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Time-IMM: A Dataset and Benchmark for Irregular Multimodal Multivariate Time Series

Created by
  • Haebom

Author

Ching Chang, Jeehyun Hwang, Yidan Shi, Haixin Wang, Wen-Chih Peng, Tien-Fu Chen, Wei Wang

Outline

This paper introduces Time-IMM, a novel dataset that closely reflects real-world environments, and the benchmark library IMM-TSF, to address irregular, multimodal, and missing-value-heavy time series data encountered in real-world applications such as healthcare, climate modeling, and finance. Time-IMM encompasses nine types of time series irregularity categorized by trigger-based, constraint-based, and artifact-based mechanisms, while IMM-TSF enables asynchronous integration and realistic evaluation. IMM-TSF includes a timestamp-text fusion module and a multimodal fusion module, supporting recency-aware averaging and attention-based integration strategies. Experimental results demonstrate that explicit multimodal modeling significantly improves forecasting performance in irregular multimodal time series data.

Takeaways, Limitations

Takeaways:
Building a new dataset and benchmark library that reflects the characteristics of real-world time series data.
Facilitating research on the analysis of realistic time series data including irregularity, multimodality, and missing values.
Provides fusion modules (timestamp-text fusion, multi-modal fusion) for effective processing of multi-modal data.
Contributes to improving time series forecasting performance.
Improving research accessibility by providing public datasets (Time-IMM) and benchmark libraries (IMM-TSF).
Limitations:
Lack of detailed analysis of the specific dataset creation methodology, technical details used, and experimental results within the paper.
Further research is needed to determine the generalizability of the proposed fusion module and its applicability to other datasets.
Lack of real-world data applications and performance evaluations for specific applications (e.g., healthcare, climate modeling).
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