cs.AI updates on arXiv.org 07月15日 12:26
Impute With Confidence: A Framework for Uncertainty Aware Multivariate Time Series Imputation
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文章提出一种针对时间序列数据缺失值处理的新框架,量化并利用不确定性进行选择性插补,有效减少误差并提高下游任务性能。

arXiv:2507.09353v1 Announce Type: cross Abstract: Time series data with missing values is common across many domains. Healthcare presents special challenges due to prolonged periods of sensor disconnection. In such cases, having a confidence measure for imputed values is critical. Most existing methods either overlook model uncertainty or lack mechanisms to estimate it. To address this gap, we introduce a general framework that quantifies and leverages uncertainty for selective imputation. By focusing on values the model is most confident in, highly unreliable imputations are avoided. Our experiments on multiple EHR datasets, covering diverse types of missingness, demonstrate that selectively imputing less-uncertain values not only reduces imputation errors but also improves downstream tasks. Specifically, we show performance gains in a 24-hour mortality prediction task, underscoring the practical benefit of incorporating uncertainty into time series imputation.

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时间序列数据 缺失值处理 不确定性量化
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