# Investigating a Model-Agnostic and Imputation-Free Approach for Irregularly-Sampled Multivariate Time-Series Modeling

arXiv: https://arxiv.org/abs/2502.15785 · HTML: https://mlsanity.com/paper/2502.15785/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 34 of its 60 references that are in the map.
- First posted on arXiv 18 Feb 2025.

## Builds on (most cited first, 30 of 34)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [End-to-End Object Detection with Transformers](https://mlsanity.com/paper/2005.12872/) (2020)
- [Masked Autoencoders Are Scalable Vision Learners](https://mlsanity.com/paper/2111.06377/) (2021)
- [Neural Ordinary Differential Equations](https://mlsanity.com/paper/1806.07366/) (2018)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks](https://mlsanity.com/paper/1703.07015/) (2017)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks](https://mlsanity.com/paper/2005.11650/) (2020)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [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)
- [Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistency](https://mlsanity.com/paper/2206.08496/) (2022)
- [Multi-Time Attention Networks for Irregularly Sampled Time Series](https://mlsanity.com/paper/2101.10318/) (2021)
- [GP-VAE: Deep Probabilistic Time Series Imputation](https://mlsanity.com/paper/1907.04155/) (2019)
- [SAITS: Self-Attention-based Imputation for Time Series](https://mlsanity.com/paper/2202.08516/) (2022)
- [CoST: Contrastive Learning of Disentangled Seasonal-Trend Representations for Time Series Forecasting](https://mlsanity.com/paper/2202.01575/) (2022)
- [TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting](https://mlsanity.com/paper/2306.09364/) (2023)
- [Set Functions for Time Series](https://mlsanity.com/paper/1909.12064/) (2019)
- [SimMTM: A Simple Pre-Training Framework for Masked Time-Series Modeling](https://mlsanity.com/paper/2302.00861/) (2023)
- [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)
- [Modeling Missing Data in Clinical Time Series with RNNs](https://mlsanity.com/paper/1606.04130/) (2016)
- [Ti-MAE: Self-Supervised Masked Time Series Autoencoders](https://mlsanity.com/paper/2301.08871/) (2023)
- [ContiFormer: Continuous-Time Transformer for Irregular Time Series Modeling](https://mlsanity.com/paper/2402.10635/) (2024)

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

- [LakeFM: Toward a Foundation Model for Aquatic Ecosystems Using Irregular Multivariate Multi-depth Time Series Data](https://mlsanity.com/paper/2606.11268/) (2026)

## Abstract (arXiv)

Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs. Existing approaches for IMTS either consider a two-stage impute-then-model framework or involve specialized architectures specific to a particular model and task. We perform a series of experiments to derive novel insights about the performance of IMTS methods on a variety of semi-synthetic and real-world datasets for both classification and forecasting. We also introduce Missing Feature-aware Time Series Modeling (MissTSM) or MissTSM, a novel model-agnostic and imputation-free approach for IMTS modeling. We show that MissTSM shows competitive performance compared to other IMTS approaches, especially when the amount of missing values is large and the data lacks simplistic periodic structures - conditions common to real-world IMTS applications.