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Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential…

Machine Learning · Computer Science 2019-07-10 Yulia Rubanova , Ricky T. Q. Chen , David Duvenaud

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

Irregularly measured time series are common in many of the applied settings in which time series modelling is a key statistical tool, including medicine. This provides challenges in model choice, often necessitating imputation or similar…

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

Recurrent neural networks (RNNs) with continuous-time hidden states are a natural fit for modeling irregularly-sampled time series. These models, however, face difficulties when the input data possess long-term dependencies. We prove that…

Machine Learning · Computer Science 2020-12-07 Mathias Lechner , Ramin Hasani

To understand the fundamental trade-offs between training stability, temporal dynamics and architectural complexity of recurrent neural networks~(RNNs), we directly analyze RNN architectures using numerical methods of ordinary differential…

Machine Learning · Computer Science 2019-05-01 Murphy Yuezhen Niu , Lior Horesh , Isaac Chuang

Obesity is a serious public health concern world-wide, which increases the risk of many diseases, including hypertension, stroke, and type 2 diabetes. To tackle this problem, researchers across the health ecosystem are collecting diverse…

Machine Learning · Computer Science 2018-09-24 Qinghan Xue , Xiaoran Wang , Samuel Meehan , Jilong Kuang , Alex Gao , Mooi Choo Chuah

Modeling the evolution of system with time-series data is a challenging and critical task in a wide range of fields, especially when the time-series data is regularly sampled and partially observable. Some methods have been proposed to…

Machine Learning · Computer Science 2024-12-03 Mengbang Zou , Weisi Guo

Due to their dynamic properties such as irregular sampling rate and high-frequency sampling, Continuous Time Series (CTS) are found in many applications. Since CTS with irregular sampling rate are difficult to model with standard Recurrent…

Machine Learning · Computer Science 2025-03-13 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

This paper proposes a temporal graph neural network model for forecasting of graph-structured irregularly observed time series. Our TGNN4I model is designed to handle both irregular time steps and partial observations of the graph. This is…

Machine Learning · Statistics 2023-02-17 Joel Oskarsson , Per Sidén , Fredrik Lindsten

Recurrent neural networks (RNNs) are a popular choice for modeling sequential data. Modern RNN architectures assume constant time-intervals between observations. However, in many datasets (e.g. medical records) observation times are…

Machine Learning · Computer Science 2022-07-27 Mona Schirmer , Mazin Eltayeb , Stefan Lessmann , Maja Rudolph

Irregularly sampled time series with missing values are often observed in multiple real-world applications such as healthcare, climate and astronomy. They pose a significant challenge to standard deep learning models that operate only on…

Machine Learning · Computer Science 2024-10-04 Christian Klötergens , Vijaya Krishna Yalavarthi , Maximilian Stubbemann , Lars Schmidt-Thieme

Recurrent Neural Network (RNN) inference exhibits low hardware utilization due to the strict data dependencies across time-steps. Batching multiple requests can increase throughput. However, RNN batching requires a large amount of padding…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-23 Franyell Silfa , Jose Maria Arnau , Antonio Gonzalez

This study proposes two straightforward yet effective approaches to reduce the required computational time of the training process for time-series modeling through a recurrent neural network (RNN) using multi-time-scale time-series data as…

Atmospheric and Oceanic Physics · Physics 2021-11-11 Kei Ishida , Masato Kiyama , Ali Ercan , Motoki Amagasaki , Tongbi Tu

Optical neural network (ONN) has been attracting intense attention owing to their low latency and low-power consumption. Among the ONNs, optical recurrent neural network (RNN) enables low-power and high-speed time-series data processing…

Training Neural Ordinary Differential Equations (ODEs) is often computationally expensive. Indeed, computing the forward pass of such models involves solving an ODE which can become arbitrarily complex during training. Recent works have…

Machine Learning · Computer Science 2020-11-03 Arnab Ghosh , Harkirat Singh Behl , Emilien Dupont , Philip H. S. Torr , Vinay Namboodiri

This work introduces Neural Chronos Ordinary Differential Equations (Neural CODE), a deep neural network architecture that fits a continuous-time ODE dynamics for predicting the chronology of a system both forward and backward in time. To…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

Recurrent neural networks (RNNs) are particularly well-suited for modeling long-term dependencies in sequential data, but are notoriously hard to train because the error backpropagated in time either vanishes or explodes at an exponential…

Machine Learning · Computer Science 2019-08-28 Anil Kag , Ziming Zhang , Venkatesh Saligrama

Recurrent neural network (RNN)'s architecture is a key factor influencing its performance. We propose algorithms to optimize hidden sizes under running time constraint. We convert the discrete optimization into a subset selection problem.…

Machine Learning · Statistics 2018-02-22 Junqi Jin , Ziang Yan , Kun Fu , Nan Jiang , Changshui Zhang
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