A Hybrid LSTM–Attention Model for Multivariate Time Series Imputation: Evaluation on Environmental Datasets
Abstract
1. Introduction
2. Materials and Methods
2.1. Dataset Description
2.1.1. Soil Temperature Dataset
2.1.2. Meteorological Dataset
2.1.3. Air Quality Dataset
2.2. Proposed Hybrid Model
2.2.1. First LSTM Layer (LSTM1)
2.2.2. Multihead Attention Layer
2.2.3. Second LSTM Layer (LSTM2)
2.2.4. Output Layer
2.3. Experimental Design
3. Results
3.1. Multivariate Evaluation
3.2. Comparative Study
3.3. Ablation Study
4. Discussion
5. Conclusions
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Conflicts of Interest
References
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| Parameter | Value | Search Ranges/Justification |
|---|---|---|
| 30 | ||
| LSTM units | 64 | Widely used default |
| LSTM Activation function | ReLU | Enhances gradient propagation and model stability |
| 0.3 | ||
| Number of attention heads | 6 | |
| 0.001 | Widely used default | |
| 32 | Balances training stability and execution time | |
| 100 | ||
| Loss function | MSE | Penalises large mistakes and useful for predictive tasks |
| Optimiser | Adam | Converges fast and requires less manual tuning |
| Evaluation Metrics | RMSE, MAE, R2 | Help assess overall accuracy and error distribution |
| Dataset | Method | MAE | RMSE | |
|---|---|---|---|---|
| SoilTemp | Hybrid | |||
| KNN | ||||
| BRITS | ||||
| Meteorological | Hybrid | |||
| KNN | ||||
| BRITS | ||||
| NO2/O3 | Hybrid | |||
| KNN | ||||
| BRITS | ||||
| O3 | Hybrid | |||
| KNN | ||||
| BRITS |
| Model | LSTM1 | LSTM2 | Attention | Purpose |
|---|---|---|---|---|
| Baseline | ✔ | ✔ | ✔ | Full proposed Hybrid model as baseline to compare |
| Ablation A | – | ✔ | ✔ | Test importance of pre-attention LSTM layer (LSTM1) |
| Ablation B | ✔ | – | ✔ | Test importance of post-attention LSTM layer (LSTM2) |
| Ablation C | ✔ | ✔ | – | Test contribution of attention and concatenation layers |
| ✔ indicates the component is included; – indicates the component is removed. | ||||
| Missing % | SoilTemp | Meteorological | Air Quality NO2/O3 | Air Quality O3 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAE | RMSE | R2 | MAE | RMSE | R2 | MAE | RMSE | R2 | MAE | RMSE | R2 | |
| 10 | 0.0960 | 0.1366 | 0.9764 | 0.9219 | 1.2350 | 09679 | 1.6996 | 2.2337 | 0.9265 | 0.0013 | 0.0021 | 0.9385 |
| 20 | 0.0962 | 0.1369 | 0.9763 | 0.9148 | 1.2264 | 0.9683 | 1.6876 | 2.2233 | 0.9273 | 0.0013 | 0.0021 | 0.9396 |
| 30 | 0.0962 | 0.1368 | 0.9764 | 0.9061 | 1.2159 | 0.9692 | 1.6846 | 2.2214 | 0.9279 | 0.0013 | 0.0021 | 0.9401 |
| 40 | 0.0966 | 0.1370 | 0.9765 | 0.9047 | 1.2091 | 0.9697 | 1.6867 | 2.2317 | 0.9271 | 0.0013 | 0.0021 | 0.9405 |
