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 \emph{controlled differential equations}. The resulting \emph{neural controlled differential equation} model is directly applicable to the general setting of partially-observed irregularly-sampled multivariate time series, and (unlike previous work on this problem) it may utilise memory-efficient adjoint-based backpropagation even across observations. We demonstrate that our model achieves state-of-the-art performance against similar (ODE or RNN based) models in empirical studies on a range of datasets. Finally we provide theoretical results demonstrating universal approximation, and that our model subsumes alternative ODE models.

Dynamic graphs exhibit complex temporal dynamics due to the interplay between evolving node features and changing network structures. Recently, Graph Neural Controlled Differential Equations (Graph Neural CDEs) successfully adapted Neural CDEs from paths on Euclidean domains to paths on graph domains. Building on this foundation, we introduce Permutation Equivariant Neural Graph CDEs, which project Graph Neural CDEs onto permutation equivariant function spaces. This significantly reduces the model's parameter count without compromising representational power, resulting in more efficient training and improved generalisation. We empirically demonstrate the advantages of our approach through experiments on simulated dynamical systems and real-world tasks, showing improved performance in both interpolation and extrapolation scenarios.

Long-horizon motion forecasting for multiple autonomous robots is challenging due to non-linear agent interactions, compounding prediction errors, and continuous-time evolution of dynamics. Learned dynamics of such a system can be useful in various applications such as travel time prediction, prediction-guided planning and generative simulation. In this work, we aim to develop an efficient trajectory forecasting model conditioned on multi-agent goals. Motivated by the recent success of physics-guided deep learning for partially known dynamical systems, we develop a model based on neural Controlled Differential Equations (CDEs) for long-horizon motion forecasting. Unlike discrete-time methods such as RNNs and transformers, neural CDEs operate in continuous time, allowing us to combine physics-informed constraints and biases to jointly model multi-robot dynamics. Our approach, named PINCoDE (Physics-Informed Neural Controlled Differential Equations), learns differential equation parameters that can be used to predict the trajectories of a multi-agent system starting from an initial condition. PINCoDE is conditioned on future goals and enforces physics constraints for robot motion over extended periods of time. We adopt a strategy that scales our model from 10 robots to 100 robots without the need for additional model parameters, while producing predictions with an average ADE below 0.5 m for a 1-minute horizon. Furthermore, progressive training with curriculum learning for our PINCoDE model results in a 2.7X reduction of forecasted pose error over 4 minute horizons compared to analytical models.

Nonlinear dynamics system identification is crucial for circuit emulation. Traditional continuous-time domain modeling approaches have limitations in fitting capability and computational efficiency when used for modeling circuit IPs and device behaviors.This paper presents a novel continuous-time domain hybrid modeling paradigm. It integrates neural network differential models with recurrent neural networks (RNNs), creating NODE-RNN and NCDE-RNN models based on neural ordinary differential equations (NODE) and neural controlled differential equations (NCDE), respectively.Theoretical analysis shows that this hybrid model has mathematical advantages in event-driven dynamic mutation response and gradient propagation stability. Validation using real data from PIN diodes in high-power microwave environments shows NCDE-RNN improves fitting accuracy by 33\% over traditional NCDE, and NODE-RNN by 24\% over CTRNN, especially in capturing nonlinear memory effects.The model has been successfully deployed in Verilog-A and validated through circuit emulation, confirming its compatibility with existing platforms and practical value.This hybrid dynamics paradigm, by restructuring the neural differential equation solution path, offers new ideas for high-precision circuit time-domain modeling and is significant for complex nonlinear circuit system modeling.

We incorporate prior graph topology information into a Neural Controlled Differential Equation (NCDE) to predict the future states of a dynamical system defined on a graph. The informed NCDE infers the future dynamics at the vertices of simulated advection data on graph edges with a known causal graph, observed only at vertices during training. We investigate different positions in the model architecture to inform the NCDE with graph information and identify an outer position between hidden state and control as theoretically and empirically favorable. Our such informed NCDE requires fewer parameters to reach a lower Mean Absolute Error (MAE) compared to previous methods that do not incorporate additional graph topology information.

