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Forget interpolating: Log-NCDEs can directly process irregular time series by embedding observations as increments and composing them into log-signatures, bypassing the need for explicit reconstruction.
Even at 40 million parameters, models struggle to accurately track chess states from random legal moves, revealing that scale alone can't overcome limitations in state-transition mechanisms.
Forget uniform weighting: the Exponentially Weighted Signature lets you inject temporal context and richer memory dynamics into path representations.