Neural rough differential equations for long time series
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 irregular time series. Existing methods for computing the forward...
| Main Authors: | , , , , |
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| 格式: | Conference item |
| 语言: | English |
| 出版: |
Journal of Machine Learning Research
2021
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