A Diffusion Model for Traffic Data Imputation

Imputation of missing data has long been an important topic and an essential application for intelligent transportation systems (ITS) in the real world. As a state-of-the-art generative model, the diffusion model has proven highly successful in image generation, speech generation, time series modelling etc. and now opens a new avenue for traffic data imputation. In this paper, we propose a conditional diffusion model, called the implicit-explicit diffusion model, for traffic data imputation. This model exploits both the implicit and explicit feature of the data simultaneously. More specifically, we design two types of feature extraction modules, one to capture the implicit dependencies hidden in the raw data at multiple time scales and the other to obtain the long-term temporal dependencies of the time series. This approach not only inherits the advantages of the diffusion model for estimating missing data, but also takes into account the multi-scale correlation inherent in traffic data. To illustrate the performance of the model, extensive experiments are conducted on three real-world time series datasets using different missing rates. The experimental results demonstrate that the model improves imputation accuracy and generalization capability.