TSI-Bench: Benchmarking Time Series Imputation

• URL: http://arxiv.org/abs/2406.12747v2
• Date: Thu, 31 Oct 2024 17:18:16 GMT
• Title: TSI-Bench: Benchmarking Time Series Imputation
• Authors: Wenjie Du, Jun Wang, Linglong Qian, Yiyuan Yang, Zina Ibrahim, Fanxing Liu, Zepu Wang, Haoxin Liu, Zhiyuan Zhao, Yingjie Zhou, Wenjia Wang, Kaize Ding, Yuxuan Liang, B. Aditya Prakash, Qingsong Wen,
• Abstract summary: TSI-Bench is a comprehensive benchmark suite for time series imputation utilizing deep learning techniques. The TSI-Bench pipeline standardizes experimental settings to enable fair evaluation of imputation algorithms. TSI-Bench innovatively provides a systematic paradigm to tailor time series forecasting algorithms for imputation purposes.
• Score: 52.27004336123575
• License:
• Abstract: Effective imputation is a crucial preprocessing step for time series analysis. Despite the development of numerous deep learning algorithms for time series imputation, the community lacks standardized and comprehensive benchmark platforms to effectively evaluate imputation performance across different settings. Moreover, although many deep learning forecasting algorithms have demonstrated excellent performance, whether their modelling achievements can be transferred to time series imputation tasks remains unexplored. To bridge these gaps, we develop TSI-Bench, the first (to our knowledge) comprehensive benchmark suite for time series imputation utilizing deep learning techniques. The TSI-Bench pipeline standardizes experimental settings to enable fair evaluation of imputation algorithms and identification of meaningful insights into the influence of domain-appropriate missing rates and patterns on model performance. Furthermore, TSI-Bench innovatively provides a systematic paradigm to tailor time series forecasting algorithms for imputation purposes. Our extensive study across 34,804 experiments, 28 algorithms, and 8 datasets with diverse missingness scenarios demonstrates TSI-Bench's effectiveness in diverse downstream tasks and potential to unlock future directions in time series imputation research and analysis. All source code and experiment logs are released at https://github.com/WenjieDu/AwesomeImputation.

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