{"id":"https://openalex.org/W4416249857","doi":"https://doi.org/10.1109/ijcnn64981.2025.11228751","title":"SDEFormer: Neural Stochastic Differential Equations for Continuous-Time Transformers in Irregular Time Series Modeling","display_name":"SDEFormer: Neural Stochastic Differential Equations for Continuous-Time Transformers in Irregular Time Series Modeling","publication_year":2025,"publication_date":"2025-06-30","ids":{"openalex":"https://openalex.org/W4416249857","doi":"https://doi.org/10.1109/ijcnn64981.2025.11228751"},"language":null,"primary_location":{"id":"doi:10.1109/ijcnn64981.2025.11228751","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn64981.2025.11228751","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 International Joint Conference on Neural Networks (IJCNN)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100329447","display_name":"Chong Wang","orcid":"https://orcid.org/0000-0002-4740-9140"},"institutions":[{"id":"https://openalex.org/I890469752","display_name":"Ministry of Industry and Information Technology","ror":"https://ror.org/0385nmy68","country_code":"CN","type":"government","lineage":["https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Chong Wang","raw_affiliation_strings":["Beijing Key Laboratory of Traffic Data Mining and Embodied Intelligence"],"affiliations":[{"raw_affiliation_string":"Beijing Key Laboratory of Traffic Data Mining and Embodied Intelligence","institution_ids":["https://openalex.org/I890469752"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5041502445","display_name":"Jialu Liu","orcid":"https://orcid.org/0000-0002-2956-7436"},"institutions":[{"id":"https://openalex.org/I890469752","display_name":"Ministry of Industry and Information Technology","ror":"https://ror.org/0385nmy68","country_code":"CN","type":"government","lineage":["https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Huafeng Liu","raw_affiliation_strings":["Beijing Key Laboratory of Traffic Data Mining and Embodied Intelligence"],"affiliations":[{"raw_affiliation_string":"Beijing Key Laboratory of Traffic Data Mining and Embodied Intelligence","institution_ids":["https://openalex.org/I890469752"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069749738","display_name":"Liping Jing","orcid":"https://orcid.org/0000-0001-7578-3407"},"institutions":[{"id":"https://openalex.org/I890469752","display_name":"Ministry of Industry and Information Technology","ror":"https://ror.org/0385nmy68","country_code":"CN","type":"government","lineage":["https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Liping Jing","raw_affiliation_strings":["Beijing Key Laboratory of Traffic Data Mining and Embodied Intelligence"],"affiliations":[{"raw_affiliation_string":"Beijing Key Laboratory of Traffic Data Mining and Embodied Intelligence","institution_ids":["https://openalex.org/I890469752"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100329447"],"corresponding_institution_ids":["https://openalex.org/I890469752"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.18206905,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13702","display_name":"Machine Learning in Healthcare","score":0.2827000021934509,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T13702","display_name":"Machine Learning in Healthcare","score":0.2827000021934509,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.10679999738931656,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.06830000132322311,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/ode","display_name":"Ode","score":0.7242000102996826},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.670199990272522},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.5726000070571899},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.5418999791145325},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.5044999718666077},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.49639999866485596},{"id":"https://openalex.org/keywords/ordinary-differential-equation","display_name":"Ordinary differential equation","score":0.4648999869823456},{"id":"https://openalex.org/keywords/transformer","display_name":"Transformer","score":0.4514000117778778},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.4478999972343445}],"concepts":[{"id":"https://openalex.org/C34862557","wikidata":"https://www.wikidata.org/wiki/Q178985","display_name":"Ode","level":2,"score":0.7242000102996826},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.670199990272522},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6686000227928162},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.5726000070571899},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.5418999791145325},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.5044999718666077},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.49639999866485596},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.4648999869823456},{"id":"https://openalex.org/C66322947","wikidata":"https://www.wikidata.org/wiki/Q11658","display_name":"Transformer","level":3,"score":0.4514000117778778},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4478999972343445},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4088999927043915},{"id":"https://openalex.org/C147168706","wikidata":"https://www.wikidata.org/wiki/Q1457734","display_name":"Recurrent