Time Series Continuous Modeling for Imputation and Forecasting with Implicit Neural Representations
Primary Area: unsupervised, self-supervised, semi-supervised, and supervised representation learning
Code Of Ethics: I acknowledge that I and all co-authors of this work have read and commit to adhering to the ICLR Code of Ethics.
Keywords: Time series, Continuous modeling, Forecasting, Imputation, Implicit Neural Representation
Submission Guidelines: I certify that this submission complies with the submission instructions as described on https://iclr.cc/Conferences/2024/AuthorGuide.
TL;DR: We propose a deep continuous model for time series imputation and forecasting which can handle irregular sampled time series and new samples.
Abstract: We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple sensors. Our method relies on a continuous-time-dependent model of the series' evolution dynamics. It leverages adaptations of conditional, implicit neural representations for sequential data. A modulation mechanism, driven by a meta-learning algorithm, allows adaptation to unseen samples and extrapolation beyond observed time-windows for long-term predictions. The model provides a highly flexible and unified framework for imputation and forecasting tasks across a wide range of challenging scenarios. It achieves state-of-the-art performance on classical benchmarks and outperforms alternative time-continuous models.
Anonymous Url: I certify that there is no URL (e.g., github page) that could be used to find authors' identity.
No Acknowledgement Section: I certify that there is no acknowledgement section in this submission for double blind review.
Submission Number: 7252
Loading