Abstract:Traffic forecasting systems rely on fixed sensor networks that frequently exhibit contiguous blackouts. Such outages are usually treated as ignorable missingness, although dropout can depend on unobserved traffic conditions. We study this possibility with an MNAR-aware latent state-space model that combines linear traffic dynamics with a Bernoulli missingness channel whose probability depends on the latent state. Inference uses an Extended Kalman Filter (EKF) followed by Rauch-Tung-Striebel (RTS) smoothing, and parameters are learned by approximate EM. We evaluate Seattle using a leakage-free, month-balanced set of 300 unique all-horizon-aligned blackout windows. On this benchmark, MAR-LDS attains 4.264 mph pooled imputation RMSE and MNAR-LDS improves it to 4.177 (difference -0.086); the detector-cluster bootstrap 95% interval is [-0.182,-0.002]. A causal one-step predicted latent representation raises missingness ROC-AUC from 0.685 using observed-only features to 0.784. We further test whether this compact probabilistic model remains competitive with substantially larger neural time-series architectures under the identical masked-imputation protocol. MNAR-LDS ranks second in pooled RMSE and outperforms 8 of 9 evaluated neural architectures; it is within 1.22% of the best neural result, with no statistically resolved difference under detector-cluster bootstrap, while achieving lower P95 error, lower long-blackout RMSE, and orders of magnitude fewer stored scalar entries. MNAR roughly doubles end-to-end training time relative to MAR and increases EKF+RTS inference time by 41%, making the accuracy-complexity-cost tradeoff explicit. Controlled state-dependent blackouts further show larger gains when dropout is genuinely informative, including a 6.34% reduction in 30-minute forecast RMSE relative to MAR.
From: Aman Sunesh [view email]
[v1]
Sun, 4 Jan 2026 11:03:13 UTC (1,835 KB)
[v2]
Tue, 6 Jan 2026 10:56:56 UTC (1,882 KB)
[v3]
Tue, 1 Sep 2026 12:27:05 UTC (83 KB)
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