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Analogs are nearest neighbors of the state of a system. By using analogs and their successors in time, one is able to produce empirical forecasts. Several analog forecasting methods have been used in atmospheric applications and tested on…
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…
We describe the results of analytic calculations and computer simulations of adaptive predictors (predictive agents) responding to an evolving chaotic environment and to one another. Our simulations are designed to quantify adaptation and…
We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…
Drawing on ergodic theory, we introduce a novel training method for machine learning based forecasting methods for chaotic dynamical systems. The training enforces dynamical invariants--such as the Lyapunov exponent spectrum and fractal…
In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…
Random projections offer an appealing and flexible approach to a wide range of large-scale statistical problems. They are particularly useful in high-dimensional settings, where we have many covariates recorded for each observation. In…
The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…
Forecasting the dynamics of large complex networks from previous time-series data is important in a wide range of contexts. Here we present a machine learning scheme for this task using a parallel architecture that mimics the topology of…
Traffic prediction is pivotal for rational transportation supply scheduling and allocation. Existing researches into short-term traffic prediction, however, face challenges in adequately addressing exceptional circumstances and integrating…
We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning…
Weather prediction is a quintessential problem involving the forecasting of a complex, nonlinear, and chaotic high-dimensional dynamical system. This work introduces an efficient reduced-order modeling (ROM) framework for short-range…
We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…
A chaotic system is a highly volatile system characterized by its sensitive dependence on initial conditions and outside factors. Chaotic systems are prevalent throughout the world today: in weather patterns, disease outbreaks, and even…
Chaos and unpredictability are traditionally synonymous, yet large-scale machine learning methods recently have demonstrated a surprising ability to forecast chaotic systems well beyond typical predictability horizons. However, recent works…
A new approach is proposed to the integrated analysis of the time structure of synchronization of multidimensional chaotic systems. The method allows one to diagnose and quantitatively evaluate the intermittency characteristics during…
Scientific analysis often relies on the ability to make accurate predictions of a system's dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model…
A new general procedure for a priori selection of more predictable events from a time series of observed variable is proposed. The procedure is applicable to time series which contains different types of events that feature significantly…
This paper investigates the generalisability of Koopman-based representations for chaotic dynamical systems, focusing on their transferability across prediction and control tasks. Using the Lorenz system as a testbed, we propose a…
We experimentally observe the nonlinear dynamics of an optoelectronic time-delayed feedback loop designed for chaotic communication using commercial fiber optic links, and we simulate the system using delay differential equations. We show…