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STDiff: A State Transition Diffusion Framework for Time Series Imputation in Industrial Systems

Created by
  • Haebom

Author

Gary Simethy, Daniel Ortiz-Arroyo, Petar Durdevic

Outline

This paper proposes STDiff, a novel deep learning method for handling missing values in industrial systems. Unlike existing methods that focus on pattern completion within fixed time windows, STDiff learns the system's state evolution to gradually generate missing values. This approach is suitable for industrial systems that experience dynamic changes, abnormalities, and long-term missingness due to control actions. STDiff utilizes a conditional denoising diffusion model with causal bias to generate missing values based on recently known states and relevant control or environmental inputs. Experimental results demonstrate that STDiff achieves lower error rates than existing methods on public wastewater treatment datasets and real-world industrial datasets, particularly for long-term missing data. While existing window-based models flatten or oversmooth data, STDiff generates dynamically valid time series.

Takeaways, Limitations

Takeaways:
A novel method for effectively handling missing values in time-series data from industrial systems is presented.
Considering the characteristics of dynamic systems, it shows excellent performance even with long-term missing data.
Overcoming the limitations of existing window-based models (data flattening or excessive smoothing)
Emphasizes the importance of modeling based on a causal understanding of dynamic systems
Limitations:
May be computationally expensive (computational trade-offs mentioned)
Further research is needed on extensions to broader domains (Extensions to broader domains mentioned)
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