{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/modeling-irregular-time-series-with","title":"Modeling Irregular Time Series with Continuous Recurrent Units","arxiv_id":"2111.11344","date":"2021-11-22","proceeding":null,"authors":["Mona Schirmer","Mazin Eltayeb","Stefan Lessmann","Maja Rudolph"],"abstract":"Recurrent neural networks (RNNs) are a popular choice for modeling sequential data. Modern RNN architectures assume constant time-intervals between observations. However, in many datasets (e.g. medical records) observation times are irregular and can carry important information. To address this challenge, we propose continuous recurrent units (CRUs) -- a neural architecture that can naturally handle irregular intervals between observations. The CRU assumes a hidden state, which evolves according to a linear stochastic differential equation and is integrated into an encoder-decoder framework. The recursive computations of the CRU can be derived using the continuous-discrete Kalman filter and are in closed form. The resulting recurrent architecture has temporal continuity between hidden states and a gating mechanism that can optimally integrate noisy observations. We derive an efficient parameterization scheme for the CRU that leads to a fast implementation f-CRU. We empirically study the CRU on a number of challenging datasets and find that it can interpolate irregular time series better than methods based on neural ordinary differential equations.","url_abs":"https://arxiv.org/abs/2111.11344v3","url_pdf":"https://arxiv.org/pdf/2111.11344v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"modeling-irregular-time-series-with","repo_url":"https://github.com/boschresearch/continuous-recurrent-units","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"AGPL-3.0"}}],"tasks":[{"task_slug":"decoder","task_name":"Decoder"},{"task_slug":"irregular-time-series","task_name":"Irregular Time Series"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2111.11344","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}