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Neural Lad: A Neural Latent Dynamics Framework for Times Series Modeling

NeurIPS 2023 · Time series › Long-term forecasting · approach: Spatiotemporal forecasting models · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add attention-based signal-change transformation g_v to the h_w-only model (ablation)Neural Lad · Synthetic series horizon 12MAE: 1.69 -> 1.27Helped
add attention-based g_v to the h_w-only model (ablation)Neural Lad · Synthetic series horizon 96MAE: 2.28 -> 1.77Helped
add attention-based g_v to the h_w-only model (ablation)Neural Lad · Synthetic series horizon 48MAE: 1.61 -> 1.47Helped
add seasonality-trend h_w(t) to the g_v-only model (ablation)Neural Lad · Synthetic series horizon 12MAE: 1.44 -> 1.27Helped
add seasonality-trend h_w(t) to the g_v-only model (ablation)Neural Lad · Synthetic series horizon 48MAE: 1.48 -> 1.47No clear effect
add seasonality-trend h_w(t) to the g_v-only model (ablation)Neural Lad · Synthetic series horizon 96MAE: 2.07 -> 1.77Helped
replace STG-NCDE with Neural LadSTG-NCDE · Synthetic series horizon 12MAE: 2.31 -> 1.27Helped
replace STG-NCDE with Neural LadSTG-NCDE · Synthetic series horizon 96MAE: 3.37 -> 1.77Helped
replace Neural CDE with Neural Lad (with intensity)Neural CDE · PhysioNet sepsistest AUC: 0.880 -> 0.897Helped
replace Neural CDE with Neural Lad (no intensity)Neural CDE · PhysioNet sepsistest AUC: 0.776 -> 0.812Mixed
replace Neural CDE with Neural Lad (memory cost, with intensity)Neural CDE · PhysioNet sepsismemory usage (MB): 244 -> 257Hurt
replace TimesNet with Neural LadTimesNet · ETTh2 univariate avgMSE: 0.414 -> 0.368Helped

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