Skip to main content

MTSTI: A Multi-task Learning Framework for Spatiotemporal Imputation

  • Conference paper
  • First Online:
Advanced Data Mining and Applications (ADMA 2023)

Abstract

Spatiotemporal data analysis is crucial for various fields of applications, such as transportation, healthcare, and meteorology. Spatiotemporal data collected in the real world often contain missing values due to sensor failures or transmission loss. Therefore, spatiotemporal imputation aims to fill in the missing values by leveraging the underlying spatial and temporal dependencies in the partially observed data. Previous models for spatiotemporal imputation focus solely on the imputation task as a preparatory step for solving the downstream tasks. Instead, we aim to use downstream tasks to reinforce spatiotemporal imputation and further propose a multi-task learning framework, MTSTI, for spatiotemporal imputation. Our proposed framework utilizes a graph neural network to learn spatiotemporal representations via message-passing. The multi-task learning structure, combining spatiotemporal imputation with the forecasting task, provides additional insights that enhance the model’s performance and generality. Our empirical results demonstrate that our proposed framework outperforms state-of-the-art methods in the imputation task on various real-world datasets across different fields.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 79.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 99.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Acuna, E., Rodriguez, C.: The treatment of missing values and its effect on classifier accuracy. In: Banks, D., McMorris, F.R., Arabie, P., Gaul, W. (eds.) Classification, Clustering, and Data Mining Applications. Studies in Classification, Data Analysis, and Knowledge Organisation, pp. 639–647. Springer, Berlin (2004). https://doi.org/10.1007/978-3-642-17103-1_60

  2. Ansley, C.F., Kohn, R.: On the estimation of ARIMA models with missing values. In: Parzen, E. (ed.) Time Series Analysis of Irregularly Observed Data. Lecture Notes in Statistics, vol. 25, pp. 9–37. Springer, New York (1984). https://doi.org/10.1007/978-1-4684-9403-7_2

    Chapter  Google Scholar 

  3. Arumugam, P., Saranya, R.: Outlier detection and missing value in seasonal ARIMA model using rainfall data. Mater. Today: Proc. 5(1), 1791–1799 (2018)

    Google Scholar 

  4. Azur, M.J., Stuart, E.A., Frangakis, C., Leaf, P.J.: Multiple imputation by chained equations: what is it and how does it work? Int. J. Methods Psychiatr. Res. 20(1), 40–49 (2011)

    Article  Google Scholar 

  5. Bauer, P., Thorpe, A., Brunet, G.: The quiet revolution of numerical weather prediction. Nature 525(7567), 47–55 (2015)

    Article  Google Scholar 

  6. Blázquez-García, A., Conde, A., Mori, U., Lozano, J.A.: A review on outlier/anomaly detection in time series data. ACM Comput. Surv. (CSUR) 54(3), 1–33 (2021)

    Article  Google Scholar 

  7. Cao, W., Wang, D., Li, J., Zhou, H., Li, L., Li, Y.: BRITS: bidirectional recurrent imputation for time series. In: Advances in Neural Information Processing Systems, vol. 31 (2018)

    Google Scholar 

  8. Che, Z., Purushotham, S., Cho, K., Sontag, D., Liu, Y.: Recurrent neural networks for multivariate time series with missing values. Sci. Rep. 8(1), 1–12 (2018)

    Article  Google Scholar 

  9. Chen, X., Sun, L.: Bayesian temporal factorization for multidimensional time series prediction. IEEE Trans. Pattern Anal. Mach. Intell. 44(9), 4659–4673 (2021)

    Google Scholar 

  10. Chen, Y., Li, Z., Yang, C., Wang, X., Long, G., Xu, G.: Adaptive graph recurrent network for multivariate time series imputation. In: Tanveer, M., Agarwal, S., Ozawa, S., Ekbal, A., Jatowt, A. (eds.) Neural Information Processing. Communications in Computer and Information Science, vol. 1792, pp. 64–73. Springer, Singapore (2022). https://doi.org/10.1007/978-981-99-1642-9_6

    Chapter  Google Scholar 

  11. Chen, Z., Jiaze, E., Zhang, X., Sheng, H., Cheng, X.: Multi-task time series forecasting with shared attention. In: 2020 International Conference on Data Mining Workshops (ICDMW), pp. 917–925. IEEE (2020)

    Google Scholar 

  12. Cini, A., Marisca, I., Alippi, C.: Filling the gaps: multivariate time series imputation by graph neural networks. arXiv preprint: arXiv:2108.00298 (2021)

  13. Han, Z., Zhao, J., Leung, H., Ma, K.F., Wang, W.: A review of deep learning models for time series prediction. IEEE Sens. J. 21(6), 7833–7848 (2019)

    Article  Google Scholar 

  14. Hastie, T., Tibshirani, R., Friedman, J.H., Friedman, J.H.: The Elements of Statistical Learning: Data Mining, Inference, and Prediction, vol. 2. Springer, Cham (2009)

    Book  MATH  Google Scholar 

  15. Ismail Fawaz, H., Forestier, G., Weber, J., Idoumghar, L., Muller, P.A.: Deep learning for time series classification: a review. Data Min. Knowl. Disc. 33(4), 917–963 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  16. Jawed, S., Grabocka, J., Schmidt-Thieme, L.: Self-supervised learning for semi-supervised time series classification. In: Lauw, H.W., Wong, R.C.-W., Ntoulas, A., Lim, E.-P., Ng, S.-K., Pan, S.J. (eds.) PAKDD 2020. LNCS (LNAI), vol. 12084, pp. 499–511. Springer, Cham (2020). https://doi.org/10.1007/978-3-030-47426-3_39