neural network","level":3,"score":0.38269999623298645},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.3792000114917755},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.35989999771118164},{"id":"https://openalex.org/C77405623","wikidata":"https://www.wikidata.org/wiki/Q598451","display_name":"System dynamics","level":2,"score":0.34380000829696655},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.3098999857902527},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.304500013589859},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3043000102043152},{"id":"https://openalex.org/C89227174","wikidata":"https://www.wikidata.org/wiki/Q2388981","display_name":"Electric power system","level":3,"score":0.30059999227523804},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.2903999984264374},{"id":"https://openalex.org/C127491075","wikidata":"https://www.wikidata.org/wiki/Q7617825","display_name":"Stochastic modelling","level":2,"score":0.2678000032901764},{"id":"https://openalex.org/C47822265","wikidata":"https://www.wikidata.org/wiki/Q854457","display_name":"Complex system","level":2,"score":0.2621999979019165},{"id":"https://openalex.org/C160920958","wikidata":"https://www.wikidata.org/wiki/Q7662746","display_name":"Synthetic data","level":2,"score":0.2606000006198883},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.2502000033855438}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ijcnn64981.2025.11228751","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn64981.2025.11228751","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2025 International Joint Conference on Neural Networks (IJCNN)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321408","display_name":"Ministry of Education","ror":"https://ror.org/01p262204"},{"id":"https://openalex.org/F4320323067","display_name":"State Key Laboratory of Rail Traffic Control and Safety","ror":"https://ror.org/01yj56c84"},{"id":"https://openalex.org/F4320337504","display_name":"Research and Development","ror":"https://ror.org/027s68j25"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W2064675550","https://openalex.org/W2069849731","https://openalex.org/W2550143307","https://openalex.org/W2964010366","https://openalex.org/W3133618741","https://openalex.org/W3163201210","https://openalex.org/W3188779816","https://openalex.org/W3199148273","https://openalex.org/W4220758154","https://openalex.org/W4385245566"],"related_works":[],"abstract_inverted_index":{"Continuous-time":[0],"dynamic":[1,46,84,98],"modeling":[2,113,121,203],"of":[3,32,45,115,123,144,195],"irregular":[4,67,163,182,217,225],"time":[5,34,68,164,218,226],"series":[6,165,227],"is":[7],"crucial":[8],"for":[9],"capturing":[10],"the":[11,18,33,76,79,87,111,119,141,148],"continuous":[12],"evolution":[13],"and":[14,58,81,131,146,167,181,189,198,213],"complex":[15,83,135,210],"correlations":[16],"within":[17,86],"data.":[19],"Traditional":[20],"methods,":[21,188],"such":[22],"as":[23],"Recurrent":[24],"Neural":[25,52,103,116],"Network":[26],"(RNN)-based":[27],"models,":[28],"often":[29,71],"require":[30],"discretization":[31],"series,":[35,69,219],"which":[36],"may":[37],"lead":[38],"to":[39,73,127],"information":[40],"loss":[41],"or":[42],"insufficient":[43],"capture":[44,82,128],"relationships":[47,85],"between":[48],"data":[49,80],"points.":[50],"Although":[51],"Ordinary":[53],"Differential":[54,105],"Equations":[55,106],"(Neural":[56,107],"ODEs)":[57],"their":[59],"variants":[60,192],"have":[61],"shown":[62],"some":[63,190],"potential":[64],"in":[65,78,134,152,193,216,224],"handling":[66],"they":[70],"struggle":[72],"effectively":[74,208],"address":[75,90,147],"stochasticity":[77],"sequences.":[88],"To":[89],"these":[91],"issues,":[92],"we":[93],"propose":[94],"SDEFormer,":[95],"a":[96],"continuous-time":[97,112,136,202],"Transformer":[99,191],"model":[100],"based":[101],"on":[102,161],"Stochastic":[104],"SDEs).":[108],"SDEFormer":[109,145,173,207],"combines":[110],"capabilities":[114,223],"SDEs":[117,153],"with":[118,179,204],"sequence":[120],"strengths":[122],"Transformers,":[124],"enabling":[125],"it":[126],"both":[129],"deterministic":[130],"stochastic":[132],"components":[133],"dynamics.":[137],"We":[138],"mathematically":[139],"describe":[140],"expressive":[142],"power":[143],"stability":[149],"issues":[150],"inherent":[151],"by":[154],"designing":[155],"three":[156],"stable":[157],"SDE-based":[158],"variants.":[159],"Experiments":[160],"multiple":[162],"classification":[166],"event":[168],"prediction":[169,196],"tasks":[170],"demonstrate":[171],"that":[172],"exhibits":[174],"stronger":[175],"robustness":[176],"when":[177],"dealing":[178],"sparse":[180],"data,":[183],"outperforming":[184],"traditional":[185],"RNNs,":[186],"ODE":[187],"terms":[194],"accuracy":[197],"stability.":[199],"By":[200],"integrating":[201],"attention":[205],"mechanisms,":[206],"captures":[209],"temporal":[211],"dependencies":[212],"system":[214],"behaviors":[215],"showcasing":[220],"its":[221],"powerful":[222],"analysis.":[228]},"counts_by_year":[],"updated_date":"2026-04-09T08:11:56.329763","created_date":"2025-11-14T00:00:00"}
