arXiv · 2210.10630
Irregularly-Sampled Time Series Modeling with Spline Networks
Abstract
Observations made in continuous time are often irregular and contain the missing values across different channels. One approach to handle the missing data is imputing it using splines, by fitting the piecewise polynomials to the observed values. We propose using the splines as an input to a neural network, in particular, applying the transformations on the interpolating function directly, instead of sampling the points on a grid. To do that, we design the layers that can operate on splines and which are analogous to their discrete counterparts. This allows us to represent the irregular sequence compactly and use this representation in the downstream tasks such as classification and forecasting. Our model offers competitive performance compared to the existing methods both in terms of the accuracy and computation efficiency.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Marin Biloš, Emanuel Ramneantu, Stephan Günnemann. 2022-10-19. Irregularly-Sampled Time Series Modeling with Spline Networks. https://arxiv.org/abs/2210.10630
Cite the original work for its findings. Save a collection to share your selection of sources.