Efficient Neural Controlled Differential Equations via Attentive Kernel Smoothing

Many real-world systems evolve continuously, yet most machine learning models interpret time series as discrete sequences. Continuous-time approaches instead treat time series as samples from an underlying input path, a formulation that naturally accommodates irregularly sampled or oversampled data. Among these, Neural Controlled Differential Equations (NCDEs) are a maximally expressive class of models that parametrise a vector field using a neural network and evolve their hidden state by solving a dynamical system driven by the input path. NCDEs typically use a non-linear vector field, so their expressive power and continuous-time flexibility come at the cost of a forward pass that is both computationally expensive and inherently sequential, limiting their scalability and practical applicability. This thesis advances the training and scalability of NCDEs through three complementary contributions. First, building on neural rough differential equations, Log-NCDEs apply the Log-ODE method to efficiently approximate an NCDE's solution during training, improving both computational speed and empirical performance. Second, Linear NCDEs replace the non-linear vector field with a linear one, enabling closed-form solutions and parallel-in-time computation without sacrificing theoretical expressivity. Third, Structured Linear NCDEs use structured linear vector fields to further enhance efficiency while maintaining theoretical expressiveness and empirical performance. Collectively, these methods reduce the time per training step for an NCDE by up to three orders of magnitude while achieving state-of-the-art performance across diverse time series benchmarks.

Time series generation (TSG) is widely used across domains, yet most existing methods assume regular sampling and fixed output resolutions. These assumptions are often violated in practice, where observations are irregular and sparse, while downstream applications require continuous and high-resolution TS. Although Neural Controlled Differential Equation (NCDE) is promising for modeling irregular TS, it is constrained by a single dynamics function, tightly coupled optimization, and limited ability to adapt learned dynamics to newly generated samples from the generative model. We propose Diff-MN, a continuous TSG framework that enhances NCDE with a Mixture-of-Experts (MoE) dynamics function and a decoupled architectural design for dynamics-focused training. To further enable NCDE to generalize to newly generated samples, Diff-MN employs a diffusion model to parameterize the NCDE temporal dynamics parameters (MoE weights), i.e., jointly learn the distribution of TS data and MoE weights. This design allows sample-specific NCDE parameters to be generated for continuous TS generation. Experiments on ten public and synthetic datasets demonstrate that Diff-MN consistently outperforms strong baselines on both irregular-to-regular and irregular-to-continuous TSG tasks. The code is available at the link https://github.com/microsoft/TimeCraft/tree/main/Diff-MN.

Text-to-speech (TTS) models commonly address text--speech alignment by expanding phone-level encoder states to frame-level decoder inputs using predicted durations. While this length-regulation step resolves alignment structurally, this use of duration typically changes only where and how often latent states appear, not the values of the states themselves. This paper proposes a continuous-time mechanism for duration-aware acoustic modelling in TTS using neural controlled differential equations (CDEs). We formulate the phone representation as a temporally parameterised control path and use a neural acoustic vector field to produce a continuous-time hidden state whose values evolve with phonetic content and duration-derived timing. The resulting trajectory can be sampled at discrete points and integrated into a standard acoustic decoder pipeline. Objective results contrast CDEs and typical recurrent models. Subjective results suggest that CDE-based models evaluating one phone per step can improve rank-order agreement between synthesised and reference emotion intensity while maintaining comparable emotion-expression quality to a strong baseline. Additional experiments with half-phone step-sizes suggest that temporal resolution changes the trade-off between style tracking and absolute calibration. These results position CDEs as a promising design space for continuous-time and duration-aware style-sensitive TTS.