Continuous Latent Adversarial Autoencoder: A Time-Sensitive Method for Incomplete Time-Series Modeling
Incomplete time-series modeling is an unavoidable topic in real-world time-series analysis because of the frequent occurrence of missing values in practical data. However, integrating data preprocessing and subsequent analysis within a model can amplify the errors from processed values. Moreover, mo...
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| Vydáno v: | IEEE internet of things journal Ročník 12; číslo 7; s. 8552 - 8569 |
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| Jazyk: | angličtina |
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IEEE
01.04.2025
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
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| ISSN: | 2327-4662, 2327-4662 |
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| Abstract | Incomplete time-series modeling is an unavoidable topic in real-world time-series analysis because of the frequent occurrence of missing values in practical data. However, integrating data preprocessing and subsequent analysis within a model can amplify the errors from processed values. Moreover, most existing methods that directly model incomplete time series often fail to infer values at any desired time or support multistep prediction. To address these issues, this article introduces a novel generative model called the continuous latent adversarial autoencoder (CLAAE) for directly modeling incomplete time series. CLAAE can effectively impute missing data of any time point and support multistep prediction. Specifically, CLAAE devises a time-aware long short-term memory (LSTM) encoder to extract temporal and sequential characteristics. The decoder is built upon the augmented neural ordinary differential equation (ANODE), allowing it to infer the probability of missing data across an arbitrary continuous-time horizon. To guarantee the meaningfulness of samples generated from any region within the prior space, a fully connected neural network is utilized as a discriminator, encouraging the aggregated posterior learned by the encoder to be indistinguishable from a selected prior distribution. Extensive experimental results across simulations and real-world datasets demonstrate that CLAAE outperforms baseline methods, especially when the amount of missing data is overwhelming. By combining the autoencoder and adversarial training, CLAAE can significantly enhance the quality of the synthetic samples, respecting the original feature distributions and the temporal dynamics. |
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| AbstractList | Incomplete time-series modeling is an unavoidable topic in real-world time-series analysis because of the frequent occurrence of missing values in practical data. However, integrating data preprocessing and subsequent analysis within a model can amplify the errors from processed values. Moreover, most existing methods that directly model incomplete time series often fail to infer values at any desired time or support multistep prediction. To address these issues, this article introduces a novel generative model called the continuous latent adversarial autoencoder (CLAAE) for directly modeling incomplete time series. CLAAE can effectively impute missing data of any time point and support multistep prediction. Specifically, CLAAE devises a time-aware long short-term memory (LSTM) encoder to extract temporal and sequential characteristics. The decoder is built upon the augmented neural ordinary differential equation (ANODE), allowing it to infer the probability of missing data across an arbitrary continuous-time horizon. To guarantee the meaningfulness of samples generated from any region within the prior space, a fully connected neural network is utilized as a discriminator, encouraging the aggregated posterior learned by the encoder to be indistinguishable from a selected prior distribution. Extensive experimental results across simulations and real-world datasets demonstrate that CLAAE outperforms baseline methods, especially when the amount of missing data is overwhelming. By combining the autoencoder and adversarial training, CLAAE can significantly enhance the quality of the synthetic samples, respecting the original feature distributions and the temporal dynamics. |
| Author | Cai, Zhaohui Liu, Shubo Tu, Guoqing Chang, Zhuoqing |
| Author_xml | – sequence: 1 givenname: Zhuoqing orcidid: 0000-0003-2391-7957 surname: Chang fullname: Chang, Zhuoqing email: changzhuoqing@whu.edu.cn organization: School of Computer Science, Wuhan University, Wuhan, China – sequence: 2 givenname: Shubo orcidid: 0000-0003-0694-0856 surname: Liu fullname: Liu, Shubo email: liu.shubo@whu.edu.cn organization: School of Computer Science, Wuhan University, Wuhan, China – sequence: 3 givenname: Zhaohui orcidid: 0000-0002-3263-1822 surname: Cai fullname: Cai, Zhaohui email: zhcai@whu.edu.cn organization: School of Computer Science, Wuhan University, Wuhan, China – sequence: 4 givenname: Guoqing orcidid: 0000-0003-4748-4367 surname: Tu fullname: Tu, Guoqing email: tugq2000@163.com organization: School of Cyber Science and Engineering, Wuhan University, Wuhan, China |
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| SubjectTerms | Accuracy Adversarial autoencoder (AAE) adversarial training Analytical models Automation Coders Data models Decoding Differential equations Imputation incomplete time series Internet of Things Long short term memory Mathematical models Missing data Modelling Neural networks ordinary differential equation (ODE) Ordinary differential equations probabilistic forecasting Time series Time series analysis Training |
| Title | Continuous Latent Adversarial Autoencoder: A Time-Sensitive Method for Incomplete Time-Series Modeling |
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