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Modeling Irregularly-sampled and Multivariate Time Series (IMTS) is crucial across a variety of applications where different sets of variates may be missing at different time-steps due to sensor malfunctions or high data acquisition costs.…

Time series data in real-world applications such as healthcare, climate modeling, and finance are often irregular, multimodal, and messy, with varying sampling rates, asynchronous modalities, and pervasive missingness. However, existing…

Machine Learning · Computer Science 2025-10-16 Ching Chang , Jeehyun Hwang , Yidan Shi , Haixin Wang , Wen-Chih Peng , Tien-Fu Chen , Wei Wang

Ordinary differential equations (ODE's) are widespread models in physics, chemistry and biology. In particular, this mathematical formalism is used for describing the evolution of complex systems and it might consist of high-dimensional…

Statistics Theory · Mathematics 2008-12-22 Nicolas J-B. Brunel

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

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Applications · Statistics 2021-08-10 Hyunjoo Yang , Jaeyong Lee

Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer…

Methodology · Statistics 2026-03-24 Selva Salimi , David J. Warne , Christopher Drovandi

Ordinary differential equations (ODEs) describe dynamical systems evolving deterministically in continuous time. Accurate data-driven modeling of systems as ODEs, a central problem across the natural sciences, remains challenging,…

Machine Learning · Computer Science 2025-10-15 Maximilian Mauel , Manuel Hinz , Patrick Seifner , David Berghaus , Ramses J. Sanchez

Irregular Multivariate Time Series (IMTS) are characterized by uneven intervals between consecutive timestamps, which carry sampling pattern information valuable and informative for learning temporal and variable dependencies. In addition,…

Machine Learning · Computer Science 2026-02-26 Boyuan Li , Zhen Liu , Yicheng Luo , Qianli Ma

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

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

Methodology · Statistics 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

Irregular Multivariate Time Series (IMTS) forecasting is challenging due to the unaligned nature of multi-channel signals and the prevalence of extensive missing data. Existing methods struggle to capture reliable temporal patterns from…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Zhangyi Hu , Jiemin Wu , Hua Xu , Mingqian Liao , Ninghui Feng , Bo Gao , Songning Lai , Yutao Yue

Machines of all kinds from vehicles to industrial equipment are increasingly instrumented with hundreds of sensors. Using such data to detect anomalous behaviour is critical for safety and efficient maintenance. However, anomalies occur…

Artificial Intelligence · Computer Science 2016-05-06 Mohit Yadav , Pankaj Malhotra , Lovekesh Vig , K Sriram , Gautam Shroff

Ordinary differential equations (ODEs) are central to scientific modelling, but inferring their vector fields from noisy trajectories remains challenging. Current approaches such as symbolic regression, Gaussian process (GP) regression, and…

Machine Learning · Computer Science 2026-02-10 Maximilian Mauel , Johannes R. Hübers , David Berghaus , Patrick Seifner , Ramses J. Sanchez

Ordinary differential equations (ODEs) can provide mechanistic models of temporally local changes of processes, where parameters are often informed by external knowledge. While ODEs are popular in systems modeling, they are less established…

Methodology · Statistics 2025-07-10 Maren Hackenberg , Astrid Pechmann , Clemens Kreutz , Janbernd Kirschner , Harald Binder

Ordinary differential equations (ODEs) are widely used to model dynamical behavior of systems. It is important to perform identifiability analysis prior to estimating unknown parameters in ODEs (a.k.a. inverse problem), because if a system…

Optimization and Control · Mathematics 2021-03-11 Xing Qiu , Tao Xu , Babak Soltanalizadeh , Hulin Wu

This paper introduces an Ordinary Differential Equation (ODE) notion for survival analysis. The ODE notion not only provides a unified modeling framework, but more importantly, also enables the development of a widely applicable, scalable,…

Methodology · Statistics 2021-12-07 Weijing Tang , Kevin He , Gongjun Xu , Ji Zhu

Epidemic forecasting has become an integral part of real-time infectious disease outbreak response. While collaborative ensembles composed of statistical and machine learning models have become the norm for real-time forecasting,…

In industrial scenarios, data augmentation is an effective approach to improve model performance. However, its benefits are not unidirectionally beneficial. There is no theoretical research or established estimation for the optimal sample…

Machine Learning · Computer Science 2026-02-19 Mingchun Sun , Rongqiang Zhao , Zhennan Huang , Songyu Ding , Jie Liu

Ordinary Differential Equations are widespread tools to model chemical, physical, biological process but they usually rely on parameters which are of critical importance in terms of dynamic and need to be estimated directly from the data.…

Methodology · Statistics 2014-10-29 Nicolas Brunel , Quentin Clairon

Irregularly sampled time series (ISTS) data has irregular temporal intervals between observations and different sampling rates between sequences. ISTS commonly appears in healthcare, economics, and geoscience. Especially in the medical…

Machine Learning · Computer Science 2020-10-27 Chenxi Sun , Shenda Hong , Moxian Song , Hongyan Li
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