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Physical dynamical systems can be viewed as natural information processors: their systems preserve, transform, and disperse input information. This perspective motivates learning not only from data generated by such systems, but also how to…
Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…
In many scientific fields, such as economics and neuroscience, we are often faced with nonstationary time series, and concerned with both finding causal relations and forecasting the values of variables of interest, both of which are…
This paper reports on the application to field measurements of time series methods developed on the basis of the theory of deterministic chaos. The major difficulties are pointed out that arise when the data cannot be assumed to be purely…
Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…
Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…
We present a numerical method to learn an accurate predictive model for an unknown stochastic dynamical system from its trajectory data. The method seeks to approximate the unknown flow map of the underlying system. It employs the idea of…
Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…
Ecological systems often exhibit complex nonlinear dynamics like oscillations, chaos, and regime shifts. Universal dynamic equations have shown promise in modeling complex dynamics by combining known functional forms with neural networks…
Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…
This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…
Many systems for which compressive sensing is used today are dynamical. The common approach is to neglect the dynamics and see the problem as a sequence of independent problems. This approach has two disadvantages. Firstly, the temporal…
Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…
Discovery of causal relations is fundamental for understanding the dynamics of complex systems. While causal interactions are well defined for acyclic systems that can be separated into causally effective subsystems, a mathematical…
We address the issue of how to identify the equations of a largely unknown chaotic system from knowledge about its state evolution. The technique can be applied to the estimation of parameters that drift slowly with time. To accomplish…
Predicting the dynamics of chaotic systems is one of the most challenging tasks for neural networks, and machine learning in general. Here we aim to predict the spatiotemporal chaotic dynamics of a high-dimensional non-linear system. In our…
Real-world non-autonomous systems are open, out-of-equilibrium systems that evolve in and are driven by temporally varying environments. Such systems can show multiple timescale and transient dynamics together with transitions to very…
We propose a multiscale approach for predicting quantities in dynamical systems which is explicitly structured to extract information in both fine-to-coarse and coarse-to-fine directions. We envision this method being generally applicable…
Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…
We describe a method to model nonlinear dynamical systems using periodic solutions of delay-differential equations. We show that any finite-time trajectory of a nonlinear dynamical system can be loaded approximately into the initial…