# RDDMPI: Residual Denoising Diffusion Model for Probabilistic Multivariate Time Series Imputation

arXiv: https://arxiv.org/abs/2609.11648 · HTML: https://mlsanity.com/paper/2609.11648/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Flow matching, time series and science, one of 14 directions in Diffusion models.
- Builds on 28 of its 46 references that are in the map.
- First posted on arXiv 10 Sep 2026.

## 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, 28 of 28)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Denoising Diffusion Implicit Models](https://mlsanity.com/paper/2010.02502/) (2020)
- [FiLM: Visual Reasoning with a General Conditioning Layer](https://mlsanity.com/paper/1709.07871/) (2017)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [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)
- [Recurrent Neural Networks for Multivariate Time Series with Missing Values](https://mlsanity.com/paper/1606.01865/) (2016)
- [TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting](https://mlsanity.com/paper/2405.14616/) (2024)
- [BRITS: Bidirectional Recurrent Imputation for Time Series](https://mlsanity.com/paper/1805.10572/) (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)
- [Residual Denoising Diffusion Models](https://mlsanity.com/paper/2308.13712/) (2023)
- [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)
- [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)
- [TSI-Bench: Benchmarking Time Series Imputation](https://mlsanity.com/paper/2406.12747/) (2024)
- [NRTSI: Non-Recurrent Time Series Imputation](https://mlsanity.com/paper/2102.03340/) (2021)
- [MTSCI: A Conditional Diffusion Model for Multivariate Time Series Consistent Imputation](https://mlsanity.com/paper/2408.05740/) (2024)
- [RDIT: Residual-based Diffusion Implicit Models for Probabilistic Time Series Forecasting](https://mlsanity.com/paper/2509.02341/) (2025)
- [Spatiotemporal Imputation with Graph-Informed Flow Matching](https://mlsanity.com/paper/2606.06682/) (2026)
- [T1: One-to-One Channel-Head Binding for Multivariate Time-Series Imputation](https://mlsanity.com/paper/2602.21043/) (2026)

## Abstract (arXiv)

Multivariate time series imputation (MTSI) aims to recover missing values in temporal data composed of multiple interdependent variables. This problem is central to real-world applications such as healthcare monitoring, traffic networks, and energy systems. Recent diffusion-based approaches have shown strong potential for probabilistic imputation by learning to generate missing values through iterative denoising. However, most existing approaches perform diffusion directly in the original data space, requiring the denoising network to simultaneously capture global structure, temporal dynamics, and stochastic variability. This makes the generative task unnecessarily complex, especially when modern deterministic imputers can already provide accurate initial reconstructions. To address this limitation, we propose RDDMPI, a conditional residual diffusion framework that operates directly in residual space. Instead of modeling the full missing signal directly, we reformulate probabilistic imputation as a baseline-residual decomposition, where a pretrained model captures the dominant signal and a diffusion process models the residual uncertainty. To better exploit deterministic guidance, model conditions the reverse denoising process on both the baseline-completed signal and its latent representation, while a reliability-aware conditioning mechanism adaptively controls the influence of baseline information during residual generation. This formulation simplifies the diffusion learning objective, enabling it to focus on structured correction terms rather than reconstructing the full signal. Experiments on multiple benchmark datasets demonstrate that RDDMPI consistently improves both reconstruction accuracy and uncertainty quantification.