Missingness-Aware Prior-Data Fitted Network for Irregular Clinical Time-Series
Clinical time series are irregularly observed with laboratory measurements recorded at uneven intervals and observation patterns often reflecting patient state, clinical concern, and site-specific practice. Consequently, missingness is not merely a nuisance factor but an informative signal for prediction. We propose a Missingness-Aware Prior-Data Fitted Network (MA-PFN) for irregular clinical time-series prediction. MA-PFN first learns a diffusion-based prior over joint laboratory value and observation-mask trajectories from source-domain electronic health records, capturing both physiological dynamics and measurement processes. Synthetic trajectories sampled from this prior are then transformed into context-query tasks to train a PFN-style conditional predictor. Once trained, the model performs prediction for new admissions in a single forward pass, requiring neither retraining nor parameter adaptation on target datasets. The framework naturally supports both imputation and forecasting through different context-query constructions. We conduct internal validation on a held-out MIMIC-III test set and external validation on eICU, evaluating both imputation and forecasting and assessing cross-domain generalization under shifts in patient populations, clinical practices, and observation mechanisms. MA-PFN achieves the best performance across all evaluated settings, with Overall/Macro nRMSD ranging from (0.193/0.186) for internal imputation to (0.297/0.297) for external forecasting, without target-domain adaptation. These results demonstrate that learning missingness-aware task priors enables accurate and transferable clinical time-series prediction under informative missingness.