DRIO adds worst-case Wasserstein regularization to time series imputation, yielding a tractable adversarial surrogate and alternating algorithm that improves robustness under missingness.
Glima: Global and local time series imputation with multi-directional attention learning
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Multivariate Time Series Data Imputation via Distributionally Robust Regularization
DRIO adds worst-case Wasserstein regularization to time series imputation, yielding a tractable adversarial surrogate and alternating algorithm that improves robustness under missingness.