We present a general framework for classification of sparse and irregularly-sampled time series. The properties of such time series can result in substantial uncertainty about the values of the underlying temporal processes, while making the data difficult to deal with using standard classification methods that assume fixed-dimensional feature spaces. To address these challenges, we propose an uncertainty-aware classification framework based on a special computational layer we refer to as the Gaussian process adapter that can connect irregularly sampled time series data to any black-box classifier learnable using gradient descent. We show how to scale up the required computations based on combining the structured kernel interpolation framework and the Lanczos approximation method, and how to discriminatively train the Gaussian process adapter in combination with a number of classifiers end-to-end using backpropagation.

In many real-world scenarios, sequential data are time-series sampled from some underlying continuous-time process, so datasets consist of long, irregularly sampled sequences of varied lengths.

This method not only largely simplifies specialized algorithm designs but also presents the potential to serve as a universal framework for time series modeling.

Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no mechanism for adjusting the trajectory based on subsequent observations. Here, we demonstrate how this may be resolved through the well-understood mathematics of controlled differential equations.

Nonparametric regression on complex domains has been a challenging task as most existing methods, such as ensemble models based on binary decision trees, are not designed to account for intrinsic geometries and domain boundaries. This article proposes a Bayesian additive regression spanning trees (BAST) model for nonparametric regression on manifolds, with an emphasis on complex constrained domains or irregularly shaped spaces embedded in Euclidean spaces. Our model is built upon a random spanning tree manifold partition model as each weak learner, which is capable of capturing any irregularly shaped spatially contiguous partitions while respecting intrinsic geometries and domain boundary constraints.

Learned time-series models, whether continuous-or discrete-time, are widely used to forecast the states of a dynamical system. Such models generate multi-step forecasts either directly, by predicting the full horizon at once, or iteratively, by feeding back their own predictions at each step. In both cases, the multi-step forecasts are prone to errors. To address this, we propose a Predictor-Corrector mechanism where the Predictor is any learned time-series model and the Corrector is a neural controlled differential equation. The Predictor forecasts, and the Corrector predicts the errors of the forecasts. Adding these errors to the forecasts improves forecast performance. The proposed Corrector works with irregularly sampled time series and continuous-and discrete-time Predictors. Additionally, we introduce two regularization strategies to improve the extrapolation performance of the Corrector with accelerated training. We evaluate our Corrector with diverse Predictors, e.g., neural ordinary differential equations, Contiformer, and DLinear, on synthetic, physics simulation, and real-world forecasting datasets. The experiments demonstrate that the Predictor-Corrector mechanism consistently improves the performance compared to Predictor alone. Learning time-series models from such datasets has applications ranging from energy demand forecasting, traffic and mobility prediction, weather prediction, anomaly detection, and decision-making in robotics (Zeng et al., 2022; Li et al., 2017; Stankeviciute et al., 2021; Xu et al., 2021; Chua et al., 2018). Several works focused on learning time-series models from data. There are at least two ways to train such models. Early studies focused on training the model to predict one step ahead (Basharat & Shah, 2009; Khansari-Zadeh & Billard, 2011).

We present a general framework for classification of sparse and irregularly-sampled time series. The properties of such time series can result in substantial uncertainty about the values of the underlying temporal processes, while making the data difficult to deal with using standard classification methods that assume fixed-dimensional feature spaces. To address these challenges, we propose an uncertainty-aware classification framework based on a special computational layer we refer to as the Gaussian process adapter that can connect irregularly sampled time series data to any black-box classifier learnable using gradient descent. We show how to scale up the required computations based on combining the structured kernel interpolation framework and the Lanczos approximation method, and how to discriminatively train the Gaussian process adapter in combination with a number of classifiers end-to-end using backpropagation.

Neural Information Processing Systems http://nips.cc/

The rapid adoption of battery-powered vehicles and energy storage systems over the past decade has made battery health monitoring increasingly critical. Batteries play a central role in the efficiency and safety of these systems, yet they inevitably degrade over time due to repeated charge-discharge cycles. This degradation leads to reduced energy efficiency and potential overheating, posing significant safety concerns. Accurate estimation of a State of Health (SoH) of battery is therefore essential for ensuring operational reliability and safety. Several machine learning architectures, such as LSTMs, transformers, and encoder-based models, have been proposed to estimate SoH from discharge cycle data. However, these models struggle with the irregularities inherent in real-world measurements: discharge readings are often recorded at non-uniform intervals, and the lengths of discharge cycles vary significantly. To address this, most existing approaches extract features from the sequences rather than processing them in full, which introduces information loss and compromises accuracy. To overcome these challenges, we propose a novel architecture: Time-Informed Dynamic Sequence Inverted Transformer (TIDSIT). TIDSIT incorporates continuous time embeddings to effectively represent irregularly sampled data and utilizes padded sequences with temporal attention mechanisms to manage variable-length inputs without discarding sequence information. Experimental results on the NASA battery degradation dataset show that TIDSIT significantly outperforms existing models, achieving over 50% reduction in prediction error and maintaining an SoH prediction error below 0.58%. Furthermore, the architecture is generalizable and holds promise for broader applications in health monitoring tasks involving irregular time-series data.