{"ID":2835548,"CreatedAt":"2026-06-01T04:54:23.091178241Z","UpdatedAt":"2026-06-01T04:54:23.091178241Z","DeletedAt":null,"paper_url":"https://arxiv.org/abs/2511.23238","arxiv_id":"2511.23238","title":"SDE-Attention: Latent Attention in SDE-RNNs for Irregularly Sampled Time Series with Missing Data","abstract":"Irregularly sampled time series with substantial missing observations are common in healthcare and sensor networks. We introduce SDE-Attention, a family of SDE-RNNs equipped with channel-level attention on the latent pre-RNN state, including channel recalibration, time-varying feature attention, and pyramidal multi-scale self-attention. We therefore conduct a comparison on a synthetic periodic dataset and real-world benchmarks, under varying missing rate. Latent-space attention consistently improves over a vanilla SDE-RNN. On the univariate UCR datasets, the LSTM-based time-varying feature model SDE-TVF-L achieves the highest average accuracy, raising mean performance by approximately 4, 6, and 10 percentage points over the baseline at 30%, 60% and 90% missingness, respectively (averaged across datasets). On multivariate UEA benchmarks, attention-augmented models again outperform the backbone, with SDE-TVF-L yielding up to a 7% gain in mean accuracy under high missingness. Among the proposed mechanisms, time-varying feature attention is the most robust on univariate datasets. On multivariate datasets, different attention types excel on different tasks, showing that SDE-Attention can be flexibly adapted to the structure of each problem.","short_abstract":"Irregularly sampled time series with substantial missing observations are common in healthcare and sensor networks. We introduce SDE-Attention, a family of SDE-RNNs equipped with channel-level attention on the latent pre-RNN state, including channel recalibration, time-varying feature attention, and pyramidal multi-sca...","url_abs":"https://arxiv.org/abs/2511.23238","url_pdf":"https://arxiv.org/pdf/2511.23238v1","authors":"[\"Yuting Fang\",\"Qouc Le Gia\",\"Flora Salim\"]","published":"2025-11-28T14:47:43Z","proceeding":"cs.LG","tasks":"[\"cs.LG\"]","methods":"[]","has_code":false}