Time series imputation is a challenging problem with various applications in fields like health care and the Internet of Things.
Existing methods often overlook the differences between missing mechanisms (MAR and MNAR) in time series data, leading to misleading results.
A new framework called Different Missing Mechanisms (DMM) is proposed to address the issue by tailoring solutions based on specific missing mechanisms.
The method utilizes variational inference and normalizing flow-based neural architecture to model data generation processes, showing improved performance over existing techniques in real-world applications.