相关论文: Interpretable time series analysis with Gumbel dyn…

Modeling count-valued time series has been receiving increasing attention since count time series naturally arise in physical and social domains. Poisson gamma dynamical systems (PGDSs) are newly-developed methods, which can well capture…

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

We study four different approaches to model time-dependent extremal behavior: dynamics introduced by (a) a state-space model (SSM), (b) a shot-noise-type process with GPD marginals, (c) a copula-based autoregressive model with GPD…

Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…

The Gumbel-Softmax is a continuous distribution over the simplex that is often used as a relaxation of discrete distributions. Because it can be readily interpreted and easily reparameterized, it enjoys widespread use. We propose a modular…

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…

We present a differentiable soft-body physics simulator that can be composed with neural networks as a differentiable layer. In contrast to other differentiable physics approaches that use explicit forward models to define state…

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

The Global Change Analysis Model (GCAM) simulates complex interactions between the coupled Earth and human systems, providing valuable insights into the co-evolution of land, water, and energy sectors under different future scenarios.…

ML models often operate within the context of a larger system that can adapt its response when the ML model is uncertain, such as falling back on safe defaults or a human in the loop. This commonly encountered operational context calls for…

Partial Differential Equations are infinite dimensional encoded representations of physical processes. However, imbibing multiple observation data towards a coupled representation presents significant challenges. We present a fully…

Unsupervised structure learning in high-dimensional time series data has attracted a lot of research interests. For example, segmenting and labelling high dimensional time series can be helpful in behavior understanding and medical…

Seismic imaging from sparsely acquired data faces challenges such as low image quality, discontinuities, and migration swing artifacts. Existing convolutional neural network (CNN)-based methods struggle with complex feature distributions…

Despite recent progress in time-series foundation models, challenges persist in improving representation learning and adapting to diverse downstream tasks. We introduce a General Time-series Model (GTM), which advances representation…

Graph neural networks (GNNs) have emerged as a powerful model to capture critical graph patterns. Instead of treating them as black boxes in an end-to-end fashion, attempts are arising to explain the model behavior. Existing works mainly…

This paper describes methods for comparative evaluation of the interpretability of models of high dimensional time series data inferred by unsupervised machine learning algorithms. The time series data used in this investigation were logs…

Physical systems can often be described via a continuous-time dynamical system. In practice, the true system is often unknown and has to be learned from measurement data. Since data is typically collected in discrete time, e.g. by sensors,…

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

Latent dynamical models are commonly used to learn the distribution of a latent dynamical process that represents a sequence of noisy data samples. However, producing samples from such models with high fidelity is challenging due to the…

We develop a data-driven framework for discovering constitutive relations in models of fluid flow and scalar transport. Under the assumption that velocity and/or scalar fields are measured, our approach infers unknown closure terms in the…