Abstract
Time-series data from sensor networks often has missing entries due to sensor failures,
poor communication, scheduled downtime, etc. Missing data imputation improves perfor-
mance of downstream tasks such as forecasting and anomaly detection. Therefore, highly
accurate imputation methods are desirable.
Multi-variate time series imputation methods using interpolation [1-3], or matrix factor-
ization [4, 5] have limited accuracy. Auto-regressive methods like ARIMA [6] and RNNs
like GRIN [7] are subject to error propagation and are slow. More recently, attention [8] has
been successfully used to design effective networks for various time series tasks - imputation
(SPIN, SPIN-H and Transformer) [9], forecasting [10, 11] and anomaly detection [12].
However, as evident from Figure 2, these state-of-the-art (SOTA) networks are effective
only on certain datasets. It motivates a more general meta-network which can effectively
aggregate these experts using a gating network. We provide the scope of improvement when
these frozen experts are selected optimally using an oracle. The possible reduction in error
can be as high as 28 − 40 percent by using existing imputation networks.