Irregular Time Series
28 papers with code • 0 benchmarks • 2 datasets
Irregular Time Series
Benchmarks
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Libraries
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Hurricane
Santa Clara Reservoir Levels
Most implemented papers
Neural Controlled Differential Equations for Irregular Time Series
patrick-kidger/NeuralCDE
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NeurIPS 2020
The resulting \emph{neural controlled differential equation} model is directly applicable to the general setting of partially-observed irregularly-sampled multivariate time series, and (unlike previous work on this problem) it may utilise memory-efficient adjoint-based backpropagation even across observations.
PyPOTS: A Python Toolbox for Data Mining on Partially-Observed Time Series
WenjieDu/PyPOTS
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PyPOTS is an open-source Python library dedicated to data mining and analysis on multivariate partially-observed time series, i. e. incomplete time series with missing values, A. K. A.
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.
On Neural Differential Equations
Topics include: neural ordinary differential equations (e. g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e. g. for learning functions of irregular time series); and neural stochastic differential equations (e. g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions).
Path Imputation Strategies for Signature Models of Irregular Time Series
The signature transform is a 'universal nonlinearity' on the space of continuous vector-valued paths, and has received attention for use in machine learning on time series.
Generalised Interpretable Shapelets for Irregular Time Series
patrick-kidger/generalised_shapelets
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The shapelet transform is a form of feature extraction for time series, in which a time series is described by its similarity to each of a collection of `shapelets'.
Neural Controlled Differential Equations for Online Prediction Tasks
This is fine when the whole time series is observed in advance, but means that Neural CDEs are not suitable for use in \textit{online prediction tasks}, where predictions need to be made in real-time: a major use case for recurrent networks.
Synthcity: facilitating innovative use cases of synthetic data in different data modalities
Synthcity is an open-source software package for innovative use cases of synthetic data in ML fairness, privacy and augmentation across diverse tabular data modalities, including static data, regular and irregular time series, data with censoring, multi-source data, composite data, and more.
Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows
BorealisAI/continuous-time-flow-process
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NeurIPS 2020
Normalizing flows transform a simple base distribution into a complex target distribution and have proved to be powerful models for data generation and density estimation.
Attentive Neural Controlled Differential Equations for Time-series Classification and Forecasting
Neural networks inspired by differential equations have proliferated for the past several years.
