.com/paper/1611.06455/) (2016)
- [GAIN: Missing Data Imputation using Generative Adversarial Nets](https://mlsanity.com/paper/1806.02920/) (2018)
- [BRITS: Bidirectional Recurrent Imputation for Time Series](https://mlsanity.com/paper/1805.10572/) (2018)
- [Multi-Time Attention Networks for Irregularly Sampled Time Series](https://mlsanity.com/paper/2101.10318/) (2021)
- [GRU-ODE-Bayes: Continuous modeling of sporadically-observed time series](https://mlsanity.com/paper/1905.12374/) (2019)
- [SAITS: Self-Attention-based Imputation for Time Series](https://mlsanity.com/paper/2202.08516/) (2022)
- [Set Functions for Time Series](https://mlsanity.com/paper/1909.12064/) (2019)
- [Multivariate LSTM-FCNs for Time Series Classification](https://mlsanity.com/paper/1801.04503/) (2018)
- [Graph-Guided Network for Irregularly Sampled Multivariate Time Series](https://mlsanity.com/paper/2110.05357/) (2021)
- [Estimating Missing Data in Temporal Data Streams Using Multi-directional Recurrent Neural Networks](https://mlsanity.com/paper/1711.08742/) (2017)
- [MisGAN: Learning from Incomplete Data with Generative Adversarial Networks](https://mlsanity.com/paper/1902.09599/) (2019)
- [NAOMI: Non-Autoregressive Multiresolution Sequence Imputation](https://mlsanity.com/paper/1901.10946/) (2019)
- [On the consistency of supervised learning with missing values](https://mlsanity.com/paper/1902.06931/) (2019)
- [Omni-Scale CNNs: a simple and effective kernel size configuration for time series classification](https://mlsanity.com/paper/2002.10061/) (2020)
- [Bayesian Temporal Factorization for Multidimensional Time Series Prediction](https://mlsanity.com/paper/1910.06366/) (2019)
- [Deep Gated Recurrent and Convolutional Network Hybrid Model for Univariate Time Series Classification](https://mlsanity.com/paper/1812.07683/) (2018)
- [XCM: An Explainable Convolutional Neural Network for Multivariate Time Series Classification](https://mlsanity.com/paper/2009.04796/) (2020)

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

- [NeoTriFuse: Reliability-Aware Multimodal Fusion under Missingness Heterogeneity for Neonatal Mortality Risk Prediction](https://mlsanity.com/paper/2608.26436/) (2026)

## Abstract (arXiv)

Time series classification with missing data is a prevalent issue in time series analysis, as temporal data often contain missing values in practical applications. The traditional two-stage approach, which handles imputation and classification separately, can result in sub-optimal performance as label information is not utilized in the imputation process. On the other hand, a one-stage approach can learn features under missing information, but feature representation is limited as imputed errors are propagated in the classification process. To overcome these challenges, this study proposes an end-to-end neural network that unifies data imputation and representation learning within a single framework, allowing the imputation process to take advantage of label information. Differing from previous methods, our approach places less emphasis on the accuracy of imputation data and instead prioritizes classification performance. A specifically designed multi-scale feature learning module is implemented to extract useful information from the noise-imputation data. The proposed model is evaluated on 68 univariate time series datasets from the UCR archive, as well as a multivariate time series dataset with various missing data ratios and 4 real-world datasets with missing information. The results indicate that the proposed model outperforms state-of-the-art approaches for incomplete time series classification, particularly in scenarios with high levels of missing data.