Curriculum-Aware Interpolate-then-Refine: Learned Physiological Time-Series Imputation under Realistic Missingness

Abstract

Imputing physiological time series (arterial blood pressure, blood glucose, etc.) is essential for addressing the missingness that pervades clinical data. Yet modern imputation methods perform poorly in this domain: a recent benchmark found that simple linear interpolation outperformed every learned imputer on real-world clinical signals with realistic gaps. We show that this reflects two properties of physiological missingness that generic imputers ignore: gaps may occur when the signal is clinically extreme rather than typical, and gap lengths can easily span orders of magnitude. To this end, we introduce Curriculum-Aware Interpolate-then-Refine (CAIR), a two-stage framework for physiological time-series imputation. Our key motivation is to learn a coarse base curve and then repeatedly correct it toward physiological realism, rather than predict a gap in a single pass. Consequently, CAIR couples a bidirectional-GRU interpolator with a Transformer refiner that corrects its own estimate over three successive passes, trained jointly under a broad, signal-agnostic random-gap curriculum. We evaluate imputers stratified by gap length and missingness mechanism (MCAR, MAR, NMAR) rather than by a single average, and CAIR is the most accurate under every mechanism on continuous glucose monitoring (AI-READI) and arterial pressure in intensive care (MIMIC-III). Its margin over the strongest baseline grows with difficulty, from 9% under MCAR to 19% under value-dependent dropout, where generic learned imputers are weakest. We further show low reconstruction error alone does not recover the burden metrics clinicians act on: interpolants matching CAIR's error fail to preserve those metrics, imputers that recover them are far less accurate, and CAIR alone ranks among the best on both axes.