{"title":"BRNN-GAN: Generative Adversarial Networks with Bi-directional Recurrent Neural Networks for Multivariate Time Series Imputation","authors":"Zejun Wu, Chao Ma, Xiaochuan Shi, Libing Wu, Dian Zhang, Yutian Tang, M. Stojmenovic","doi":"10.1109/ICPADS53394.2021.00033","DOIUrl":null,"url":null,"abstract":"Missing values appearing in multivariate time series often prevent further and in-depth analysis in real-world applications. To handle those missing values, advanced multivariate time series imputation methods are expected to (1) consider bi-directional temporal correlations, (2) model cross-variable correlations, and (3) approximate original data's distribution. However, most of existing approaches are not able to meet all the three above-mentioned requirements. Drawing on advances in machine learning, we propose BRNN-GAN, a generative adversarial network with bi-directional RNN cells. The BRNN cell is designed to model bi-directional temporal and cross-variable correlations, and the GAN architecture is employed to learn original data's distribution. By conducting comprehensive experiments on two public datasets, the experimental results show that our proposed BRNN-GAN outperforms all the baselines in terms of achieving the lowest Mean Absolute Error (MAE).","PeriodicalId":309508,"journal":{"name":"2021 IEEE 27th International Conference on Parallel and Distributed Systems (ICPADS)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2021 IEEE 27th International Conference on Parallel and Distributed Systems (ICPADS)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICPADS53394.2021.00033","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 3
Abstract
Missing values appearing in multivariate time series often prevent further and in-depth analysis in real-world applications. To handle those missing values, advanced multivariate time series imputation methods are expected to (1) consider bi-directional temporal correlations, (2) model cross-variable correlations, and (3) approximate original data's distribution. However, most of existing approaches are not able to meet all the three above-mentioned requirements. Drawing on advances in machine learning, we propose BRNN-GAN, a generative adversarial network with bi-directional RNN cells. The BRNN cell is designed to model bi-directional temporal and cross-variable correlations, and the GAN architecture is employed to learn original data's distribution. By conducting comprehensive experiments on two public datasets, the experimental results show that our proposed BRNN-GAN outperforms all the baselines in terms of achieving the lowest Mean Absolute Error (MAE).