GATGPT: A Pre-trained Large Language Model with Graph Attention Network for Spatiotemporal Imputation

The presence of multivariate time series data is extensively documented across a variety of sectors including economics, transportation, healthcare, and meteorology, as evidenced in several studies [1, 2, 3, 4]. A range of statistical and machine learning techniques have been shown to perform effectively on complete datasets in several time series tasks, including forecasting [5], classification [6], and anomaly detection [7]. However, it is often observed that multivariate time series data collected from real-world scenarios are prone to missing values due to various factors, such as sensor malfunctions and data transmission errors. These missing values can considerably affect the quality of the data, subsequently impacting the effectiveness of the aforementioned methods in their respective tasks. Extensive research efforts have been dedicated to addressing the challenges in spatiotemporal imputation. A typical approach involves the development of a distinct framework for initially estimating missing values, followed by the application of the completed dataset in another sophisticated framework for subsequent operations like forecasting, classification, and anomaly detection. To fill in missing values, various statistical and machine learning techniques are applied.