Density-Aware Temporal Attentive Step-wise Diffusion Model For Medical Time Series Imputation

Medical time series have been widely employed for disease prediction. Missing data hinders accurate prediction. While existing imputation methods partially solve the problem, there are two challenges for medical time series: (1) High dimensionality: Existing imputation methods existing methods suffer from the trade-off between accuracy and computational efficiency. (2) Irregularity: Medical time series exhibit the dynamic temporal relationship that changes over varying sampling densities. However, existing methods mainly take the stationary mechanism, which struggles with capturing the dynamic temporal relationships. To overcome the above deficiencies, we propose a Density-Aware Temporal Attentive Step-wise Diffusion Model (DA-TASWDM), which imputes each time step based on a non-iterative diffusion model and captures inter-step dependency with the density-aware time similarity. Specifically, DA-TASWDM exploits two novel modules: (1) Density-Aware Temporal Attention (DA-TA): It correlates inter-step values from the time embedding similarity adjusted with varying sampling densities. (2) Non-Iterative Step-wise Diffusion Imputer (NI-SWDI): It directly recovers the missing values at each time step from noise without diffusion iteration. Compared with the existing methods, DA-TASWDM can achieve promising accuracy without sacrificing computational efficiency. Extensive experimental results on three real-world datasets demonstrate that our method can significantly outperform state-of-the-art methods in both imputation and post-imputation performance.