jambo6/neuralRDEs
Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
This project helps machine learning researchers and practitioners working with very long time series data. It takes raw, lengthy time series and processes them using a technique called Neural Rough Differential Equations, outputting predictions or classifications faster than traditional methods. The end user is typically a data scientist or ML engineer focused on time series analysis in fields like healthcare or finance.
123 stars. No commits in the last 6 months.
Use this if you need to train machine learning models on extremely long time series datasets and find that current methods are too slow.
Not ideal if you are working with short time series or if you prefer a simpler, out-of-the-box solution without hyperparameter tuning.
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Last pushed
May 11, 2021
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