Code for the paper "HyFAD: Hybrid Time-Frequency Diffusion with Frequency-Aware Embedding for Time Series Imputation"

Requirements

pip install -r requirements.txt

Dataset Preparation

Please refer to CSDI for the dataset preparation.

Training and inference

Physionet Dataset

python train_physio.py --testmissingratio [missing ratio] --nsample [number of samples]

Air Quality Dataset

python train_pm25.py --testmissingratio [missing ratio] --nsample [number of samples]

Parameters

For modifying hyperparameters and schedulers, please modify the corresponding parameter in config/base.yaml.

Acknowledgements

A part of the code is based on CSDI.