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TimeSeriesOde

Struct TimeSeriesOde 

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pub struct TimeSeriesOde {
    pub times: Vec<f64>,
    pub observations: Vec<Vec<f64>>,
    pub solver: NeuralOdeSolver,
    pub learning_rate: f64,
    pub n_iter: usize,
    pub loss_history: Vec<f64>,
}
Expand description

A convenience wrapper that fits a Neural ODE to observed time-series data using gradient descent on the MSE loss.

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§times: Vec<f64>

Observed time points (sorted ascending).

§observations: Vec<Vec<f64>>

Corresponding observations, one per time point.

§solver: NeuralOdeSolver

The underlying Neural ODE solver.

§learning_rate: f64

Learning rate for gradient descent.

§n_iter: usize

Number of fitting iterations.

§loss_history: Vec<f64>

MSE loss history across iterations.

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impl TimeSeriesOde

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pub fn new( times: Vec<f64>, observations: Vec<Vec<f64>>, solver: NeuralOdeSolver, learning_rate: f64, n_iter: usize, ) -> Self

Construct a TimeSeriesOde from observed data and an initial solver.

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pub fn fit(&mut self)

Run gradient descent to fit the Neural ODE parameters to the observations.

Uses finite-difference parameter gradients (one perturbation per weight). This is intentionally simple — a production implementation would use the adjoint method for efficiency.

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pub fn compute_loss(&self, dt: f64) -> f64

Compute MSE between predicted trajectory and observations.

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pub fn predict(&self, t: f64) -> Vec<f64>

Predict the state at time t by integrating from the first observation.

Returns the predicted observation vector.

Trait Implementations§

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impl Clone for TimeSeriesOde

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fn clone(&self) -> TimeSeriesOde

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for TimeSeriesOde

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
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