Neural Rough Differential Equations for Long Time Series.
James MorrillCristopher SalviPatrick KidgerJames FosterPublished in: ICML (2021)
Keyphrases
- differential equations
- dynamical systems
- ordinary differential equations
- numerical solution
- neural network
- boundary value problem
- numerical methods
- dynamic time warping
- network architecture
- control theory
- rough sets
- brownian motion
- feed forward artificial neural networks
- nonlinear differential equations
- difference equations
- image analysis
- numerical integration
- runge kutta
- high order