Neural controlled differential equations for online prediction tasks

Neural controlled differential equations (Neural CDEs) are a continuous-time extension of recurrent neural networks (RNNs), achieving state-of-the-art (SOTA) performance at modelling functions of irregular time series. In order to interpret discrete data in continuous time, current implementations r...

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Bibliographic Details
Main Authors: Morrill, J, Kidger, P, Yang, L, Lyons, T
Format: Internet publication
Language:English
Published: 2021