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Observability can determine which recorded variables of a given system are optimal for discriminating its different states. Quantifying observability requires knowledge of the equations governing the dynamics. These equations are often…

Adaptation and Self-Organizing Systems · Physics 2020-10-28 Christopher E. Gonzalez , Claudia Lainscsek , Terrence J. Sejnowski , Christophe Letellier

We investigate the reconstruction of time series from dynamical networks that are partially observed. In particular, we address the extent to which the time series at a node of the network can be successfully reconstructed when measuring…

Data Analysis, Statistics and Probability · Physics 2024-10-11 Tyrus Berry , Timothy Sauer

Identifying a linear system model from data has wide applications in control theory. The existing work on finite sample analysis for linear system identification typically uses data from a single system trajectory under i.i.d random inputs,…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Lei Xin , George Chiu , Shreyas Sundaram

Nonlinear dynamical systems are complex and typically only simple systems can be analytically studied. In applications, these systems are usually defined with a set of tunable parameters and as the parameters are varied the system response…

Dynamical Systems · Mathematics 2025-05-05 Max M. Chumley , Firas A. Khasawneh

In todays age of data, discovering relationships between different variables is an interesting and a challenging problem. This problem becomes even more critical with regards to complex dynamical systems like weather forecasting and…

Data Analysis, Statistics and Probability · Physics 2021-02-01 Sachin Kasture

Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…

Machine Learning · Computer Science 2023-11-16 Zheng-Meng Zhai , Mohammadamin Moradi , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev

We study the classical problem of recovering a multidimensional source signal from observations of nonlinear mixtures of this signal. We show that this recovery is possible (up to a permutation and monotone scaling of the source's original…

Machine Learning · Statistics 2023-01-18 Alexander Schell , Harald Oberhauser

Analyzing signals arising from dynamical systems typically requires many modeling assumptions and parameter estimation. In high dimensions, this modeling is particularly difficult due to the "curse of dimensionality". In this paper, we…

Systems and Control · Computer Science 2016-12-21 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Modern learning systems increasingly interact with data that evolve over time and depend on hidden internal state. We ask a basic question: when is such a dynamical system learnable from observations alone? This paper proposes a research…

Machine Learning · Computer Science 2025-12-23 Elad Hazan , Shai Shalev Shwartz , Nathan Srebro

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

Statistical Mechanics · Physics 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

A measurement consists in coupling a system to a probe and reading the output of the probe to gather information about the system. The weaker the coupling, the smaller the back-action on the system, but also the less information conveyed.…

Quantum Physics · Physics 2012-11-13 Antonio Di Lorenzo , José Carlos Egues

We present a general method for reconstruction of a network of nonlinearly coupled neural fields from the observations. A prominent example of such a system is a dynamical random neural network model studied by Sompolinsky et. al [Phys.…

Chaotic Dynamics · Physics 2017-11-16 A. Pikovsky

An invertible dynamical system with some hyperbolic structure is considered. Upper estimates for the correlations of continuous observables is given in terms of modulus of continuity. The result is applied to certain H\'enon maps and…

Dynamical Systems · Mathematics 2014-12-04 Marks Ruziboev

Equations governing the nonlinear dynamics of complex systems are usually unknown and indirect methods are used to reconstruct their manifolds. In turn, they depend on embedding parameters requiring other methods and long temporal sequences…

Chaotic Dynamics · Physics 2020-06-24 Valeria d'Andrea , Manlio De Domenico

This short review describes mathematical techniques for statistical analysis and prediction in dynamical systems. Two problems are discussed, namely (i) the supervised learning problem of forecasting the time evolution of an observable…

Statistics Theory · Mathematics 2020-07-01 Tyrus Berry , Dimitrios Giannakis , John Harlim

In this article, it is described how to use statistical data analysis to obtain models directly from data. The focus is put on finding nonlinearities within a generalized additive model. These models are found by the means of backfitting…

Pattern Formation and Solitons · Physics 2007-05-23 M. Abel

We report the first experimental realization of pattern formation in a spatially extended nonlinear system when the system is alternated between two states, neither of which exhibits patterning. Dynamical equations modeling the system are…

Pattern Formation and Solitons · Physics 2009-11-11 J. P. Sharpe , P. L. Ramazza , N. Sungar , Karl Saunders

A method of network reconstruction from the dynamical time series is introduced, relying on the concept of derivative-variable correlation. Using a tunable observable as a parameter, the reconstruction of any network with known interaction…

Data Analysis, Statistics and Probability · Physics 2013-10-29 Zoran Levnajić , Arkady Pikovsky

Nearly all nontrivial real-world systems are nonlinear dynamical systems. Chaos describes certain nonlinear dynamical systems that have a very sensitive dependence on initial conditions. Chaotic systems are always deterministic and may be…

Chaotic Dynamics · Physics 2016-11-16 Geoff Boeing
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