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The capability of recurrent neural networks to approximate trajectories of a random dynamical system, with random inputs, on non-compact domains, and over an indefinite or infinite time horizon is considered. The main result states that…
This work presents a novel algorithm for transforming a neural network into a spline representation. Unlike previous work that required convex and piecewise-affine network operators to create a max-affine spline alternate form, this work…
Established recurrent neural networks are well-suited to solve a wide variety of prediction tasks involving discrete sequences. However, they do not perform as well in the task of dynamical system identification, when dealing with…
Transformers are designed for discrete tokens, yet many real-world signals are continuous processes observed through noisy sampling. Discrete tokenizations (raw values, patches, finite differences) can be brittle in low signal-to-noise…
Spiking neural networks (SNNs), inspired by the spiking behavior of biological neurons, provide a unique pathway for capturing the intricacies of temporal data. However, applying SNNs to time-series forecasting is challenging due to…
Time series forecasting has remained a focal point due to its vital applications in sectors such as energy management and transportation planning. Spectral-temporal graph neural network is a promising abstraction underlying most time series…
Inspired by biology, spiking neural networks (SNNs) process information via discrete spikes over time, offering an energy-efficient alternative to the classical computing paradigm and classical artificial neural networks (ANNs). In this…
Time series data are essential for a wide range of applications, particularly in developing robust machine learning models. However, access to high-quality datasets is often limited due to privacy concerns, acquisition costs, and labeling…
We present a generative approach to price options and extract risk-neutral densities from the market. Specifically, we model the underlying log-returns on the time-to-maturity continuum as a generative model from standard normal. Neural…
Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…
Neural Processes combine the strengths of neural networks and Gaussian processes to achieve both flexible learning and fast prediction in stochastic processes. However, a large class of problems comprises underlying temporal dependency…
Traditional saliency map methods, popularized in computer vision, highlight individual points (pixels) of the input that contribute the most to the model's output. However, in time series, they offer limited insights, as semantically…
Heterogeneous temporal graphs (HTGs) are ubiquitous data structures in the real world. Recently, to enhance representation learning on HTGs, numerous attention-based neural networks have been proposed. Despite these successes, existing…
In the domain of dynamic graph representation learning (DGRL), the efficient and comprehensive capture of temporal evolution within real-world networks is crucial. Spiking Neural Networks (SNNs), known as their temporal dynamics and…
Generative neural networks are able to mimic intricate probability distributions such as those of handwritten text, natural images, etc. Since their inception several models were proposed. The most successful of these were based on…
As neural interfaces become more advanced, there has been an increase in the volume and complexity of neural data recordings. These interfaces capture rich information about neural dynamics that call for efficient, real-time processing…
Temporal networks are essential for modeling and understanding systems whose behavior varies in time, from social interactions to biological systems. Often, however, real-world data are prohibitively expensive to collect in a large scale or…
Deep Recurrent Neural Network architectures, though remarkably capable at modeling sequences, lack an intuitive high-level spatio-temporal structure. That is while many problems in computer vision inherently have an underlying high-level…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series. The model is inspired by standard autoregressive (AR) models and gating…