AIRES-NODE

Abstract

This software package performs time series forecasting for engineering systems using neural controlled differential equations. Neural controlled differential equations are continuous time analogues to recurrent neural networks. AIRES-NODE is particularly well suited for dynamic systems which are subject to external forcing terms and time-dependent boundary conditions. AIRES-NODE provides an encoder-decoder architecture which allows for variable-length forecasts to be made and is not limited to a fixed time step size when forecasting. Additionally, by utilizing a novel combination of a variational autoencoder and neural controlled differential equations, the AIRES-NODE package is capable of producing probabilistic future forecasts.