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Dynamic mode decomposition (DMD) is a data-driven method of extracting spatial-temporal coherent modes from complex systems and providing an equation-free architecture to model and predict systems. However, in practical applications, the…
Motivated by the increasing abundance of data describing real-world networks that exhibit dynamical features, we propose an extension of the Exponential Random Graph Models (ERGMs) that accommodates the time variation of its parameters.…
In this study, the Multivariate Empirical Mode Decomposition (MEMD) is applied to multichannel EEG to obtain scale-aligned intrinsic mode functions (IMFs) as input features for emotion detection. The IMFs capture local signal variation…
Reliable and accurate prediction of time series plays a crucial role in maritime industry, such as economic investment, transportation planning, port planning and design, etc. The dynamic growth of maritime time series has the predominantly…
The dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a matrix of exponentials, representing Fourier-like time…
Dynamic mode decomposition (DMD) is a leading tool for equation-free analysis of high-dimensional dynamical systems from observations. In this work, we focus on a combination of delay-coordinates embedding and DMD, i.e., delay-coordinates…
Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep learning offering a way to gain insights into correlations in…
The correlation matrix is the key element in optimal portfolio allocation and risk management. In particular, the eigenvectors of the correlation matrix corresponding to large eigenvalues can be used to identify the market mode, sectors and…
Deciding when to buy or sell a stock is not an easy task because the market is hard to predict, being influenced by political and economic factors. Thus, methodologies based on computational intelligence have been applied to this…
Simulating the dynamics of a nonequilibrium quantum many-body system by computing the two-time Green's function associated with such a system is computationally challenging. However, we are often interested in the time diagonal of such a…
Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…
Understanding associations between paired high-dimensional longitudinal datasets is a fundamental yet challenging problem that arises across scientific domains, including longitudinal multi-omic studies. The difficulty stems from the…
Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…
Dynamic Mode Decomposition (DMD) is a numerical method that seeks to fit timeseries data to a linear dynamical system. In doing so, DMD decomposes dynamic data into spatially coherent modes that evolve in time according to exponential…
In this work, a composite economic model predictive control (CEMPC) is proposed for the optimal operation of a stand-alone integrated energy system (IES). Time-scale multiplicity exists in IESs dynamics is taken into account and addressed…
The Ensemble Empirical Mode Decomposition (EEMD) has become a preferred technique to decompose nonlinear and non-stationary signals due to its ability to create time-varying basis functions. However, current EEMD signal cleaning techniques…
Recently, researchers have begun to experiment with deep learning-based methods for detecting major depressive disor-der (MDD) using electroencephalogram (EEG) signals in search of a more objective means of diagnosis. However, exist-ing…
There is a broad need in the neuroscience community to understand and visualize large-scale recordings of neural activity, big data acquired by tens or hundreds of electrodes simultaneously recording dynamic brain activity over minutes to…
Extended dynamic mode decomposition (EDMD) is a powerful tool to construct linear predictors of nonlinear dynamical systems by approximating the action of the Koopman operator on a subspace spanned by finitely many observable functions.…
We suggest the Doubly Multiplicative Error class of models (DMEM) for modeling and forecasting realized volatility, which combines two components accommodating low-, respectively, high-frequency features in the data. We derive the…