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Complex nonlinear dynamics are ubiquitous in many fields. Moreover, we rarely have access to all of the relevant state variables governing the dynamics. Delay embedding allows us, in principle, to account for unobserved state variables.…

Machine Learning · Computer Science 2022-04-27 Uttam Bhat , Stephan B. Munch

Topological data analysis is a relatively new branch of machine learning that excels in studying high dimensional data, and is theoretically known to be robust against noise. Meanwhile, data objects with mixed numeric and categorical…

Algebraic Topology · Mathematics 2020-06-15 Chengyuan Wu , Carol Anne Hargreaves

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales.…

Chaotic Dynamics · Physics 2025-10-06 Chenyu Dong , Davide Faranda , Adriano Gualandi , Valerio Lucarini , Gianmarco Mengaldo

This paper presents an innovative and generic deep learning approach to monitor heart conditions from ECG signals.We focus our attention on both the detection and classification of abnormal heartbeats, known as arrhythmia. We strongly…

Machine Learning · Computer Science 2019-06-14 Meryll Dindin , Yuhei Umeda , Frederic Chazal

Many real-world complex systems, such as epidemic spreading networks and ecosystems, can be modeled as networked dynamical systems that produce multivariate time series. Learning the intrinsic dynamics from observational data is pivotal for…

Machine Learning · Computer Science 2024-12-30 Yanna Ding , Zijie Huang , Malik Magdon-Ismail , Jianxi Gao

In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space…

Chaotic Dynamics · Physics 2015-06-24 Elizabeth Bradley , Holger Kantz

This paper presents a new approach for analysing structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency…

Chaotic Dynamics · Physics 2011-03-03 Reik V. Donner , Y. Zou , Jonathan F. Donges , Norbert Marwan , Juergen Kurths

We use topological data analysis and machine learning to study a seminal model of collective motion in biology [D'Orsogna et al., Phys. Rev. Lett. 96 (2006)]. This model describes agents interacting nonlinearly via attractive-repulsive…

Identifying the qualitative changes in time-series data provides insights into the dynamics associated with such data. Such qualitative changes can be detected through topological approaches, which first embed the data into a…

Data Analysis, Statistics and Probability · Physics 2019-03-27 Quoc Hoan Tran , Yoshihiko Hasegawa

A time-delay embedding (TDE), grounded in the framework of Takens's Theorem, provides a mechanism to represent and analyze the inherent dynamics of time-series data. Recently, topological data analysis (TDA) methods have been applied to…

Methodology · Statistics 2024-10-18 Sixtus Dakurah , Jessi Cisewski-Kehe

Delay-coordinate embedding is a powerful, time-tested mathematical framework for reconstructing the dynamics of a system from a series of scalar observations. Most of the associated theory and heuristics are overly stringent for real-world…

Dynamical Systems · Mathematics 2018-05-22 Joshua Garland

Recurrence networks are a powerful nonlinear tool for time series analysis of complex dynamical systems. {While there are already many successful applications ranging from medicine to paleoclimatology, a solid theoretical foundation of the…

Data Analysis, Statistics and Probability · Physics 2012-04-12 Jonathan F. Donges , Jobst Heitzig , Reik V. Donner , Jürgen Kurths

In this work we present a novel recurrent neural network architecture designed to model systems characterized by multiple characteristic timescales in their dynamics. The proposed network is composed by several recurrent groups of neurons…

Neural and Evolutionary Computing · Computer Science 2017-01-19 Filippo Maria Bianchi , Michael Kampffmeyer , Enrico Maiorino , Robert Jenssen

Many multi-variate time series obtained in the natural sciences and engineering possess a repetitive behavior, as for instance state-space trajectories of industrial machines in discrete automation. Recovering the times of recurrence from…

Computational Geometry · Computer Science 2025-05-20 Simon Schindler , Elias Steffen Reich , Saverio Messineo , Simon Hoher , Stefan Huber

A new model for time series with a specific oscillation pattern is proposed. The model consists of a hidden phase process controlling the speed of polling and a nonparametric curve characterizing the pattern, leading together to a…

Statistics Theory · Mathematics 2016-08-15 Rainer Dahlhaus , Thierry Dumont , Sylvain Le Corff , Jan C. Neddermeyer

Tipping points occur in many real-world systems, at which the system shifts suddenly from one state to another. The ability to predict the occurrence of tipping points from time series data remains an outstanding challenge and a major…

Machine Learning · Computer Science 2024-12-10 Chengzuo Zhuge , Jiawei Li , Wei Chen

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

Modeling the evolution of system with time-series data is a challenging and critical task in a wide range of fields, especially when the time-series data is regularly sampled and partially observable. Some methods have been proposed to…

Machine Learning · Computer Science 2024-12-03 Mengbang Zou , Weisi Guo

Time-series analysis is fundamental for modeling and predicting dynamical behaviors from time-ordered data, with applications in many disciplines such as physics, biology, finance, and engineering. Measured time-series data, however, are…

Chaotic Dynamics · Physics 2023-01-11 Arthur N. Montanari , Leandro Freitas , Daniele Proverbio , Jorge Gonçalves

Learning and forecasting stochastic time series is essential in various scientific fields. However, despite the proposals of nonlinear filters and deep-learning methods, it remains challenging to capture nonlinear dynamics from a few noisy…

Methodology · Statistics 2025-02-21 Christian Donner , Anuj Mishra , Hideaki Shimazaki
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