| 50 | 0.0968 | 0.1374 | 0.9765 | 0.9137 | 1.2219 | 0.9693 | 1.7101 | 2.2627 | 0.9251 | 0.0013 | 0.0022 | 0.9372 |
| 60 | 0.0984 | 0.1387 | 0.9764 | 0.9649 | 1.2992 | 0.9648 | 1.7508 | 2.3456 | 0.9194 | 0.0014 | 0.0023 | 0.9298 |
| 70 | 0.1020 | 0.1417 | 0.9767 | 1.0662 | 1.4390 | 0.9572 | 1.8198 | 2.4350 | 0.9127 | 0.0015 | 0.0025 | 0.9186 |
| 80 | 0.1125 | 0.1525 | 0.9762 | 1.2890 | 1.8602 | 0.9321 | 2.0577 | 2.7507 | 0.8909 | 0.0019 | 0.0031 | 0.8699 |
| 90 | 0.1818 | 0.2839 | 0.9391 | 1.6563 | 2.2737 | 0.9011 | 2.4585 | 3.2772 | 0.8432 | 0.0025 | 0.0039 | 0.7904 |
| Missing % | SoilTemp | Meteorological | Air Quality NO2O3 | Air Quality O3 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Hybrid | KNN | BRITS | Hybrid | KNN | BRITS | Hybrid | KNN | BRITS | Hybrid | KNN | BRITS | |
| 10 | 0.0960 | 0.2846 | 0.4136 | 0.9219 | 0.4915 | 3.0287 | 1.6996 | 0.8736 | 2.9713 | 0.0013 | 0.0012 | 0.0028 |
| 20 | 0.0962 | 0.3439 | 0.4963 | 0.9148 | 0.5537 | 3.6159 | 1.6876 | 1.1250 | 3.5071 | 0.0013 | 0.0018 | 0.0033 |
| 30 | 0.0962 | 0.4045 | 0.5733 | 0.9061 | 0.6051 | 4.2326 | 1.6846 | 1.3790 | 4.0402 | 0.0013 | 0.0024 | 0.0037 |
| 40 | 0.0966 | 0.4606 | 0.6561 | 0.9047 | 0.6744 | 4.9117 | 1.6867 | 1.6065 | 4.6357 | 0.0013 | 0.0030 | 0.0043 |
| 50 | 0.0968 | 0.5137 | 0.7269 | 0.9137 | 0.7324 | 5.5871 | 1.7101 | 1.8245 | 5.2438 | 0.0013 | 0.0036 | 0.0048 |
| 60 | 0.0984 | 0.5767 | 0.8080 | 0.9649 | 0.8205 | 6.2903 | 1.7508 | 2.0901 | 5.8750 | 0.0014 | 0.0042 | 0.0054 |
| 70 | 0.1020 | 0.6355 | 0.8800 | 1.0662 | 0.8679 | 6.9295 | 1.8198 | 2.3585 | 6.4875 | 0.0015 | 0.0049 | 0.0059 |
| 80 | 0.1125 | 0.6901 | 0.9573 | 1.2890 | 0.9477 | 7.6072 | 2.0577 | 2.5980 | 7.0493 | 0.0019 | 0.0054 | 0.0064 |
| 90 | 0.1818 | 0.7540 | 1.0380 | 1.6563 | 1.0320 | 8.2899 | 2.4585 | 2.8471 | 7.5503 | 0.0025 | 0.0060 | 0.0069 |
| Missing % | SoilTemp | Meteorological | Air Quality NO2O3 | Air Quality O3 | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Hybrid | KNN | BRITS | Hybrid | KNN | BRITS | Hybrid | KNN | BRITS | Hybrid | KNN | BRITS | |
| 10 | 0.1366 | 0.6698 | 0.8168 | 1.2350 | 1.2569 | 6.2026 | 2.2337 | 1.9988 | 6.4608 | 0.0021 | 0.0032 | 0.0053 |
| 20 | 0.1369 | 0.7338 | 0.8941 | 1.2264 | 1.3149 | 6.7579 | 2.2233 | 2.3625 | 6.9669 | 0.0021 | 0.0041 | 0.0058 |
| 30 | 0.1368 | 0.7996 | 0.9599 | 1.2159 | 1.3406 | 7.3109 | 2.2214 | 2.6911 | 7.4573 | 0.0021 | 0.0049 | 0.0061 |
| 40 | 0.1370 | 0.8460 | 1.0246 | 1.2091 | 1.4005 | 7.9559 | 2.2317 | 2.8881 | 8.0107 | 0.0021 | 0.0056 | 0.0066 |
| 50 | 0.1374 | 0.8919 | 1.0784 | 1.2219 | 1.3953 | 8.4931 | 2.2627 | 3.0765 | 8.5289 | 0.0022 | 0.0062 | 0.0070 |
