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Neural controlled differential equations (NCDEs), which are continuous analogues to recurrent neural networks (RNNs), are a specialized model in (irregular) time-series processing. In comparison with similar models, e.g., neural ordinary…

Machine Learning · Computer Science 2023-01-12 Sheo Yon Jhin , Minju Jo , Seungji Kook , Noseong Park , Sungpil Woo , Sunhwan Lim

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

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

Accurately learning solution operators for time-dependent partial differential equations (PDEs) from sparse and irregular data remains a challenging task. Recurrent DeepONet extensions inherit the discrete-time limitations of…

Computational Engineering, Finance, and Science · Computer Science 2025-07-04 Diab W. Abueidda , Mbebo Nonna , Panos Pantidis , Mostafa E. Mobasher

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

Deep neural operators can learn nonlinear mappings between infinite-dimensional function spaces via deep neural networks. As promising surrogate solvers of partial differential equations (PDEs) for real-time prediction, deep neural…

Machine Learning · Computer Science 2023-05-17 Min Zhu , Handi Zhang , Anran Jiao , George Em Karniadakis , Lu Lu

Data-enabled predictive control (DeePC) for linear systems utilizes data matrices of recorded trajectories to directly predict new system trajectories, which is very appealing for real-life applications. In this paper we leverage the…

Optimization and Control · Mathematics 2024-12-20 Mircea Lazar

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

Data-driven surrogate modeling has emerged as a promising approach for reducing computational expenses of multiscale simulations. Recurrent Neural Network (RNN) is a common choice for modeling of path-dependent behavior. However, previous…

Computational Engineering, Finance, and Science · Computer Science 2023-12-29 Yangzi He , Shabnam J. Semnani

Current PINN implementations with sequential learning strategies often experience some weaknesses, such as the failure to reproduce the previous training results when using a single network, the difficulty to strictly ensure continuity and…

Numerical Analysis · Mathematics 2024-12-13 Yong Wang , Yanzhong Yao , Zhiming Gao

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

The vector field of a controlled differential equation (CDE) describes the relationship between a control path and the evolution of a solution path. Neural CDEs (NCDEs) treat time series data as observations from a control path,…

Machine Learning · Computer Science 2025-10-24 Benjamin Walker , Andrew D. McLeod , Tiexin Qin , Yichuan Cheng , Haoliang Li , Terry Lyons

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2023-04-12 Qunxi Zhu , Yao Guo , Wei Lin

While exogenous variables have a major impact on performance improvement in time series analysis, inter-series correlation and time dependence among them are rarely considered in the present continuous methods. The dynamical systems of…

Machine Learning · Computer Science 2023-09-26 Penglei Gao , Xi Yang , Rui Zhang , Ping Guo , John Y. Goulermas , Kaizhu Huang

Recurrent neural networks (RNNs) have brought a lot of advancements in sequence labeling tasks and sequence data. However, their effectiveness is limited when the observations in the sequence are irregularly sampled, where the observations…

Machine Learning · Computer Science 2022-12-29 Srinivas Anumasa , Geetakrishnasai Gunapati , P. K. Srijith

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

Machine Learning · Computer Science 2025-02-03 Macheng Shen , Chen Cheng

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with some representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2021-02-23 Qunxi Zhu , Yao Guo , Wei Lin

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

Interpolation for scattered data is a classical problem in numerical analysis, with a long history of theoretical and practical contributions. Recent advances have utilized deep neural networks to construct interpolators, exhibiting…

Machine Learning · Computer Science 2023-03-15 Shizhe Ding , Boyang Xia , Milong Ren , Dongbo Bu

We present a method for learning dynamics of complex physical processes described by time-dependent nonlinear partial differential equations (PDEs). Our particular interest lies in extrapolating solutions in time beyond the range of…

Machine Learning · Computer Science 2020-12-07 Jungeun Kim , Kookjin Lee , Dongeun Lee , Sheo Yon Jin , Noseong Park
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