This repository provides the data and code for running the experiments described in the paper System Identification with Time-Aware Neural Sequence Models (published at AAAI 2020). The software has been tested with python 3.7.3 and pytorch 1.1.0.

For now, I've uploaded (a slightly thinned out version of) the research code (you know what I mean). It still has command line options you'd never use (e.g., for the artificial baselines). However, I think some of the code can be used for further experimentation on modeling time series with recurrent neural networks.

In particular, the taho package (fortime-aware higher-order) contains code for

• batch training of recurrent neural networks for generic Multiple Input - Multiple Output (MIMO) system data under the form of a single time series (similar to scheme 4 from Character-level Recurrent Neural Networks in Practice: Comparing Training and Sampling Schemes)
• a basic MIMO neural network model for ad hoc recurrent cells
• the time-aware (and higher-order) extension of the GRU (and a simple implementation of the anti-symmetric RNN)

Feel free to use what you need from the code. If you do, please cite the following paper:

Demeester, T. 2020. "System Identification with Time-Aware Neural Sequence Models", In 34th AAAI Conference on Artificial Intelligence (AAAI 2020), New York, USA. AAAI Press.

Don't hesitate to drop me an email (see the header of the paper) if you have questions of suggestions.

I used the Continuous Stirred Tank Reactor (CSTR) data, as well as the data from a Test Setup of an Industrial Winding Process (Winding), both from the DaISy dataset. The main.py files in both the CSTR and winding folder are largely similar, but I kept them separate for now. For convenience I've already included the data files with the normalized values and missing data (in the respective data subfolders within CSTR and winding).

The results for Table 4 (time-aware higher-order GRU extension) can be obtained as follows.

For CSTR, from within the CSTR folder:

# RK4 scheme
python main.py --model GRU --time_aware variable --scheme RK4 --k_state 20 --missing 0.50 --lr 0.001 --batch_size 512

For winding, from within the winding folder:

# RK4 scheme, linear input interpolation
python main.py --model GRU --time_aware variable --scheme RK4 --interpol linear --k_state 10 --missing 0.50 --lr 0.003 --batch_size 512

Note that the reported results are the average over 5 runs with different random seeds. Given the provided standard deviation, the obtained values may therefore deviate from the reported ones.

The following options are needed for the baselines:

• --time_aware set to no for time-unaware models, or input for using the interval width as input feature in a fixed-width scheme.
• --model set to GRU, GRUinc, ARNN, or ARNNinc, with ARNN for the anti-symmetric RNN, and inc for the incremental (non-stationary) schemes.