Related papers: Time-Varying Deep State Space Models for Sequences…

Learning accurate predictive models of real-world dynamic phenomena (e.g., climate, biological) remains a challenging task. One key issue is that the data generated by both natural and artificial processes often comprise time series that…

Much of the information the brain processes and stores is temporal in nature - a spoken word or a handwritten signature, for example, is defined by how it unfolds in time. However, it remains unclear how neural circuits encode complex…

This paper presents an examination of State Space Models (SSM) and Koopman-based deep learning methods for modelling the dynamics of both linear and non-linear stiff strings. Through experiments with datasets generated under different…

Real-world dynamical systems often consist of multiple stochastic subsystems that interact with each other. Modeling and forecasting the behavior of such dynamics are generally not easy, due to the inherent hardness in understanding the…

Multivariate time series modeling and prediction problems are abundant in many machine learning application domains. Accurate interpretation of such prediction outcomes from a machine learning model that explicitly captures temporal…

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Dynamical models estimate and predict the temporal evolution of physical systems. State Space Models (SSMs) in particular represent the system dynamics with many desirable properties, such as being able to model uncertainty in both the…

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…

Modern time series data often display complex nonlinear dependencies along with irregular regime-switching behaviors. These features present technical challenges in modeling, inference, and in offering insightful understanding into the…

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Neural signals are characterized by rich temporal and spatiotemporal dynamics that reflect the organization of cortical networks. Theoretical research has shown how neural networks can operate at different dynamic ranges that correspond to…

Recent State Space Models (SSMs) such as S4, S5, and Mamba have shown remarkable computational benefits in long-range temporal dependency modeling. However, in many sequence modeling problems, the underlying process is inherently modular…

We introduce a dynamical spatio-temporal model formalized as a recurrent neural network for forecasting time series of spatial processes, i.e. series of observations sharing temporal and spatial dependencies. The model learns these…

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Learning the dynamics of spatiotemporal events is a fundamental problem. Neural point processes enhance the expressivity of point process models with deep neural networks. However, most existing methods only consider temporal dynamics…

Neural population activity often exhibits regime-dependent non-stationarity in the form of switching dynamics. Learning accurate switching dynamical system models can reveal how behavior is encoded in neural activity. Existing switching…

Understanding how brain functions has been an intriguing topic for years. With the recent progress on collecting massive data and developing advanced technology, people have become interested in addressing the challenge of decoding brain…

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)…