相关论文: Deep Explicit Duration Switching Models for Time S…

In this paper, we propose a novel model called Recurrent Explicit Duration Switching Linear Dynamical Systems (REDSLDS) that incorporates recurrent explicit duration variables into the rSLDS model. We also propose an inference and learning…

Many natural systems, such as neurons firing in the brain or basketball teams traversing a court, give rise to time series data with complex, nonlinear dynamics. We can gain insight into these systems by decomposing the data into segments…

An open problem in artificial intelligence is how systems can flexibly learn discrete abstractions that are useful for solving inherently continuous problems. Previous work has demonstrated that a class of hybrid state-space model known as…

Deep learning models deployed on edge devices frequently encounter resource variability, which arises from fluctuating energy levels, timing constraints, or prioritization of other critical tasks within the system. State-of-the-art machine…

The demand of probabilistic time series forecasting has been recently raised in various dynamic system scenarios, for example, system identification and prognostic and health management of machines. To this end, we combine the advances in…

Switching dynamical systems can model complicated time series data while maintaining interpretability by inferring a finite set of dynamics primitives and explaining different portions of the observed time series with one of these…

The identification and modeling of time-varying systems is a fundamental challenge in signal processing and system identification. To address this challenge, we propose a class of time-varying state-space model (SSM) based neural networks…

In this study, we delve into the Structured State Space Model (S4), Change Point Detection methodologies, and the Switching Non-linear Dynamics System (SNLDS). Our central proposition is an enhanced inference technique and long-range…

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…

Identifiability is central to the interpretability of deep latent variable models, ensuring parameterisations are uniquely determined by the data-generating distribution. However, it remains underexplored for deep regime-switching time…

Complex systems span multiple spatial and temporal scales, making their dynamics challenging to understand and predict. This challenge is especially daunting when one wants to study localized and/or rare events. Advances in dynamical…

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…

We introduce a real-time identification method for discrete-time state-dependent switching systems in both the input--output and state-space domains. In particular, we design a system of adaptive algorithms running in two timescales; a…

Probabilistic time series forecasting involves estimating the distribution of future based on its history, which is essential for risk management in downstream decision-making. We propose a deep state space model for probabilistic time…

Dynamical systems with complex behaviours, e.g. immune system cells interacting with a pathogen, are commonly modelled by splitting the behaviour into different regimes, or modes, each with simpler dynamics, and then learning the switching…

Learning interpretable representations of neural dynamics at a population level is a crucial first step to understanding how observed neural activity relates to perception and behavior. Models of neural dynamics often focus on either…

Many software engineering tasks, such as testing, and anomaly detection can benefit from the ability to infer a behavioral model of the software.Most existing inference approaches assume access to code to collect execution sequences. In…

Inferring behavior model of a running software system is quite useful for several automated software engineering tasks, such as program comprehension, anomaly detection, and testing. Most existing dynamic model inference techniques are…

Time series forecasting (TSF) is critical across domains such as finance, meteorology, and energy. While extending the lookback window theoretically provides richer historical context, in practice, it often introduces irrelevant noise and…

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning multivariate time series. However, in general, it is difficult to set the dimension of its hidden state space. A small number of hidden states may…