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Multivariate Time Series Imputation with Generative Adversarial Networks

NeurIPS 2018 · Time series › Causal and generative time series · approach: Irregular series and imputation · 291 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
GAN-based imputation with GRUItime series imputation vs MF · KDD air quality 50% missingMSE: 0.772 -> 0.743Helped
GAN-based imputation with GRUItime series imputation vs mean filling · KDD air quality 90% missingMSE: 1.002 -> 1.018Hurt
impute with GAN before RNN classifiermortality prediction · PhysioNetAUC: 0.848 -> 0.8603Helped
add time-decay GRUI cell instead of plain GRU (ablation)GAN imputation · PhysioNetAUC: 0.8029 -> 0.8603Helped
add time-decay GRUI cell instead of plain GRU (ablation)GAN imputation · KDD air quality 50% missingMSE: 0.794 -> 0.743Helped
add discriminative loss (lambda 0.15) to masked reconstruction loss (ablation)GAN imputation · PhysioNetAUCHelped
increase discriminative loss weight lambda (ablation)GAN imputation · KDD regressionMSEHurt

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