SAITS: Self-Attention-based Imputation for Time Series

Missing data in time series is a pervasive problem that puts obstacles in the way of pattern recognition, especially in real-world applications. A popular solution is imputation, where the fundamental challenge is to determine what values should be filled in. This paper proposes SAITS, a novel method based on the self-attention mechanism for missing value imputation in multivariate time series. Trained by a joint-optimization approach, SAITS learns missing values from a weighted combination of two diagonally-masked self-attention (DMSA) blocks. DMSA explicitly captures both the temporal dependencies and feature correlations between time steps, which improves imputation accuracy and training speed. Meanwhile, the weighted-combination design enables SAITS to dynamically assign weights to the learned representations from two DMSA blocks according to the attention map and the missingness information. Extensive experiments demonstrate that SAITS outperforms the state-of-the-art methods on the time-series imputation task efficiently and reveal SAITS' potential to improve the learning performance of pattern recognition models on incomplete time-series data from the real world.

Forecasting Loss of Signal in Optical Networks with Machine Learning

Loss of Signal (LOS) represents a significant cost for operators of optical networks. By studying large sets of real-world Performance Monitoring (PM) data collected from six international optical networks, we find that it is possible to forecast LOS events with good precision 1-7 days before they occur, albeit at relatively low recall, with supervised machine learning (ML). Our study covers twelve facility types, including 100G lines and ETH10G clients. We show that the precision for a given network improves when training on multiple networks simultaneously relative to training on an individual network. Furthermore, we show that it is possible to forecast LOS from all facility types and all networks with a single model, whereas fine-tuning for a particular facility or network only brings modest improvements. Hence our ML models remain effective for optical networks previously unknown to the model, which makes them usable for commercial applications.