A Temporally Disentangled Contrastive Diffusion Model for Spatiotemporal Imputation

Spatiotemporal data analysis is pivotal across various domains, such as transportation, meteorology, and healthcare. The data collected in real-world scenarios are often incomplete due to device malfunctions and network errors. Spatiotemporal imputation aims to predict missing values by exploiting the spatial and temporal dependencies in the observed data. Traditional imputation approaches based on statistical and machine learning techniques require the data to conform to their distributional assumptions, while graph and recurrent neural networks are prone to error accumulation problems due to their recurrent structures. Generative models, especially diffusion models, can potentially circumvent the reliance on inaccurate, previously imputed values for future predictions; However, diffusion models still face challenges in generating stable results. We propose to address these challenges by designing conditional information to guide the generative process and expedite the training process. We introduce a conditional diffusion framework called C^2TSD, which incorporates disentangled temporal (trend and seasonality) representations as conditional information and employs contrastive learning to improve generalizability. Our extensive experiments on three real-world datasets demonstrate the superior performance of our approach compared to a number of state-of-the-art baselines.