| 60 | 0.1387 | 0.9520 | 1.1379 | 1.2992 | 1.4730 | 9.0417 | 2.3456 | 3.3174 | 9.0690 | 0.0023 | 0.0067 | 0.0075 |
| 70 | 0.1417 | 1.0026 | 1.1845 | 1.4390 | 1.4569 | 9.4659 | 2.4350 | 3.5606 | 9.5044 | 0.0025 | 0.0072 | 0.0078 |
| 80 | 0.1525 | 1.0453 | 1.2347 | 1.8602 | 1.5076 | 9.9458 | 2.7507 | 3.7530 | 9.8974 | 0.0031 | 0.0077 | 0.0081 |
| 90 | 0.2839 | 1.0947 | 1.2862 | 2.2737 | 1.5633 | 10.4219 | 3.2772 | 3.9535 | 10.2315 | 0.0039 | 0.0081 | 0.0084 |
| (a) Ablation Results-SoilTemp and Meteorological Datasets | ||||||||
|---|---|---|---|---|---|---|---|---|
| Missing % | SoilTemp | Meteorological | ||||||
| Ablation A | Ablation B | Ablation C | Baseline | Ablation A | Ablation B | Ablation C | Baseline | |
| 10 | 0.1959 | 1.6806 | 0.1578 | 0.0960 | 1.0407 | 3.2101 | 1.2480 | 0.9219 |
| 20 | 0.1958 | 1.6807 | 0.1579 | 0.0962 | 1.0388 | 3.2064 | 1.2432 | 0.9148 |
| 30 | 0.1960 | 1.6807 | 0.1578 | 0.0962 | 1.0336 | 3.2022 | 1.2379 | 0.9061 |
| 40 | 0.1960 | 1.6807 | 0.1578 | 0.0966 | 1.0356 | 3.1929 | 1.2397 | 0.9047 |
| 50 | 0.1957 | 1.6811 | 0.1572 | 0.0968 | 1.0538 | 3.1913 | 1.2533 | 0.9137 |
| 60 | 0.1951 | 1.6817 | 0.1564 | 0.0984 | 1.1272 | 3.1968 | 1.2926 | 0.9649 |
| 70 | 0.1938 | 1.6803 | 0.1580 | 0.1020 | 1.2346 | 3.2467 | 1.3969 | 1.0662 |
| 80 | 0.1925 | 1.6798 | 0.1594 | 0.1125 | 1.4817 | 3.2897 | 1.5808 | 1.2890 |
| 90 | 0.2083 | 1.6609 | 0.2016 | 0.1818 | 1.8781 | 3.3611 | 1.9170 | 1.6563 |
| (b) Ablation Results-Air Quality NO2O3 and O3 Datasets | ||||||||
| Missing % | Air Quality NO2O3 | Air Quality O3 | ||||||
| Ablation A | Ablation B | Ablation C | Baseline | Ablation A | Ablation B | Ablation C | Baseline | |
| 10 | 1.8329 | 2.1210 | 1.7326 | 1.6996 | 0.0016 | 0.0013 | 0.0015 | 0.0013 |
| 20 | 1.8297 | 2.0909 | 1.7224 | 1.6876 | 0.0016 | 0.0013 | 0.0015 | 0.0013 |
| 30 | 1.8237 | 2.0764 | 1.7160 | 1.6846 | 0.0016 | 0.0013 | 0.0015 | 0.0013 |
| 40 | 1.8318 | 2.0726 | 1.7151 | 1.6867 | 0.0016 | 0.0013 | 0.0015 | 0.0013 |
| 50 | 1.8453 | 2.1054 | 1.7220 | 1.7101 | 0.0017 | 0.0014 | 0.0016 | 0.0013 |
| 60 | 1.8830 | 2.1407 | 1.7542 | 1.7508 | 0.0017 | 0.0014 | 0.0017 | 0.0014 |
| 70 | 1.9494 | 2.1932 | 1.8330 | 1.8198 | 0.0018 | 0.0015 | 0.0018 | 0.0015 |
| 80 | 2.1768 | 2.4507 | 2.0482 | 2.0577 | 0.0022 | 0.0020 | 0.0022 | 0.0019 |
| 90 | 2.5378 | 2.8384 | 2.4801 | 2.4585 | 0.0027 | 0.0026 | 0.0028 | 0.0025 |
| (a) Ablation Results-SoilTemp and Meteorological Datasets | ||||||||
|---|---|---|---|---|---|---|---|---|
| Missing % | SoilTemp | Meteorological | ||||||
| Ablation A | Ablation B | Ablation C | Baseline | Ablation A | Ablation B | Ablation C | Baseline | |
