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tBN-CSDI: a time-varying blue noise-based diffusion model for time-series imputation.
Graham Bishop1, Tong Si2, Isabelle Luebbert1
1Department of Mathematics and Statistics, Saint Louis University, Saint Louis, MO 63103, United States.
A new time-varying blue noise-based conditional score-based diffusion model (tBN-CSDI) enhances imputation for high-dimensional time-series data. This method significantly reduces imputation error, especially in sparse datasets, improving downstream analyses.
Area of Science:
- Biomedical data analysis
- Computational biology
- Machine learning for time-series data
Background:
- Missing data imputation is challenging in high-dimensional time-series analysis.
- Traditional methods fail to capture complex nonlinear dependencies.
- Existing diffusion models use isotropic white noise, obscuring frequency-dependent correlations.
Purpose of the Study:
- To introduce a novel imputation method, time-varying blue noise-based conditional score-based diffusion model (tBN-CSDI).
- To improve the recovery of high-frequency temporal patterns in sparse time-series data.
- To enhance the accuracy of missing data imputation in biomedical and biological datasets.
Main Methods:
- Developed a time-varying blue noise-based conditional score-based diffusion model (tBN-CSDI).
- Modulated the noise schedule based on data frequency characteristics.
- Applied the model to healthcare and single-cell RNA-seq datasets.
Main Results:
- tBN-CSDI consistently outperforms existing imputation methods.
- Achieved over a 30% reduction in imputation error under high data sparsity.
- Demonstrated improved recovery of subtle, high-frequency temporal patterns.
Conclusions:
- tBN-CSDI is a robust and effective solution for imputing sparse and noisy time-series data.
- The method shows potential for improving change-point detection and gene regulatory network inference.
- Code and data are publicly available on GitHub for broader research application.
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