How Do Your Neighbors Disclose Your Information: Social-Aware Time Series Imputation

Different time series is measured in almost all fields including biology, economics and sociology. A common challenge for using such data is the imputation of the missing values with reasonable ones. Most of existing approaches to data imputation assume that individual's observations are independent to each other, which is rarely the case in real-world. In this paper, we study the social-aware time series imputation problem. Given a social network that represents social relations between individuals, we propose a sequential encoder-decoder-based framework and build a connection between the missing observations and the social context. In particular, the proposed model employs the attention mechanism to incorporate social context and temporal context into the imputation task. Experimental results based on two real-world datasets demonstrate that our approach outperforms 11 different baseline methods.