| 10 | 0.3223 | 1.6967 | 0.1691 | 0.1366 | 1.3858 | 3.6050 | 1.5623 | 1.2350 |
| 20 | 0.3223 | 1.6968 | 0.1692 | 0.1369 | 1.3842 | 3.5984 | 1.5560 | 1.2264 |
| 30 | 0.3225 | 1.6969 | 0.1691 | 0.1368 | 1.3778 | 3.5937 | 1.5486 | 1.2159 |
| 40 | 0.3223 | 1.6970 | 0.1692 | 0.1370 | 1.3799 | 3.5889 | 1.5465 | 1.2091 |
| 50 | 0.3218 | 1.6974 | 0.1689 | 0.1374 | 1.4013 | 3.5933 | 1.5628 | 1.2219 |
| 60 | 0.3206 | 1.6982 | 0.1682 | 0.1387 | 1.5086 | 3.6223 | 1.6260 | 1.2992 |
| 70 | 0.3194 | 1.6972 | 0.1704 | 0.1417 | 1.6542 | 3.7123 | 1.7747 | 1.4390 |
| 80 | 0.3181 | 1.6983 | 0.1753 | 0.1525 | 2.0593 | 3.8459 | 2.0939 | 1.8602 |
| 90 | 0.3341 | 1.6941 | 0.2808 | 0.2839 | 2.5452 | 4.0851 | 2.5301 | 2.2737 |
| (b) Ablation Results-Air Quality NO2O3 and O3 Datasets | ||||||||
| Missing % | Air Quality NO2O3 | Air Quality O3 | ||||||
| Ablation A | Ablation B | Ablation C | Baseline | Ablation A | Ablation B | Ablation C | Baseline | |
| 10 | 2.3985 | 2.7895 | 2.2888 | 2.2337 | 0.0024 | 0.0021 | 0.0023 | 0.0021 |
| 20 | 2.3977 | 2.7614 | 2.2757 | 2.2233 | 0.0024 | 0.0021 | 0.0023 | 0.0021 |
| 30 | 2.3887 | 2.7454 | 2.2655 | 2.2214 | 0.0024 | 0.0021 | 0.0023 | 0.0021 |
| 40 | 2.4025 | 2.7404 | 2.2721 | 2.2317 | 0.0024 | 0.0021 | 0.0023 | 0.0021 |
| 50 | 2.4217 | 2.7683 | 2.2784 | 2.2627 | 0.0025 | 0.0022 | 0.0024 | 0.0022 |
| 60 | 2.4890 | 2.8358 | 2.3456 | 2.3456 | 0.0026 | 0.0023 | 0.0025 | 0.0023 |
| 70 | 2.5655 | 2.9053 | 2.4483 | 2.4350 | 0.0027 | 0.0025 | 0.0027 | 0.0025 |
| 80 | 2.8501 | 3.2400 | 2.7476 | 2.7507 | 0.0033 | 0.0032 | 0.0033 | 0.0031 |
| 90 | 3.3012 | 3.7539 | 3.3221 | 3.2772 | 0.0040 | 0.0040 | 0.0041 | 0.0039 |
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Laeeq, A.; Li, J.; Adeel, U. A Hybrid LSTM–Attention Model for Multivariate Time Series Imputation: Evaluation on Environmental Datasets. Mach. Learn. Knowl. Extr. 2026, 8, 18. https://doi.org/10.3390/make8010018
Laeeq A, Li J, Adeel U. A Hybrid LSTM–Attention Model for Multivariate Time Series Imputation: Evaluation on Environmental Datasets. Machine Learning and Knowledge Extraction. 2026; 8(1):18. https://doi.org/10.3390/make8010018
Chicago/Turabian StyleLaeeq, Ammara, Jie Li, and Usman Adeel. 2026. "A Hybrid LSTM–Attention Model for Multivariate Time Series Imputation: Evaluation on Environmental Datasets" Machine Learning and Knowledge Extraction 8, no. 1: 18. https://doi.org/10.3390/make8010018
APA StyleLaeeq, A., Li, J., & Adeel, U. (2026). A Hybrid LSTM–Attention Model for Multivariate Time Series Imputation: Evaluation on Environmental Datasets. Machine Learning and Knowledge Extraction, 8(1), 18. https://doi.org/10.3390/make8010018

