# Is Precise Recovery Necessary? A Task-Oriented Imputation Approach for Time Series Forecasting on Variable Subset

arXiv: https://arxiv.org/abs/2411.09928 · HTML: https://mlsanity.com/paper/2411.09928/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 6 of its 42 references that are in the map.
- First posted on arXiv 15 Nov 2024.

## Builds on (most cited first, 6 of 6)

- [Unsupervised Representation Learning by Predicting Image Rotations](https://mlsanity.com/paper/1803.07728/) (2018)
- [An Empirical Evaluation of Generic Convolutional and Recurrent Networks for Sequence Modeling](https://mlsanity.com/paper/1803.01271/) (2018)
- [Self-Supervised Learning for Time Series Analysis: Taxonomy, Progress, and Prospects](https://mlsanity.com/paper/2306.10125/) (2023)
- [Deep Learning for Multivariate Time Series Imputation: A Survey](https://mlsanity.com/paper/2402.04059/) (2024)
- [Time Series Data Imputation: A Survey on Deep Learning Approaches](https://mlsanity.com/paper/2011.11347/) (2020)
- [TGCN: Time Domain Graph Convolutional Network for Multiple Objects Tracking](https://mlsanity.com/paper/2101.01861/) (2021)

## Abstract (arXiv)

Variable Subset Forecasting (VSF) refers to a unique scenario in multivariate time series forecasting, where available variables in the inference phase are only a subset of the variables in the training phase. VSF presents significant challenges as the entire time series may be missing, and neither inter- nor intra-variable correlations persist. Such conditions impede the effectiveness of traditional imputation methods, primarily focusing on filling in individual missing data points. Inspired by the principle of feature engineering that not all variables contribute positively to forecasting, we propose Task-Oriented Imputation for VSF (TOI-VSF), a novel framework shifts the focus from accurate data recovery to directly support the downstream forecasting task. TOI-VSF incorporates a self-supervised imputation module, agnostic to the forecasting model, designed to fill in missing variables while preserving the vital characteristics and temporal patterns of time series data. Additionally, we implement a joint learning strategy for imputation and forecasting, ensuring that the imputation process is directly aligned with and beneficial to the forecasting objective. Extensive experiments across four datasets demonstrate the superiority of TOI-VSF, outperforming baseline methods by 15% on average.