INDEQS: Informed Neural controlled Differential EQuationS

Excerpt

arXiv:2606.19138v2 Announce Type: replace Abstract: Neural Controlled Differential Equations (NCDE) provide a powerful continuous-time framework for forecasting time series, but standard graph-based extensions typically learn spatial structure purely from data, even in settings where a directed graph structure is known a priori. We introduce Informed Neural controlled Differential EQuationS (INDEQS), a modification to graph-based NCDE forecasting methods that incorporates prior knowledge of a di