ALER-TI: Aligned Latent Embedding Retrieval for Time Series Imputation

Deep learning has significantly advanced time series imputation, yet most existing architectures primarily rely on localized temporal context within the corrupted input sequence.

This reliance can be limiting in real-world scenarios, where time series often exhibit non-stationary dynamics, weak temporal correlations, and infrequent patterns that are difficult to reconstruct from nearby observations alone.

In this paper, we propose ALER-TI, Aligned Latent Embedding Retrieval for Time Series Imputation, a retrieval-augmented framework that explicitly leverages historical patterns to supplement degraded local context for more reliable missing-value reconstruction.

The core of ALER-TI is Latent Embedding Alignment (LEA), which mitigates the representation mismatch between corrupted queries and complete historical candidates.

By applying post-hoc masking in the latent space, LEA aligns candidates with the query's missingness pattern while allowing historical embeddings to be pre-computed and cached for efficient retrieval.

ALER-TI is model-agnostic and can be integrated with various imputation backbones through a lightweight adaptation module.

Extensive experiments on six real-world datasets under different missing rates demonstrate that ALER-TI consistently improves strong baseline models and enhances robustness across diverse imputation settings.