sasdim: self-adaptive noise scaling diffusion model for spatial time series imputation

09/05/2023
by   Shunyang Zhang, et al.
0

Spatial time series imputation is critically important to many real applications such as intelligent transportation and air quality monitoring. Although recent transformer and diffusion model based approaches have achieved significant performance gains compared with conventional statistic based methods, spatial time series imputation still remains as a challenging issue due to the complex spatio-temporal dependencies and the noise uncertainty of the spatial time series data. Especially, recent diffusion process based models may introduce random noise to the imputations, and thus cause negative impact on the model performance. To this end, we propose a self-adaptive noise scaling diffusion model named SaSDim to more effectively perform spatial time series imputation. Specially, we propose a new loss function that can scale the noise to the similar intensity, and propose the across spatial-temporal global convolution module to more effectively capture the dynamic spatial-temporal dependencies. Extensive experiments conducted on three real world datasets verify the effectiveness of SaSDim by comparison with current state-of-the-art baselines.

READ FULL TEXT
research
08/19/2022

Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models

The imputation of missing values represents a significant obstacle for m...
research
07/03/2023

ImDiffusion: Imputed Diffusion Models for Multivariate Time Series Anomaly Detection

Anomaly detection in multivariate time series data is of paramount impor...
research
02/10/2021

NAST: Non-Autoregressive Spatial-Temporal Transformer for Time Series Forecasting

Although Transformer has made breakthrough success in widespread domains...
research
05/22/2023

Learning Structured Components: Towards Modular and Interpretable Multivariate Time Series Forecasting

Multivariate time-series (MTS) forecasting is a paramount and fundamenta...
research
10/31/2022

Spatial-Temporal Synchronous Graph Transformer network (STSGT) for COVID-19 forecasting

COVID-19 has become a matter of serious concern over the last few years....
research
02/20/2023

Dynamic Graph Neural Network with Adaptive Edge Attributes for Air Quality Predictions

Air quality prediction is a typical spatio-temporal modeling problem, wh...
research
05/25/2020

Path Imputation Strategies for Signature Models

The signature transform is a 'universal nonlinearity' on the space of co...

Please sign up or login with your details

Forgot password? Click here to reset