FADTI: Fourier and Attention Driven Diffusion for Multivariate Time Series Imputation

Experiments on multiple benchmarks, including a new biological imputation benchmark, show that FADTI improves accuracy, uncertainty estimation, and sampling efficiency, especially under high missing rates and structured missing patterns. It comes from a paper posted to arXiv on 4 September 2026. Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. Existing Transformer- and diffusion-based imputers achieve strong performance, but they often rely mainly on time-domain modeling and lack adaptive spectral bias for recovering structured temporal gaps. We propose FADTI, a Fourier- and attention-driven diffusion framework for multivariate time series imputation. FADTI introduces a Fourier Bias Projection (FBP) module that injects learnable frequency-aware bias into intermediate hidden states during denoising. It projects intermediate hidden states onto Fourier bases, avoiding direct spectral estimation from masked or zero-filled inputs. With DFT, STFT, and FSST instantiations, FBP captures global periodicity, localized time--frequency variations, and non-stationary oscillatory patterns. By coupling FBP with self-attention and gated convolution, FADTI integrates frequency-domain guidance, temporal dependency modeling, and probabilistic denoising in a unified framework. Code is available at https://github.com/RazeenLI/FADTI

Why it counts

Experiments on multiple benchmarks, including a new biological imputation benchmark, show that FADTI improves accuracy, uncertainty estimation, and sampling efficiency, especially under high missing rates and structured missing patterns.

Sources

Primary source: primary source

What is not known

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