Evaluating Deep Multivariate Imputation Models on Wearable Device Data
Not on the map. Why?
Abstract (arXiv)
Wearable device data enables continuous health monitoring, but suffers from structured missingness: features sharing a physical sensor drop out together. Deep imputation methods such as BRITS and SAITS have seen limited evaluation on multimodal physiological data under realistic missingness, and existing benchmarks use random-point holdout protocols that incorrectly assume missingness is independent across features and time. Using data from a person with epilepsy recorded on a Garmin smartwatch, we develop an evaluation protocol that mines contiguous missing-run templates from training data, stratifies them by per-feature gap-length quantiles, and injects them as block masks with preserved co-missingness structure. A matched training protocol exposing models to the same missingness distribution reduces BRITS's severe-gap MAE by 43%, demonstrating the potential benefit of the proposed evaluation and training protocol within this single-participant dataset. We further extend BRITS with time-of-day encoding and a circadian harmonic channel. No single model dominates: linear interpolation is optimal for slow-moving features over short gaps; extended BRITS achieves lower MAE on dynamic cardiac features in moderate and severe gaps; and SAITS better preserves the ground-truth distribution by Jensen-Shannon distance despite higher MAE. Ultimately, model rankings strongly depend on evaluation designs. By exposing how traditional evaluation methods obscure true model capabilities, our transferable protocol establishes critical steps towards developing better imputation strategies for future multi-sensor wearable datasets.
Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 9 of its 26 references that are in the map. First posted on arXiv 25 Aug 2026.
Builds on
9 of 26 references.
References · 9
- 2023One Fits All:Power General Time Series Analysis by Pretrained LMcited by 632
- 2016Recurrent Neural Networks for Multivariate Time Series with Missing Valuescited by 554
- 2024MOMENT: A Family of Open Time-series Foundation Modelscited by 482
- 2018BRITS: Bidirectional Recurrent Imputation for Time Seriescited by 290
- 2024Timer: Generative Pre-trained Transformers Are Large Time Series Modelscited by 208
- 2022SAITS: Self-Attention-based Imputation for Time Seriescited by 169
- 2024Deep Learning for Multivariate Time Series Imputation: A Surveycited by 57
- 2023Deep Imputation of Missing Values in Time Series Health Data: A Review with Benchmarkingcited by 30
- 2024Missing data imputation for noisy time-series data and applications in healthcarecited by 1
Built on by
Not cited yet.