SPLICE: Latent Diffusion over JEPA Embeddings for Conformal Time-Series Inpainting
Summary
SPLICE (Self-supervised Predictive Latent Inpainting with Conformal Envelopes) is a modular framework designed for time-series imputation, specifically for power systems, that provides both high reconstruction accuracy and finite-sample reliability guarantees. It integrates a JEPA encoder to map daily load segments into a 64-dimensional latent space, a conditional latent bridge with four sampling modes for generating gap trajectories, an hourly-conditioned decoder to map back to signal space, and Adaptive Conformal Inference (ACI) for coverage-guaranteed prediction bands. The flow-matching variant of SPLICE achieves comparable quality to DDIM with a 5-10x speedup, completing in 5-10 ODE steps. Evaluated on thirteen load datasets (nine proprietary, three UCI Electricity, ETTh1), SPLICE achieved the lowest mean Load-only MSE (0.056), winning 9/12 non-degenerate datasets for 91-day gaps and 18/32 across all gap lengths against five baselines. ACI delivered 93-95% empirical coverage, correcting under-coverage failures of up to 7.5 percentage points observed with static conformal prediction. A pooled JEPA encoder trained on nine feeds demonstrated transferability to four unseen domains, matching or exceeding per-dataset oracles with minimal fine-tuning.
Key takeaway
For AI Scientists and Machine Learning Engineers working on critical time-series imputation tasks, SPLICE offers a robust solution that combines high accuracy with provable uncertainty quantification. You should consider adopting its modular JEPA-based architecture and Adaptive Conformal Inference to ensure reliable predictions and calibrated confidence intervals, especially in non-stationary environments like power systems. This approach can significantly reduce risks associated with over-confident imputations and improve operational planning.
Key insights
SPLICE offers reliable time-series imputation with uncertainty quantification for critical infrastructure like power grids.
Principles
- Latent dynamics models can "imagine" plausible trajectories.
- Adaptive Conformal Inference maintains coverage under distribution shift.
- Modular architectures enable component replacement and transfer learning.
Method
SPLICE uses a JEPA encoder for latent representation, a conditional latent bridge for trajectory generation, an hourly-conditioned decoder for signal reconstruction, and Adaptive Conformal Inference for robust prediction intervals.
In practice
- Use flow-matching for 5-10x faster inference than DDIM.
- Apply ACI to correct under-coverage in non-stationary data.
- Fine-tune only the bridge and decoder for cross-domain transfer.
Topics
- Time-Series Inpainting
- JEPA Embeddings
- Latent Diffusion Models
- Adaptive Conformal Inference
- Power Systems
Best for: AI Scientist, Machine Learning Engineer, Research Scientist
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Editorial summary, takeaway, and curation by AIssential. Original article published by stat.ML updates on arXiv.org.