Neural Continuous-Discrete State Space Models for Irregularly-Sampled Time Series.
Abdul Fatir AnsariAlvin HengAndre LimHarold SohPublished in: CoRR (2023)
Keyphrases
- state space
- discrete data
- autoregressive
- statistical models
- neural network
- dynamic programming
- complex systems
- network architecture
- belief state
- continuous data
- dynamic time warping
- box jenkins
- continuous space
- moving average
- discrete space
- random fields
- optimal policy
- model selection
- hidden markov models
- reinforcement learning