Research map / Time series / Long-term forecasting
Neural Lad: A Neural Latent Dynamics Framework for Times Series Modeling
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| add attention-based signal-change transformation g_v to the h_w-only model (ablation) | Neural Lad · Synthetic series horizon 12 | MAE: 1.69 -> 1.27 | Helped |
| add attention-based g_v to the h_w-only model (ablation) | Neural Lad · Synthetic series horizon 96 | MAE: 2.28 -> 1.77 | Helped |
| add attention-based g_v to the h_w-only model (ablation) | Neural Lad · Synthetic series horizon 48 | MAE: 1.61 -> 1.47 | Helped |
| add seasonality-trend h_w(t) to the g_v-only model (ablation) | Neural Lad · Synthetic series horizon 12 | MAE: 1.44 -> 1.27 | Helped |
| add seasonality-trend h_w(t) to the g_v-only model (ablation) | Neural Lad · Synthetic series horizon 48 | MAE: 1.48 -> 1.47 | No clear effect |
| add seasonality-trend h_w(t) to the g_v-only model (ablation) | Neural Lad · Synthetic series horizon 96 | MAE: 2.07 -> 1.77 | Helped |
| replace STG-NCDE with Neural Lad | STG-NCDE · Synthetic series horizon 12 | MAE: 2.31 -> 1.27 | Helped |
| replace STG-NCDE with Neural Lad | STG-NCDE · Synthetic series horizon 96 | MAE: 3.37 -> 1.77 | Helped |
| replace Neural CDE with Neural Lad (with intensity) | Neural CDE · PhysioNet sepsis | test AUC: 0.880 -> 0.897 | Helped |
| replace Neural CDE with Neural Lad (no intensity) | Neural CDE · PhysioNet sepsis | test AUC: 0.776 -> 0.812 | Mixed |
| replace Neural CDE with Neural Lad (memory cost, with intensity) | Neural CDE · PhysioNet sepsis | memory usage (MB): 244 -> 257 | Hurt |
| replace TimesNet with Neural Lad | TimesNet · ETTh2 univariate avg | MSE: 0.414 -> 0.368 | Helped |
Closest papers by meaning
- Neural Controlled Differential Equations for Irregular Time Series (NeurIPS 2020 · similarity 0.89)
- Sequential Latent Variable Models for Few-Shot High-Dimensional Time-Series Forecasting (ICLR 2023 · similarity 0.89)
- Stable Neural Stochastic Differential Equations in Analyzing Irregular Time Series Data (ICLR 2024 · similarity 0.89)
- ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning (ICLR 2024 · similarity 0.87)
- STEM-LTS: Integrating Semantic-Temporal Dynamics in LLM-driven Time Series Analysis (AAAI 2025 · similarity 0.87)
- Neural MJD: Neural Non-Stationary Merton Jump Diffusion for Time Series Prediction (NeurIPS 2025 · similarity 0.87)
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