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State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

State Space Models (SSMs) have emerged as a potent tool in sequence modeling tasks in recent years. These models approximate continuous systems using a set of basis functions and discretize them to handle input data, making them well-suited…

Machine Learning · Computer Science 2024-07-16 Jiaxi Hu , Disen Lan , Ziyu Zhou , Qingsong Wen , Yuxuan Liang

Many real-world dynamical systems can be described as State-Space Models (SSMs). In this formulation, each observation is emitted by a latent state, which follows first-order Markovian dynamics. A Probabilistic Deep SSM (ProDSSM)…

Machine Learning · Computer Science 2023-09-18 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

This work introduces Physics-informed State-space neural network Models (PSMs), a novel solution to achieving real-time optimization, flexibility, and fault tolerance in autonomous systems, particularly in transport-dominated systems such…

Machine Learning · Computer Science 2024-08-21 Akshay J. Dave , Richard B. Vilim

A State Space Model (SSM) is a foundation model in time series analysis, which has recently been shown as an alternative to transformers in sequence modeling. In this paper, we theoretically study the generalization of SSMs and propose…

Machine Learning · Computer Science 2024-05-07 Fusheng Liu , Qianxiao Li

This work explores the in-context learning capabilities of State Space Models (SSMs) and presents, to the best of our knowledge, the first theoretical explanation of a possible underlying mechanism. We introduce a novel weight construction…

Machine Learning · Computer Science 2025-08-05 Federico Arangath Joseph , Kilian Konstantin Haefeli , Noah Liniger , Caglar Gulcehre

State-space estimation and tracking rely on accurate dynamical models to perform well. However, obtaining an vaccurate dynamical model for complex scenarios or adapting to changes in the system poses challenges to the estimation process.…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Ondřej Straka , Jindřich Duník , Pau Closas , Tales Imbiriba

Long-range time series forecasting remains challenging, as it requires capturing non-stationary and multi-scale temporal dependencies while maintaining noise robustness, efficiency, and stability. Transformer-based architectures such as…

Machine Learning · Computer Science 2025-09-03 Stefan-Alexandru Jura , Mihai Udrescu , Alexandru Topirceanu

Forecasting in the real world requires integrating structured time-series data with unstructured textual information, but existing methods are architecturally limited by fixed input/output horizons and are unable to model or quantify…

Machine Learning · Computer Science 2025-10-27 Sungjun Cho , Changho Shin , Suenggwan Jo , Xinya Yan , Shourjo Aditya Chaudhuri , Frederic Sala

This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…

Robotics · Computer Science 2024-10-30 Soon-Seo Park , Young-Jin Park , Youngjae Min , Han-Lim Choi

Time-dependent partial differential equations (PDEs) often develop sharp fronts, localized peaks, and other moving structures that occupy only a small portion of the space--time domain but dominate the approximation error. This makes fixed…

Numerical Analysis · Mathematics 2026-05-27 Beining Xu , Bocheng Zhang , Haijun Yu , Zhao Zhang , Jiayu Zhai

This paper develops an approach for multi-step forecasting of dynamical systems by integrating probabilistic input forecasting with physics-informed output prediction. Accurate multi-step forecasting of time series systems is important for…

Machine Learning · Statistics 2026-01-13 Mahdi Nasiri , Johanna Kortelainen , Simo Särkkä

Predicting future human motion plays a significant role in human-machine interactions for various real-life applications. A unified formulation and multi-order modeling are two critical perspectives for analyzing and representing human…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Xiaoli Liu , Jianqin Yin , Huaping Liu , Jun Liu

The existence of generalized steady states (GSSs) in nonlinear mechanical systems under moderate temporally aperiodic forcing has only been shown recently. Here we derive systematic expansions for such GSSs and construct a numerical…

Dynamical Systems · Mathematics 2026-02-20 Roshan S. Kaundinya , Isabella Thiel , Bálint Kaszás , Shobhit Jain , George Haller

State-space models (SSMs) have recently attention as an efficient alternative to computationally expensive attention-based models for sequence modeling. They rely on linear recurrences to integrate information over time, enabling fast…

Machine Learning · Computer Science 2026-01-01 Mahdi Karami , Ali Behrouz , Peilin Zhong , Razvan Pascanu , Vahab Mirrokni

The goal of system identification is to learn about underlying physics dynamics behind the time-series data. To model the probabilistic and nonparametric dynamics model, Gaussian process (GP) have been widely used; GP can estimate the…

Machine Learning · Statistics 2018-11-22 Young-Jin Park , Han-Lim Choi

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

Machine Learning · Statistics 2024-12-17 Jiahe Lin , George Michailidis

In the context of proxy modeling for process systems, traditional data-driven deep learning approaches frequently encounter significant challenges, such as substantial training costs induced by large amounts of data, and limited…

Machine Learning · Computer Science 2024-07-09 Pengwei Liu , Zhongkai Hao , Xingyu Ren , Hangjie Yuan , Jiayang Ren , Dong Ni

Modern techniques for physical simulations rely on numerical schemes and mesh-refinement methods to address trade-offs between precision and complexity, but these handcrafted solutions are tedious and require high computational power.…

Machine Learning · Computer Science 2024-02-21 Janny Steeven , Nadri Madiha , Digne Julie , Wolf Christian

The stable operation of off-grid photovoltaic systems requires accurate, computationally efficient solar forecasting. Contemporary deep learning models often suffer from massive computational overhead and physical blindness, generating…

Machine Learning · Computer Science 2026-04-21 Mohammed Ezzaldin Babiker Abdullah
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