Unveiling the Secrets: How Masking Strategies Shape Time Series Imputation

• URL: http://arxiv.org/abs/2405.17508v2
• Date: Tue, 26 Nov 2024 13:26:58 GMT
• Title: Unveiling the Secrets: How Masking Strategies Shape Time Series Imputation
• Authors: Linglong Qian, Yiyuan Yang, Wenjie Du, Jun Wang, Zina Ibrahim,
• Abstract summary: Time series imputation is a critical challenge in data mining, particularly in domains like healthcare and environmental monitoring, where missing data can compromise analytical outcomes. This study investigates the influence of diverse masking strategies, normalization timing, and missingness patterns on the performance of eleven state-of-the-art imputation models across three diverse datasets.
• Score: 7.650009336768971
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Time series imputation is a critical challenge in data mining, particularly in domains like healthcare and environmental monitoring, where missing data can compromise analytical outcomes. This study investigates the influence of diverse masking strategies, normalization timing, and missingness patterns on the performance of eleven state-of-the-art imputation models across three diverse datasets. Specifically, we evaluate the effects of pre-masking versus in-mini-batch masking, augmentation versus overlaying of artificial missingness, and pre-normalization versus post-normalization. Our findings reveal that masking strategies profoundly affect imputation accuracy, with dynamic masking providing robust augmentation benefits and overlay masking better simulating real-world missingness patterns. Sophisticated models, such as CSDI, exhibited sensitivity to preprocessing configurations, while simpler models like BRITS delivered consistent and efficient performance. We highlight the importance of aligning preprocessing pipelines and masking strategies with dataset characteristics to improve robustness under diverse conditions, including high missing rates. This study provides actionable insights for designing imputation pipelines and underscores the need for transparent and comprehensive experimental designs.

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