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