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 \emph{controlled differential equations}. The resulting \emph{neural controlled differential equation} model is directly applicable to the general setting of partially-observed irregularly-sampled multivariate time series, and (unlike previous work on this problem) it may utilise memory-efficient adjoint-based backpropagation even across observations. We demonstrate that our model achieves state-of-the-art performance against similar (ODE or RNN based) models in empirical studies on a range of datasets. Finally we provide theoretical results demonstrating universal approximation, and that our model subsumes alternative ODE models.

Gross domestic product (GDP) nowcasting is crucial for policy-making as GDP growth is a key indicator of economic conditions. Dynamic factor models (DFMs) have been widely adopted by government agencies for GDP nowcasting due to their ability to handle irregular or missing macroeconomic indicators and their interpretability. However, DFMs face two main challenges: i) the lack of capturing economic uncertainties such as sudden recessions or booms, and ii) the limitation of capturing irregular dynamics from mixed-frequency data. To address these challenges, we introduce NCDENow, a novel GDP nowcasting framework that integrates neural controlled differential equations (NCDEs) with DFMs. This integration effectively handles the dynamics of irregular time series. NCDENow consists of 3 main modules: i) factor extraction leveraging DFM, ii) dynamic modeling using NCDE, and iii) GDP growth prediction through regression. We evaluate NCDENow against 6 baselines on 2 real-world GDP datasets from South Korea and the United Kingdom, demonstrating its enhanced predictive capability. Our empirical results favor our method, highlighting the significant potential of integrating NCDE into nowcasting models. Our code and dataset are available at https://github.com/sklim84/NCDENow_CIKM2024.

Neural Controlled Differential Equations (NCDEs) are a state-of-the-art tool for supervised learning with irregularly sampled time series (Kidger, 2020). However, no theoretical analysis of their performance has been provided yet, and it remains unclear in particular how the irregularity of the time series affects their predictions. By merging the rich theory of controlled differential equations (CDE) and Lipschitz-based measures of the complexity of deep neural nets, we take a first step towards the theoretical understanding of NCDE. Our first result is a generalization bound for this class of predictors that depends on the regularity of the time series data. In a second time, we leverage the continuity of the flow of CDEs to provide a detailed analysis of both the sampling-induced bias and the approximation bias. Regarding this last result, we show how classical approximation results on neural nets may transfer to NCDEs. Our theoretical results are validated through a series of experiments.

This paper focuses on representation learning for dynamic graphs with temporal interactions. A fundamental issue is that both the graph structure and the nodes own their own dynamics, and their blending induces intractable complexity in the temporal evolution over graphs. Drawing inspiration from the recent process of physical dynamic models in deep neural networks, we propose Graph Neural Controlled Differential Equation (GN-CDE) model, a generic differential model for dynamic graphs that characterise the continuously dynamic evolution of node embedding trajectories with a neural network parameterised vector field and the derivatives of interactions w.r.t. time. Our framework exhibits several desirable characteristics, including the ability to express dynamics on evolving graphs without integration by segments, the capability to calibrate trajectories with subsequent data, and robustness to missing observations. Empirical evaluation on a range of dynamic graph representation learning tasks demonstrates the superiority of our proposed approach compared to the baselines.

Deep learning inspired by differential equations is a recent research trend and has marked the state of the art performance for many machine learning tasks. Among them, time-series modeling with neural controlled differential equations (NCDEs) is considered as a breakthrough. In many cases, NCDE-based models not only provide better accuracy than recurrent neural networks (RNNs) but also make it possible to process irregular time-series. In this work, we enhance NCDEs by redesigning their core part, i.e., generating a continuous path from a discrete time-series input. NCDEs typically use interpolation algorithms to convert discrete time-series samples to continuous paths. However, we propose to i) generate another latent continuous path using an encoder-decoder architecture, which corresponds to the interpolation process of NCDEs, i.e., our neural network-based interpolation vs. the existing explicit interpolation, and ii) exploit the generative characteristic of the decoder, i.e., extrapolation beyond the time domain of original data if needed. Therefore, our NCDE design can use both the interpolated and the extrapolated information for downstream machine learning tasks. In our experiments with 5 real-world datasets and 12 baselines, our extrapolation and interpolation-based NCDEs outperform existing baselines by non-trivial margins.