Neural controlled differential equations for irregular time series

Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no mechanism for adjusting the trajectory based on subsequent o...

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Bibliographic Details
Main Authors: Kidger, P, Morrill, J, Foster, J, Lyons, T
Format: Conference item
Language:English
Published: Neural Information Processing Systems Foundation, Inc. 2020