Invertible Solution of Neural Differential Equations for Analysis of Irregularly-Sampled Time Series

• URL: http://arxiv.org/abs/2401.04979v1
• Date: Wed, 10 Jan 2024 07:51:02 GMT
• Title: Invertible Solution of Neural Differential Equations for Analysis of Irregularly-Sampled Time Series
• Authors: YongKyung Oh, Dongyoung Lim, Sungil Kim
• Abstract summary: We propose an invertible solution of Neural Differential Equations (NDE)-based method to handle the complexities of irregular and incomplete time series data. Our method suggests the variation of Neural Controlled Differential Equations (Neural CDEs) with Neural Flow, which ensures invertibility while maintaining a lower computational burden. At the core of our approach is an enhanced dual latent states architecture, carefully designed for high precision across various time series tasks.
• Score: 4.14360329494344
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: To handle the complexities of irregular and incomplete time series data, we propose an invertible solution of Neural Differential Equations (NDE)-based method. While NDE-based methods are a powerful method for analyzing irregularly-sampled time series, they typically do not guarantee reversible transformations in their standard form. Our method suggests the variation of Neural Controlled Differential Equations (Neural CDEs) with Neural Flow, which ensures invertibility while maintaining a lower computational burden. Additionally, it enables the training of a dual latent space, enhancing the modeling of dynamic temporal dynamics. Our research presents an advanced framework that excels in both classification and interpolation tasks. At the core of our approach is an enhanced dual latent states architecture, carefully designed for high precision across various time series tasks. Empirical analysis demonstrates that our method significantly outperforms existing models. This work significantly advances irregular time series analysis, introducing innovative techniques and offering a versatile tool for diverse practical applications.

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