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Recurrent State-space models (RSSMs) are highly expressive models for learning patterns in time series data and system identification. However, these models assume that the dynamics are fixed and unchanging, which is rarely the case in…

Machine Learning · Computer Science 2023-10-16 Vaisakh Shaj , Dieter Buchler , Rohit Sonker , Philipp Becker , Gerhard Neumann

Predicting high-dimensional dynamical systems with irregular time steps presents significant challenges for current data-driven algorithms. These irregularities arise from missing data, sparse observations, or adaptive computational…

Machine Learning · Computer Science 2026-03-27 Kewei Zhu , Yanze Xin , Jinwei Hu , Xiaoyuan Cheng , Yiming Yang , Sibo Cheng

Deep state-space models (DSSMs) have gained popularity in recent years due to their potent modeling capacity for dynamic systems. However, existing DSSM works are limited to single-task modeling, which requires retraining with historical…

Machine Learning · Computer Science 2024-07-02 Yuanhang Zhang , Zhidi Lin , Yiyong Sun , Feng Yin , Carsten Fritsche

State-space models (SSMs) face a fundamental trade-off between efficiency and expressivity that is mainly dictated by the structure of the model's transition matrix. Unstructured transition matrices enable maximal expressivity, as measured…

Physical field reconstruction (PFR) aims to predict the state distribution of physical quantities (e.g., velocity, pressure, and temperature) based on limited sensor measurements. It plays a critical role in domains such as fluid dynamics…

Machine Learning · Computer Science 2025-05-23 Jiahuan Long , Wenzhe Zhang , Ning Wang , Tingsong Jiang , Wen Yao

The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Szabolcs Szentpéteri , Balázs Csanád Csáji

Learning the underlying dynamics from data with deep neural networks has shown remarkable potential in modeling various complex physical dynamics. However, current approaches are constrained in their ability to make reliable predictions in…

Machine Learning · Computer Science 2025-07-02 Tiexin Qin , Hong Yan , Haoliang Li

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of observations related to the state is…

Computation · Statistics 2025-03-25 Benjamin Cox , Emilie Chouzenoux , Victor Elvira

We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…

Machine Learning · Computer Science 2022-03-18 Marten Lienen , Stephan Günnemann

The Quasi Steady-State (QSS) model of long-term dynamics relies on the idea of time-scale decomposition. Assuming that the fast variables are infinitely fast and are stable in the long-term, the QSS model replaces the differential equations…

Systems and Control · Computer Science 2013-10-02 Xiaozhe Wang , Hsiao-Dong Chiang

Forecast verification plays a crucial role in the development cycle of operational numerical weather prediction models. At the same time, verification remains a challenge as the traditionally used non-spatial forecast quality metrics…

Atmospheric and Oceanic Physics · Physics 2026-05-25 Gregor Skok , Katarina Kosovelj

World models have recently gained prominence for action-conditioned visual prediction in complex environments. However, relying on only a few recent observations causes them to lose long-term context. Consequently, within a few steps, the…

Computer Vision and Pattern Recognition · Computer Science 2025-11-03 Nedko Savov , Naser Kazemi , Deheng Zhang , Danda Pani Paudel , Xi Wang , Luc Van Gool

In the quest for next-generation sequence modeling architectures, State Space Models (SSMs) have emerged as a potent alternative to transformers, particularly for their computational efficiency and suitability for dynamical systems. This…

Machine Learning · Computer Science 2024-06-17 Steven Abreu , Jens E. Pedersen , Kade M. Heckel , Alessandro Pierro

We introduce a new version of deep state-space models (DSSMs) that combines a recurrent neural network with a state-space framework to forecast time series data. The model estimates the observed series as functions of latent variables that…

Machine Learning · Statistics 2022-05-20 Haoxuan Wu , David S. Matteson , Martin T. Wells

Latent state space models are a fundamental and widely used tool for modeling dynamical systems. However, they are difficult to learn from data and learned models often lack performance guarantees on inference tasks such as filtering and…

Machine Learning · Computer Science 2016-05-31 Wen Sun , Arun Venkatraman , Byron Boots , J. Andrew Bagnell

Many state of the art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are…

Data Analysis, Statistics and Probability · Physics 2017-04-05 Feliks Nüske , Hao Wu , Jan-Hendrik Prinz , Christoph Wehmeyer , Cecilia Clementi , Frank Noé

Accurately forecasting long-term atmospheric variables remains a defining challenge in meteorological science due to the chaotic nature of atmospheric systems. Temperature data represents a complex superposition of deterministic cyclical…

Machine Learning · Computer Science 2026-01-14 Shreyas Rajeev , Karthik Mudenahalli Ashoka , Amit Mallappa Tiparaddi

Surgical phase recognition (SPR) is crucial for applications in workflow optimization, performance evaluation, and real-time intervention guidance. However, current deep learning models often struggle with fragmented predictions, failing to…

Image and Video Processing · Electrical Eng. & Systems 2025-03-04 Hao Ding , Zhongpai Gao , Benjamin Planche , Tianyu Luan , Abhishek Sharma , Meng Zheng , Ange Lou , Terrence Chen , Mathias Unberath , Ziyan Wu

Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs are limited by the use of multiple independent…

Machine Learning · Statistics 2025-12-11 Zhidi Lin , Ying Li , Feng Yin , Juan Maroñas , Alexandre H. Thiéry

We propose Linear Oscillatory State-Space models (LinOSS) for efficiently learning on long sequences. Inspired by cortical dynamics of biological neural networks, we base our proposed LinOSS model on a system of forced harmonic oscillators.…

Machine Learning · Computer Science 2025-06-19 T. Konstantin Rusch , Daniela Rus
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