相关论文: Latent ODEs for Irregularly-Sampled Time Series

Long-term time series forecasting (LTSF) is a challenging task that has been investigated in various domains such as finance investment, health care, traffic, and weather forecasting. In recent years, Linear-based LTSF models showed better…

Neural networks inspired by differential equations have proliferated for the past several years. Neural ordinary differential equations (NODEs) and neural controlled differential equations (NCDEs) are two representative examples of them. In…

Stochastic recurrent neural networks with latent random variables of complex dependency structures have shown to be more successful in modeling sequential data than deterministic deep models. However, the majority of existing methods have…

This paper introduces novel deep dynamical models designed to represent continuous-time sequences. Our approach employs a neural emission model to generate each data point in the time series through a non-linear transformation of a latent…

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Incorporating neural networks for the solution of Ordinary Differential Equations (ODEs) represents a pivotal research direction within computational mathematics. Within neural network architectures, the integration of the intrinsic…

Ordinary differential equation (ODE) is widely used in modeling biological and physical processes in science. In this article, we propose a new reproducing kernel-based approach for estimation and inference of ODE given noisy observations.…

Increasing the layer number of on-chip photonic neural networks (PNNs) is essential to improve its model performance. However, the successively cascading of network hidden layers results in larger integrated photonic chip areas. To address…

Neural controlled differential equations (CDEs) are the continuous-time analogue of recurrent neural networks, as Neural ODEs are to residual networks, and offer a memory-efficient continuous-time way to model functions of potentially…

Simple models have been used to describe ecological processes for over a century. However, the complexity of ecological systems makes simple models subject to modeling bias due to simplifying assumptions or unaccounted factors, limiting…

Nonlinear ordinary differential equations (ODEs) are powerful tools for modeling real-world dynamical systems. However, propagating initial state uncertainty through nonlinear dynamics, especially when the ODE is unknown and learned from…

Modeling continuous-time dynamics on irregular time series is critical to account for data evolution and correlations that occur continuously. Traditional methods including recurrent neural networks or Transformer models leverage inductive…

Recurrent neural networks (RNNs) are state-of-the-art in several sequential learning tasks, but they often require considerable amounts of data to generalise well. For many time series forecasting (TSF) tasks, only a few dozens of…

Event time series are sequences of discrete events occurring at irregular time intervals, each associated with a domain-specific observational modality. They are common in domains such as high-energy astrophysics, computational social…

In this paper, we implement Neural Ordinary Differential Equations in a Variational Autoencoder setting for generative time series modeling. An object-oriented approach to the code was taken to allow for easier development and research and…

Time series modeling has entered an era of unprecedented growth in the size and complexity of data which require new modeling approaches. While many new general purpose machine learning approaches have emerged, they remain poorly understand…

While exogenous variables have a major impact on performance improvement in time series analysis, inter-series correlation and time dependence among them are rarely considered in the present continuous methods. The dynamical systems of…

Optical neural network (ONN) has been attracting intense attention owing to their low latency and low-power consumption. Among the ONNs, optical recurrent neural network (RNN) enables low-power and high-speed time-series data processing…

Since the advent of the ``Neural Ordinary Differential Equation (Neural ODE)'' paper, learning ODEs with deep learning has been applied to system identification, time-series forecasting, and related areas. Exploiting the diffeomorphic…

Astronomical surveys of celestial sources produce streams of noisy time series measuring flux versus time ("light curves"). Unlike in many other physical domains, however, large (and source-specific) temporal gaps in data arise naturally…