Neural State-Space Modeling with Latent Causal-Effect Disentanglement

1 code implementation • 26 Sep 2022 • Maryam Toloubidokhti, Ryan Missel, Xiajun Jiang, Niels Otani, Linwei Wang

In a novel neural formulation of state-space models (SSMs), we first introduce causal-effect modeling of the latent dynamics via a system of interacting neural ODEs that separately describes 1) the continuous-time dynamics of the internal intervention, and 2) its effect on the trajectory of the system's native state.

Disentanglement Time Series Analysis