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Deep sequence models have achieved notable success in time-series analysis, such as interpolation and forecasting. Recent advances move beyond discrete-time architectures like Recurrent Neural Networks (RNNs) toward continuous-time…

Machine Learning · Computer Science 2025-08-05 Haoran Li , Muhao Guo , Yang Weng , Hanghang Tong

Neural Ordinary Differential Equations (ODEs) represent a significant advancement at the intersection of machine learning and dynamical systems, offering a continuous-time analog to discrete neural networks. Despite their promise, deploying…

Numerical Analysis · Mathematics 2025-06-18 Matteo Caldana , Jan S. Hesthaven

Time series modeling and analysis have become critical in various domains. Conventional methods such as RNNs and Transformers, while effective for discrete-time and regularly sampled data, face significant challenges in capturing the…

Machine Learning · Computer Science 2025-09-30 YongKyung Oh , Seungsu Kam , Jonghun Lee , Dong-Young Lim , Sungil Kim , Alex Bui

Neural Controlled Differential Equations (NCDEs) are a state-of-the-art tool for supervised learning with irregularly sampled time series (Kidger, 2020). However, no theoretical analysis of their performance has been provided yet, and it…

Machine Learning · Statistics 2024-07-03 Linus Bleistein , Agathe Guilloux

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

Machine Learning · Computer Science 2022-06-17 Nabeel Seedat , Fergus Imrie , Alexis Bellot , Zhaozhi Qian , Mihaela van der Schaar

Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few…

Machine Learning · Computer Science 2021-08-18 Alexander Norcliffe , Cristian Bodnar , Ben Day , Jacob Moss , Pietro Liò

Neural controlled differential equations (CDEs) are the continuous-time analogue of recurrent neural networks, as Neural ODEs are to residual networks, and offer a memory-efficient continuous-time way to model functions of potentially…

Machine Learning · Computer Science 2021-06-22 James Morrill , Cristopher Salvi , Patrick Kidger , James Foster , Terry Lyons

Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…

Machine Learning · Computer Science 2022-09-20 Lucas Böttcher , Thomas Asikis

Neural networks inspired by differential equations have proliferated for the past several years. Neural ordinary differential equations (NODEs) and neural controlled differential equations (NCDEs) are two representative examples of them. In…

Machine Learning · Computer Science 2021-11-17 Sheo Yon Jhin , Heejoo Shin , Seoyoung Hong , Solhee Park , Noseong Park

Neural Ordinary Differential Equations (ODEs) are elegant reinterpretations of deep networks where continuous time can replace the discrete notion of depth, ODE solvers perform forward propagation, and the adjoint method enables efficient,…

Neural ordinary differential equations (Neural ODEs) is a class of machine learning models that approximate the time derivative of hidden states using a neural network. They are powerful tools for modeling continuous-time dynamical systems,…

Machine Learning · Statistics 2024-07-16 Wenbo Hao

Neural differential equations are a promising new member in the neural network family. They show the potential of differential equations for time series data analysis. In this paper, the strength of the ordinary differential equation (ODE)…

Machine Learning · Computer Science 2020-05-21 Mansura Habiba , Barak A. Pearlmutter

Neural controlled differential equations (Neural CDEs) are a continuous-time extension of recurrent neural networks (RNNs), achieving state-of-the-art (SOTA) performance at modelling functions of irregular time series. In order to interpret…

Machine Learning · Computer Science 2021-06-22 James Morrill , Patrick Kidger , Lingyi Yang , Terry Lyons

In chemical reaction network theory, ordinary differential equations are used to model the temporal change of chemical species concentration. As the functional form of these ordinary differential equations systems is derived from an…

Molecular Networks · Quantitative Biology 2025-02-27 Anna C. M. Thöni , William E. Robinson , Yoram Bachrach , Wilhelm T. S. Huck , Tal Kachman

Neural ordinary differential equations (Neural ODEs) define continuous time dynamical systems with neural networks. The interest in their application for modelling has sparked recently, spanning hybrid system identification problems and…

Optimization and Control · Mathematics 2022-11-15 Ilya Orson Sandoval , Panagiotis Petsagkourakis , Ehecatl Antonio del Rio-Chanona

The neural Ordinary Differential Equation (ODE) model has shown success in learning complex continuous-time processes from observations on discrete time stamps. In this work, we consider the modeling and forecasting of time series data that…

Machine Learning · Statistics 2023-06-05 Yixuan Tan , Liyan Xie , Xiuyuan Cheng

By interpreting the forward dynamics of the latent representation of neural networks as an ordinary differential equation, Neural Ordinary Differential Equation (Neural ODE) emerged as an effective framework for modeling a system dynamics…

Machine Learning · Computer Science 2020-10-19 Daehoon Gwak , Gyuhyeon Sim , Michael Poli , Stefano Massaroli , Jaegul Choo , Edward Choi

The existing Neural ODE formulation relies on an explicit knowledge of the termination time. We extend Neural ODEs to implicitly defined termination criteria modeled by neural event functions, which can be chained together and…

Machine Learning · Computer Science 2021-10-28 Ricky T. Q. Chen , Brandon Amos , Maximilian Nickel

Neural ordinary differential equations describe how values change in time. This is the reason why they gained importance in modeling sequential data, especially when the observations are made at irregular intervals. In this paper we propose…

Machine Learning · Computer Science 2021-10-26 Marin Biloš , Johanna Sommer , Syama Sundar Rangapuram , Tim Januschowski , Stephan Günnemann

Neural ordinary differential equations (ODEs) have attracted much attention as continuous-time counterparts of deep residual neural networks (NNs), and numerous extensions for recurrent NNs have been proposed. Since the 1980s, ODEs have…

Machine Learning · Computer Science 2022-10-17 Kazuki Irie , Francesco Faccio , Jürgen Schmidhuber
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