ImputeFormer: Graph Transformers for Generalizable Spatiotemporal Imputation

This paper focuses on the multivariate time series imputation problem using deep neural architectures. The ubiquitous issue of missing data in both scientific and engineering tasks necessitates the development of an effective and general imputation model. Leveraging the wisdom and expertise garnered from low-rank imputation methods, we power the canonical Transformers with three key knowledge-driven enhancements, including projected temporal attention, global adaptive graph convolution, and Fourier imputation loss. These task-agnostic inductive biases exploit the inherent structures of incomplete time series, and thus make our model versatile for a variety of imputation problems. We demonstrate its superiority in terms of accuracy, efficiency, and flexibility on heterogeneous datasets, including traffic speed, traffic volume, solar energy, smart metering, and air quality. Comprehensive case studies are performed to further strengthen the interpretability. Promising empirical results provide strong conviction that incorporating time series primitives, such as low-rank properties, can substantially facilitate the development of a generalizable model to approach a wide range of spatiotemporal imputation problems.