# Cross-Domain Conditional Diffusion Models for Time Series Imputation

arXiv: https://arxiv.org/abs/2506.12412 · HTML: https://mlsanity.com/paper/2506.12412/

## Key facts

- Cited by 4 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 33 of its 46 references that are in the map.
- First posted on arXiv 14 Jun 2025.

## Placed in

- Diffusion models / [Flow matching, time series and science](https://mlsanity.com/diffusion/flow-matching-time-series-and-science/)

## Builds on (most cited first, 30 of 33)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Deep CORAL: Correlation Alignment for Deep Domain Adaptation](https://mlsanity.com/paper/1607.01719/) (2016)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [TS2Vec: Towards Universal Representation of Time Series](https://mlsanity.com/paper/2106.10466/) (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)
- [A Fourier-based Framework for Domain Generalization](https://mlsanity.com/paper/2105.11120/) (2021)
- [Self-Supervised Contrastive Pre-Training For Time Series via Time-Frequency Consistency](https://mlsanity.com/paper/2206.08496/) (2022)
- [A DIRT-T Approach to Unsupervised Domain Adaptation](https://mlsanity.com/paper/1802.08735/) (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)
- [SAITS: Self-Attention-based Imputation for Time Series](https://mlsanity.com/paper/2202.08516/) (2022)
- [Filling the G_ap_s: Multivariate Time Series Imputation by Graph Neural Networks](https://mlsanity.com/paper/2108.00298/) (2021)
- [Estimating Missing Data in Temporal Data Streams Using Multi-directional Recurrent Neural Networks](https://mlsanity.com/paper/1711.08742/) (2017)
- [Multi-Source Deep Domain Adaptation with Weak Supervision for Time-Series Sensor Data](https://mlsanity.com/paper/2005.10996/) (2020)
- [Time-MQA: Time Series Multi-Task Question Answering with Context Enhancement](https://mlsanity.com/paper/2503.01875/) (2025)
- [Domain Adaptation for Time Series Forecasting via Attention Sharing](https://mlsanity.com/paper/2102.06828/) (2021)
- [PriSTI: A Conditional Diffusion Framework for Spatiotemporal Imputation](https://mlsanity.com/paper/2302.09746/) (2023)
- [Learning to Reconstruct Missing Data from Spatiotemporal Graphs with Sparse Observations](https://mlsanity.com/paper/2205.13479/) (2022)
- [Domain Adaptation for Time Series Under Feature and Label Shifts](https://mlsanity.com/paper/2302.03133/) (2023)
- [ADATIME: A Benchmarking Suite for Domain Adaptation on Time Series Data](https://mlsanity.com/paper/2203.08321/) (2022)
- [TSI-Bench: Benchmarking Time Series Imputation](https://mlsanity.com/paper/2406.12747/) (2024)
- [Self-supervised Autoregressive Domain Adaptation for Time Series Data](https://mlsanity.com/paper/2111.14834/) (2021)
- [Probabilistic Imputation for Time-series Classification with Missing Data](https://mlsanity.com/paper/2308.06738/) (2023)
- [Contrastive Domain Adaptation for Time-Series via Temporal Mixup](https://mlsanity.com/paper/2212.01555/) (2022)
- [SSD-TS: Exploring the Potential of Linear State Space Models for Diffusion Models in Time Series Imputation](https://mlsanity.com/paper/2410.13338/) (2024)

## Built on by (most cited first, 4 of 4)

- [Glocal Information Bottleneck for Time Series Imputation](https://mlsanity.com/paper/2510.04910/) (2025)
- [Revisiting Multivariate Time Series Forecasting with Missing Values](https://mlsanity.com/paper/2509.23494/) (2025)
- [From Observations to States: Latent Time Series Forecasting](https://mlsanity.com/paper/2602.00297/) (2026)
- [Trustworthy AI in Digital Health: A Comprehensive Review of Robustness and Explainability](https://mlsanity.com/paper/2608.02238/) (2026)

## Abstract (arXiv)

Cross-domain time series imputation is an underexplored data-centric research task that presents significant challenges, particularly when the target domain suffers from high missing rates and domain shifts in temporal dynamics. Existing time series imputation approaches primarily focus on the single-domain setting, which cannot effectively adapt to a new domain with domain shifts. Meanwhile, conventional domain adaptation techniques struggle with data incompleteness, as they typically assume the data from both source and target domains are fully observed to enable adaptation. For the problem of cross-domain time series imputation, missing values introduce high uncertainty that hinders distribution alignment, making existing adaptation strategies ineffective. Specifically, our proposed solution tackles this problem from three perspectives: (i) Data: We introduce a frequency-based time series interpolation strategy that integrates shared spectral components from both domains while retaining domain-specific temporal structures, constructing informative priors for imputation. (ii) Model: We design a diffusion-based imputation model that effectively learns domain-shared representations and captures domain-specific temporal dependencies with dedicated denoising networks. (iii) Algorithm: We further propose a cross-domain consistency alignment strategy that selectively regularizes output-level domain discrepancies, enabling effective knowledge transfer while preserving domain-specific characteristics. Extensive experiments on three real-world datasets demonstrate the superiority of our proposed approach. Our code implementation is available here.