{"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/stable-neural-stochastic-differential","title":"Stable Neural Stochastic Differential Equations in Analyzing Irregular Time Series Data","arxiv_id":"2402.14989","date":"2024-02-22","proceeding":null,"authors":["YongKyung Oh","Dong-Young Lim","Sungil Kim"],"abstract":"Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an alternative approach, utilizing neural networks combined with ODE solvers to learn continuous latent representations through parameterized vector fields. Neural Stochastic Differential Equations (Neural SDEs) extend Neural ODEs by incorporating a diffusion term, although this addition is not trivial, particularly when addressing irregular intervals and missing values. Consequently, careful design of drift and diffusion functions is crucial for maintaining stability and enhancing performance, while incautious choices can result in adverse properties such as the absence of strong solutions, stochastic destabilization, or unstable Euler discretizations, significantly affecting Neural SDEs' performance. In this study, we propose three stable classes of Neural SDEs: Langevin-type SDE, Linear Noise SDE, and Geometric SDE. Then, we rigorously demonstrate their robustness in maintaining excellent performance under distribution shift, while effectively preventing overfitting. To assess the effectiveness of our approach, we conduct extensive experiments on four benchmark datasets for interpolation, forecasting, and classification tasks, and analyze the robustness of our methods with 30 public datasets under different missing rates. Our results demonstrate the efficacy of the proposed method in handling real-world irregular time series data.","url_abs":"https://arxiv.org/abs/2402.14989v6","url_pdf":"https://arxiv.org/pdf/2402.14989v6.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":"stable-neural-stochastic-differential","repo_url":"https://github.com/yongkyung-oh/stable-neural-sdes","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"irregular-time-series","task_name":"Irregular Time Series"},{"task_slug":"missing-values","task_name":"Missing Values"},{"task_slug":"time-series-1","task_name":"Time Series"}],"methods":[{"method_slug":"diffusion","method_name":"Diffusion"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2402.14989","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2402.14989"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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