SAITS: Self-attention-based imputation for time series

• Published in: Expert systems with applications Vol. 219; p. 119619
• Main Authors: Du, Wenjie, Côté, David, Liu, Yan
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.06.2023
• Subjects: Imputation model; Missing values; Neural network; Self-attention; Time series; Neural network; Missing values; Imputation model; Time series; Self-attention

Missing data in time series is a pervasive problem that puts obstacles in the way of advanced analysis. A popular solution is imputation, where the fundamental challenge is to determine what values should be filled in. This paper proposes SAITS, a novel method based on the self-attention mechanism f...