    Chapter  Google Scholar 

  17. Kaushik, S., et al.: Ai in healthcare: time-series forecasting using statistical, neural, and ensemble architectures. Front. Big Data 3, 4 (2020)

    Article  Google Scholar 

  18. Kreindler, D.M., Lumsden, C.J.: The effects of the irregular sample and missing data in time series analysis. In: Nonlinear Dynamics, Psychology, and Life Sciences (2006)

    Google Scholar 

  19. Li, Y., Yu, R., Shahabi, C., Liu, Y.: Diffusion convolutional recurrent neural network: data-driven traffic forecasting. arXiv preprint: arXiv:1707.01926 (2017)

  20. Liu, Y., Yu, R., Zheng, S., Zhan, E., Yue, Y.: NAOMI: non-autoregressive multiresolution sequence imputation. In: Advances in Neural Information Processing Systems, vol. 32 (2019)

    Google Scholar 

  21. Ma, T., Tan, Y.: Multiple stock time series jointly forecasting with multi-task learning. In: 2020 International Joint Conference on Neural Networks (IJCNN), pp. 1–8. IEEE (2020)

    Google Scholar 

  22. Miao, X., Wu, Y., Wang, J., Gao, Y., Mao, X., Yin, J.: Generative semi-supervised learning for multivariate time series imputation. In: Proceedings of the AAAI Conference on Artificial Intelligence, vol. 35, pp. 8983–8991 (2021)

    Google Scholar 

  23. Oehmcke, S., Zielinski, O., Kramer, O.: kNN ensembles with penalized DTW for multivariate time series imputation. In: 2016 International Joint Conference on Neural Networks (IJCNN), pp. 2774–2781. IEEE (2016)

    Google Scholar 

  24. Salakhutdinov, R., Mnih, A.: Bayesian probabilistic matrix factorization using Markov chain monte Carlo. In: Proceedings of the 25th International Conference on Machine Learning, pp. 880–887 (2008)

    Google Scholar 

  25. Shang, C., Chen, J., Bi, J.: Discrete graph structure learning for forecasting multiple time series. arXiv preprint: arXiv:2101.06861 (2021)

  26. Shumway, R.H., Stoffer, D.S.: An approach to time series smoothing and forecasting using the EM algorithm. J. Time Ser. Anal. 3(4), 253–264 (1982)

    Article  MATH  Google Scholar 

  27. Stein, M.L.: Interpolation of Spatial Data: Some Theory for Kriging. Springer, Cham (1999)

    Book  MATH  Google Scholar 

  28. White, I.R., Royston, P., Wood, A.M.: Multiple imputation using chained equations: issues and guidance for practice. Stat. Med. 30(4), 377–399 (2011)

    Article  MathSciNet  Google Scholar 

  29. Wu, Z., Pan, S., Long, G., Jiang, J., Chang, X., Zhang, C.: Connecting the dots: Multivariate time series forecasting with graph neural networks. In: Proceedings of the 26th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining, pp. 753–763 (2020)

    Google Scholar 

  30. Wu, Z., Pan, S., Long, G., Jiang, J., Zhang, C.: Graph WaveNet for deep spatial-temporal graph modeling. arXiv preprint: arXiv:1906.00121 (2019)

  31. Yi, X., Zheng, Y., Zhang, J., Li, T.: ST-MVL: filling missing values in geo-sensory time series data. In: Proceedings of the 25th International Joint Conference on Artificial Intelligence, IJCAI 2016, pp. 2704–2710 (2016)

    Google Scholar 

  32. Yoon, J., Jordon, J., Schaar, M.: Gain: missing data imputation using generative adversarial nets. In: International Conference on Machine Learning, pp. 5689–5698. PMLR (2018)

    Google Scholar 

  33. Yu, H., et al.: Regularized graph structure learning with semantic knowledge for multi-variates time-series forecasting. arXiv preprint: arXiv:2210.06126 (2022)

  34. Yu, H.F., Rao, N., Dhillon, I.S.: Temporal regularized matrix factorization for high-dimensional time series prediction. In: Advances in Neural Information Processing Systems, vol. 29 (2016)

    Google Scholar 

  35. Yu, P., Yan, X.: Stock price prediction based on deep neural networks. Neural Comput. Appl. 32, 1609–1628 (2020)

    Article  Google Scholar 

  36. Zhang, Y., Zhou, B., Cai, X., Guo, W., Ding, X., Yuan, X.: Missing value imputation in multivariate time series with end-to-end generative adversarial networks. Inf. Sci. 551, 67–82 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  37. Zheng, Y., Capra, L., Wolfson, O., Yang, H.: Urban computing: concepts, methodologies, and applications. ACM Transa. Intell. Syst. Technol. (TIST) 5(3), 1–55 (2014)

    Google Scholar 

  38. Zivot, E., Wang, J.: Vector autoregressive models for multivariate time series. In: Zivot, E., Wang, J. (eds.) Modeling Financial Time Series with S-PLUS®, pp. 385–429. Springer, New York (2006). https://doi.org/10.1007/978-0-387-32348-0_11

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Xianzhi Wang .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2023 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Chen, Y., Shi, K., Wang, X., Xu, G. (2023). MTSTI: A Multi-task Learning Framework for Spatiotemporal Imputation. In: Yang, X., et al. Advanced Data Mining and Applications. ADMA 2023. Lecture Notes in Computer Science(), vol 14180. Springer, Cham. https://doi.org/10.1007/978-3-031-46677-9_13

Download citation

  • DOI: https://doi.org/10.1007/978-3-031-46677-9_13

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-46676-2

  • Online ISBN: 978-3-031-46677-9

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics