Delay-SDE-net: A deep learning approach for time series modelling with memory and uncertainty estimates
Delay-SDE-net：兼顾记忆与不确定性估计的时间序列深度学习
To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This paper presents the Delay-SDE-net, a neural network model based on stochastic delay differential equations (SDDEs). The use of SDDEs with multiple delays as modelling framework makes it a suitable model for time series with memory effects,…