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Evaluating Deep Multivariate Imputation Models on Wearable Device Data

This paper introduces a novel evaluation and training protocol that accounts for the structured, block-wise missingness inherent in wearable device data, demonstrating that matching models to realistic missingness patterns significantly improves performance and reveals that no single imputation method dominates across all physiological features and gap severities.

Original authors: Skye Goodman, Roussel Desmond Nzoyem, Leandro Junges, Peter Kissack, Yasser Qureshi, Amberly Brigden, Jeff Clark, Nawid Keshtmand

Published 2026-08-26
📖 6 min read🧠 Deep dive

Original authors: Skye Goodman, Roussel Desmond Nzoyem, Leandro Junges, Peter Kissack, Yasser Qureshi, Amberly Brigden, Jeff Clark, Nawid Keshtmand

Original paper licensed under CC BY 4.0 (http://creativecommons.org/licenses/by/4.0/). ⚕️ This is an AI-generated explanation of a preprint that has not been peer-reviewed. It is not medical advice. Do not make health decisions based on this content. Read full disclaimer

Wearable devices like smartwatches have transformed from simple fitness trackers into powerful tools for continuous health monitoring, offering a window into the body's rhythms that was once only available in a hospital. These gadgets collect a steady stream of data, such as heart rate, sleep stages, and movement, creating a detailed timeline of a person's physiological state. However, this data is rarely perfect. Sensors can lose contact with the skin, batteries can die, or connectivity can drop, leaving gaps in the timeline. When these gaps occur, they often happen in clusters; if the sensor loses contact, it stops recording multiple measurements at once, rather than just skipping a single number here and there. To make sense of this incomplete picture, scientists use computer models to fill in the missing pieces, a process called imputation. The quality of these filled-in values is critical, as they form the foundation for any future health predictions, such as forecasting a seizure or detecting an infection. If the model guesses incorrectly, the entire health analysis built upon it could be flawed.

For years, researchers have tested these filling-in models using a method that assumes missing data happens randomly, like raindrops falling on a window. They would take a complete dataset, randomly erase a few points, and see if the model could guess them back. This approach, however, fails to reflect how wearable devices actually fail. In the real world, when a sensor drops out, it often leaves a long, continuous gap where many different measurements are missing together. A new study by Skye Goodman and colleagues at the University of Bristol, the University of Manchester, and the University of Birmingham challenges the old way of testing. By analyzing data from a person with epilepsy wearing a Garmin smartwatch, the researchers developed a new testing protocol that mimics these realistic, clustered gaps. They found that the standard way of testing models was hiding their true weaknesses and strengths, and that simply changing how models are trained and tested could dramatically improve their performance.

The researchers began by studying the specific patterns of missing data in their dataset. They discovered that the nine different health metrics recorded by the watch did not fail independently. Instead, they were tightly linked to the hardware that produced them. For instance, heart rate, inter-beat intervals, and stress scores all rely on an optical sensor on the wrist. When that sensor lost contact, all those measurements vanished simultaneously. In contrast, step counts came from a different sensor, the accelerometer, which had its own failure patterns. The gaps also varied wildly in length; some features had only brief, single-moment dropouts, while others, like heart rate, suffered from long outages that could last for hours. The team realized that a single, uniform method for testing could not capture this complexity. They created a new evaluation system that mined these real-world gaps from the training data, categorized them by length into typical, moderate, and severe buckets, and then injected these exact patterns into the test data. This ensured that the models were tested on the same kind of difficult, clustered missingness they would face in the real world.

When the researchers applied this realistic protocol, the results were striking. They tested two advanced deep learning models, known as BRITS and SAITS, which are designed to handle complex time-series data. Under the old, random testing method, these models appeared to perform reasonably well. However, when tested against the realistic, clustered gaps, their performance dropped significantly, revealing that they had been overconfident. The study showed that the models had been trained on data where missing values were scattered randomly, so they never learned how to handle the situation where an entire block of data was gone. To fix this, the team adjusted the training process so the models were exposed to the same realistic, block-style missingness during their learning phase. This simple change had a profound effect: the error rate for the BRITS model in the most severe gap scenarios dropped by 43 percent. This improvement was not a minor tweak; it transformed a model that struggled under realistic conditions into one that performed robustly.

The study also revealed that no single model is the best at everything. The researchers found that the best approach depends entirely on the specific type of data and the length of the gap. For slow-moving features, such as a daily step count or a body battery score that changes very gradually, a simple, classic method called linear interpolation—which essentially draws a straight line between the last known point and the next—was often the most accurate, especially for short gaps. However, for dynamic, rapidly changing signals like heart rate, the advanced deep learning models were far superior, particularly when the gaps were long. The researchers also discovered that adding information about the time of day and the body's natural daily rhythms helped the models make better guesses when data was missing. This was especially true for the BRITS model, which saw significant improvements in accuracy for heart rate and sleep data when these time-based clues were included.

Interestingly, the study highlighted a trade-off between accuracy and the shape of the data. While one model, the extended BRITS, was better at guessing the exact value of a missing point, the other model, SAITS, was better at preserving the overall statistical shape of the data. This distinction is vital for medical applications. A model that guesses the average value might be accurate on average but could fail to capture rare, extreme events, such as a sudden spike in heart rate that often precedes a seizure. The researchers found that both models tended to smooth out these extreme tails, potentially hiding the very signals doctors need to see. This suggests that while the models are powerful, they still need refinement to ensure they do not miss critical, life-saving anomalies.

The findings of this paper carry a clear message for the future of wearable health technology. The way we test these models matters as much as the models themselves. Using unrealistic, random testing methods gives a false sense of security and obscures the true capabilities of the technology. By adopting a protocol that mirrors the messy, clustered reality of how sensors fail, researchers can develop better strategies for filling in the gaps. The study concludes that there is no single "best" model for all situations; instead, the most effective approach will likely be a hybrid system that chooses the right tool for the specific job, whether that is a simple line for slow data or a complex neural network for dynamic signals. This shift in perspective, from seeking a universal solution to understanding the nuances of the data, is a critical step toward building more reliable and effective health monitoring systems for the future.

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