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Forecasting time series and time-dependent data is a common problem in many applications. One typical example is solving ordinary differential equation (ODE) systems $\dot{x}=F(x)$. Oftentimes the right hand side function $F(x)$ is not…

Computational Physics · Physics 2019-10-14 Artem Chashchin , Mikhail Botchev , Ivan Oseledets , George Ovchinnikov

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

A theoretical framework that supports automated construction of dynamic prime models purely from experimental time series data has been invented and developed, which can automatically generate (construct) data-driven models of any time…

Quantitative Methods · Quantitative Biology 2015-11-12 Michael A. Idowu

Identifying dynamical systems from experimental data is a notably difficult task. Prior knowledge generally helps, but the extent of this knowledge varies with the application, and customized models are often needed. Neural ordinary…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Mona Buisson-Fenet , Valery Morgenthaler , Sebastian Trimpe , Florent Di Meglio

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Machine Learning · Statistics 2022-06-20 Paidamoyo Chapfuwa , Sherri Rose , Lawrence Carin , Edward Meeds , Ricardo Henao

We develop a numerical method to reconstruct systems of ordinary differential equations (ODEs) from time series data without {\it a priori} knowledge of the underlying ODEs using sparse basis learning and sparse function reconstruction. We…

Data Analysis, Statistics and Probability · Physics 2016-05-19 Manuel Mai , Mark D. Shattuck , Corey S. O'Hern

Dynamical systems modeling is a core pillar of scientific inquiry across natural and life sciences. Increasingly, dynamical system models are learned from data, rendering identifiability a paramount concept. For systems that are not…

Machine Learning · Computer Science 2026-05-11 Cecilia Casolo , Sören Becker , Niki Kilbertus

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…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

Solution of Ordinary Differential Equation (ODE) model of dynamical system may not agree with its observed values. Often this discrepancy can be attributed to unmodeled forcings in the evolution rule of the dynamical system. In this…

Computational Engineering, Finance, and Science · Computer Science 2021-08-13 Saurabh Dixit , Soumyendu Raha

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of…

Machine Learning · Statistics 2023-06-01 Linus Bleistein , Adeline Fermanian , Anne-Sophie Jannot , Agathe Guilloux

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

Machine Learning · Statistics 2023-03-07 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis , Petros Koumoutsakos

Natural laws are often described through differential equations yet finding a differential equation that describes the governing law underlying observed data is a challenging and still mostly manual task. In this paper we make a step…

Machine Learning · Computer Science 2022-11-08 Sören Becker , Michal Klein , Alexander Neitz , Giambattista Parascandolo , Niki Kilbertus

Spurred by tremendous success in pattern matching and prediction tasks, researchers increasingly resort to machine learning to aid original scientific discovery. Given large amounts of observational data about a system, can we uncover the…

Machine Learning · Computer Science 2025-01-31 Hananeh Aliee , Fabian J. Theis , Niki Kilbertus

One fundamental problem in studying dynamical process is whether it is possible and how to construct prediction model for an unknown system via sampled time series, especially in the modern big data era. The research in this area is…

Dynamical Systems · Mathematics 2024-11-15 Xiao-Song Yang

This paper addresses the data-driven identification of latent dynamical representations of partially-observed systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications,…

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the…

Machine Learning · Statistics 2018-03-13 Markus Heinonen , Cagatay Yildiz , Henrik Mannerström , Jukka Intosalmi , Harri Lähdesmäki

In this paper we use neural networks to learn governing equations from data. Specifically we reconstruct the right-hand side of a system of ODEs $\dot{x}(t) = f(t, x(t))$ directly from observed uniformly time-sampled data using a neural…

Machine Learning · Computer Science 2021-08-18 Elisa Negrini , Giovanna Citti , Luca Capogna

We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing…

Machine Learning · Computer Science 2019-08-09 Yifan Sun , Linan Zhang , Hayden Schaeffer

We present a data-driven numerical approach for modeling unknown dynamical systems with missing/hidden parameters. The method is based on training a deep neural network (DNN) model for the unknown system using its trajectory data. A key…

Machine Learning · Statistics 2022-02-07 Xiaohan Fu , Weize Mao , Lo-Bin Chang , Dongbin Xiu

Ordinary differential equations (ODEs) describe dynamical systems evolving deterministically in continuous time. Accurate data-driven modeling of systems as ODEs, a central problem across the natural sciences, remains challenging,…

Machine Learning · Computer Science 2025-10-15 Maximilian Mauel , Manuel Hinz , Patrick Seifner , David Berghaus , Ramses J. Sanchez
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