# TIMBA: Time series Imputation with Bi-directional Mamba Blocks and Diffusion models

arXiv: https://arxiv.org/abs/2410.05916 · HTML: https://mlsanity.com/paper/2410.05916/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 17 of its 46 references that are in the map.
- First posted on arXiv 8 Oct 2024.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)
- State-space sequence models (S4, Mamba) / [Time series forecasting with SSMs](https://mlsanity.com/ssm/time-series-forecasting-with-ssms/)

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

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Mamba: Linear-Time Sequence Modeling with Selective State Spaces](https://mlsanity.com/paper/2312.00752/) (2023)
- [Efficiently Modeling Long Sequences with Structured State Spaces](https://mlsanity.com/paper/2111.00396/) (2021)
- [Vision Mamba: Efficient Visual Representation Learning with Bidirectional State Space Model](https://mlsanity.com/paper/2401.09417/) (2024)
- [Graph WaveNet for Deep Spatial-Temporal Graph Modeling](https://mlsanity.com/paper/1906.00121/) (2019)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [On the Parameterization and Initialization of Diagonal State Space Models](https://mlsanity.com/paper/2206.11893/) (2022)
- [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)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [GP-VAE: Deep Probabilistic Time Series Imputation](https://mlsanity.com/paper/1907.04155/) (2019)
- [Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networks](https://mlsanity.com/paper/2108.00298/) (2021)
- [PriSTI: A Conditional Diffusion Framework for Spatiotemporal Imputation](https://mlsanity.com/paper/2302.09746/) (2023)
- [Deep Learning for Multivariate Time Series Imputation: A Survey](https://mlsanity.com/paper/2402.04059/) (2024)
- [Uncertainty-Aware Variational-Recurrent Imputation Network for Clinical Time Series](https://mlsanity.com/paper/2003.00662/) (2020)
- [A scalable end-to-end Gaussian process adapter for irregularly sampled time series classification](https://mlsanity.com/paper/1606.04443/) (2016)
- [Path Imputation Strategies for Signature Models of Irregular Time Series](https://mlsanity.com/paper/2005.12359/) (2020)

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

- [CoSTI: Consistency Models for (a faster) Spatio-Temporal Imputation](https://mlsanity.com/paper/2501.19364/) (2025)

## Abstract (arXiv)

The problem of imputing multivariate time series spans a wide range of fields, from clinical healthcare to multi-sensor systems. Initially, Recurrent Neural Networks (RNNs) were employed for this task; however, their error accumulation issues led to the adoption of Transformers, leveraging attention mechanisms to mitigate these problems. Concurrently, the promising results of diffusion models in capturing original distributions have positioned them at the forefront of current research, often in conjunction with Transformers. In this paper, we propose replacing time-oriented Transformers with State-Space Models (SSM), which are better suited for temporal data modeling. Specifically, we utilize the latest SSM variant, S6, which incorporates attention-like mechanisms. By embedding S6 within Mamba blocks, we develop a model that integrates SSM, Graph Neural Networks, and node-oriented Transformers to achieve enhanced spatiotemporal representations. Implementing these architectural modifications, previously unexplored in this field, we present Time series Imputation with Bi-directional mamba blocks and diffusion models (TIMBA). TIMBA achieves superior performance in almost all benchmark scenarios and performs comparably in others across a diverse range of missing value situations and three real-world datasets. We also evaluate how the performance of our model varies with different amounts of missing values and analyse its performance on downstream tasks. In addition, we provide the original code to replicate the results.