This invention discloses a
time series completion method, device, and medium based on
diffusion sampling correction and
frequency domain optimization. The method includes: constructing an observation
mask; inputting the complete
time series and the corresponding simulated missing
mask into a
diffusion model, generating an original
noise sequence through forward
diffusion, and generating a perturbation
noise sequence based on step-dependent
Gaussian perturbation, using the perturbation
noise sequence as model input, and using the original noise sequence as a supervisory
signal to
train a diffusion noise predictor; in the
inference phase, inputting the
time series containing partial observations and the corresponding real missing
mask into the trained diffusion noise predictor, iteratively generating intermediate samples according to a preset diffusion step size, performing
frequency domain decomposition and correction on the intermediate samples during the
iteration process, and continuing subsequent iterations based on the corrected
signal until all preset diffusion steps are completed; and outputting the completed time
series data. This invention achieves the completion of
missing data in multivariate time series.