Latent ODEs for Irregularly-Sampled Time Series

"Latent ODEs for Irregularly-Sampled Time Series"

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). These guys generalized with a model called ODE-RNNs. Paper by Rubanova et al.: arxiv.org/abs/1907.03907