# Cascade-KDE: Robust Time-Series Restoration under Out-of-Distribution Impulse Corruptions

arXiv: https://arxiv.org/abs/2605.24055 · HTML: https://mlsanity.com/paper/2605.24055/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 16 references that are in the map.
- First posted on arXiv 22 May 2026.

## Builds on (most cited first, 10 of 10)

- [CSDI: Conditional Score-based Diffusion Models for Probabilistic Time Series Imputation](https://mlsanity.com/paper/2107.03502/) (2021)
- [Measuring and Relieving the Over-smoothing Problem for Graph Neural Networks from the Topological View](https://mlsanity.com/paper/1909.03211/) (2019)
- [Autoregressive Denoising Diffusion Models for Multivariate Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2101.12072/) (2021)
- [Diffusion Models for Time Series Applications: A Survey](https://mlsanity.com/paper/2305.00624/) (2023)
- [RobustTAD: Robust Time Series Anomaly Detection via Decomposition and Convolutional Neural Networks](https://mlsanity.com/paper/2002.09545/) (2020)
- [Beyond Over-smoothing: Uncovering the Trainability Challenges in Deep Graph Neural Networks](https://mlsanity.com/paper/2408.03669/) (2024)
- [Discrepancy-Aware Graph Mask Auto-Encoder](https://mlsanity.com/paper/2506.19343/) (2025)
- [Enhancing Homophily-Heterophily Separation: Relation-Aware Learning in Heterogeneous Graphs](https://mlsanity.com/paper/2506.20980/) (2025)
- [Beyond Single-Granularity Prompts: A Multi-Scale Chain-of-Thought Prompt Learning for Graph](https://mlsanity.com/paper/2510.09394/) (2025)
- [Empowering Heterogeneous Graph Foundation Models via Decoupled Relation Alignment](https://mlsanity.com/paper/2605.00731/) (2026)

## Abstract (arXiv)

Real-world time-series data in industrial sensing, healthcare, and energy systems is often corrupted by a mixture of Gaussian noise and occasional large-magnitude impulse outliers. For tasks that depend on local shape, such as ECG morphology analysis and battery degradation monitoring, the main requirement is not only low reconstruction error but also preservation of derivative peaks and task-critical features. We propose Cascade-KDE, a training-free restoration framework for corrupted time series. The method first estimates a two-dimensional temporal-amplitude density, then applies a Density-Truncated Robust Expectation to limit the influence of distant abnormal points, and finally refines the sequence through an exponential cascade with adaptive stopping. This design aims to improve robustness under out-of-distribution impulse corruptions while keeping the restored trajectory close to the original local structure. Across several benchmark datasets, the proposed method shows consistent gains over classical filters and representative learning-based baselines on curve fidelity, derivative preservation, downstream classification, and runtime efficiency. These results suggest that bounded density-based restoration is a practical option for feature-preserving preprocessing in noisy time-series pipelines.