# FADTI: Fourier and Attention Driven Diffusion for Multivariate Time Series Imputation

arXiv: https://arxiv.org/abs/2512.15116 · HTML: https://mlsanity.com/paper/2512.15116/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 40 of its 81 references that are in the map.
- First posted on arXiv 17 Dec 2025.

## Builds on (most cited first, 30 of 40)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [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)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [Real-valued (Medical) Time Series Generation with Recurrent Conditional GANs](https://mlsanity.com/paper/1706.02633/) (2017)
- [BRITS: Bidirectional Recurrent Imputation for Time Series](https://mlsanity.com/paper/1805.10572/) (2018)
- [Timer: Generative Pre-trained Transformers Are Large Time Series Models](https://mlsanity.com/paper/2402.02368/) (2024)
- [Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models](https://mlsanity.com/paper/2208.09399/) (2022)
- [Diffusion-TS: Interpretable Diffusion for General Time Series Generation](https://mlsanity.com/paper/2403.01742/) (2024)
- [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)
- [TimeMixer++: A General Time Series Pattern Machine for Universal Predictive Analysis](https://mlsanity.com/paper/2410.16032/) (2024)
- [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)
- [TSLANet: Rethinking Transformers for Time Series Representation Learning](https://mlsanity.com/paper/2404.08472/) (2024)
- [A Survey on Diffusion Models for Time Series and Spatio-Temporal Data](https://mlsanity.com/paper/2404.18886/) (2024)
- [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)
- [NAOMI: Non-Autoregressive Multiresolution Sequence Imputation](https://mlsanity.com/paper/1901.10946/) (2019)
- [Deep Learning for Multivariate Time Series Imputation: A Survey](https://mlsanity.com/paper/2402.04059/) (2024)
- [ImputeFormer: Low Rankness-Induced Transformers for Generalizable Spatiotemporal Imputation](https://mlsanity.com/paper/2312.01728/) (2023)
- [Uncertainty-Aware Variational-Recurrent Imputation Network for Clinical Time Series](https://mlsanity.com/paper/2003.00662/) (2020)
- [Missing Value Imputation on Multidimensional Time Series](https://mlsanity.com/paper/2103.01600/) (2021)
- [Probabilistic Imputation for Time-series Classification with Missing Data](https://mlsanity.com/paper/2308.06738/) (2023)

## Built on by (most cited first, 2 of 2)

- [GAUDI: Geometry-Aware Diffusion for Calibrated Air-Quality Time-Series Imputation](https://mlsanity.com/paper/2609.30340/) (2026)
- [Correspondences as Decisions: JevNexus for Decision-Centric Schema Matching](https://mlsanity.com/paper/2610.09487/) (2026)

## Abstract (arXiv)

Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. Existing Transformer- and diffusion-based imputers achieve strong performance, but they often rely mainly on time-domain modeling and lack adaptive spectral bias for recovering structured temporal gaps. We propose FADTI, a Fourier- and attention-driven diffusion framework for multivariate time series imputation. FADTI introduces a Fourier Bias Projection (FBP) module that injects learnable frequency-aware bias into intermediate hidden states during denoising. It projects intermediate hidden states onto Fourier bases, avoiding direct spectral estimation from masked or zero-filled inputs. With DFT, STFT, and FSST instantiations, FBP captures global periodicity, localized time--frequency variations, and non-stationary oscillatory patterns. By coupling FBP with self-attention and gated convolution, FADTI integrates frequency-domain guidance, temporal dependency modeling, and probabilistic denoising in a unified framework. Experiments on multiple benchmarks, including a new biological imputation benchmark, show that FADTI improves accuracy, uncertainty estimation, and sampling efficiency, especially under high missing rates and structured missing patterns. Code is available at https://github.com/RazeenLI/FADTI