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  • PP: GRU-ODE-Bayes: Continuous modeling of sporadically-observed time series

    From: KU Leuven; ESAT-STADIUS比利时鲁汶大学

    ?? How to model real-world multidimensional time series? especially, when these are sporadically observed data. 

    ?? how to describe the evolution of the probability distribution of the data?  ODE dynamics.

    sporadically-observed time series: sampling is irregular both in time and across dimensions. 

    Evaluation on both synthetic data and real-world data.

    Combine GRU-ODE and GRU-Bayes into GRU-ODE-Bayes model. 

    Introduction: 

    most methodology assumption: signals are measured systematically at fixed time intervals. 

    However, most real-world data is sporadic. 

    fixed time intervals data VS sporadic data.  

    How to model sporadic data becomes a challenge. 

    neural ordinary differential equation model; It opens the perspective of tackling the issue of irregular sampling. 

    interleave the ODE and the input processing steps; + GRU + Bayesian update network. 

    Performance metric: MSE, mean square error; NegLL, non-negative log-likelihood. 

    ?? 可是他解决了一个什么问题还不知道,只知道 是model sporadical time series. 

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  • 原文地址:https://www.cnblogs.com/dulun/p/12297378.html
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