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We demonstrate that the integration of the recently developed dynamic mode decomposition (DMD) with a multi-resolution analysis allows for a decomposition method capable of robustly separating complex systems into a hierarchy of…

Dynamical Systems · Mathematics 2015-06-02 J. Nathan Kutz , Xing Fu , Steven L. Brunton

The dynamic mode decomposition (DMD) is a data-driven method used for identifying the dynamics of complex nonlinear systems. It extracts important characteristics of the underlying dynamics using measured time-domain data produced either by…

Numerical Analysis · Mathematics 2020-11-24 Ion Victor Gosea , Igor Pontes Duff

Dynamic Mode Decomposition (DMD) is a data-driven technique to identify a low dimensional linear time invariant dynamics underlying high-dimensional data. For systems in which such underlying low-dimensional dynamics is time-varying, a…

Signal Processing · Electrical Eng. & Systems 2020-04-09 Mustaffa Alfatlawi , Vaibhav Srivastava

Dynamic Mode Decomposition (DMD) is a data-driven decomposition technique extracting spatio-temporal patterns of time-dependent phenomena. In this paper, we perform a comprehensive theoretical analysis of various variants of DMD. We provide…

Numerical Analysis · Mathematics 2022-02-15 Tim Krake , Daniel Weiskopf , Bernhard Eberhardt

The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled…

Dynamical Systems · Mathematics 2021-01-13 Christopher W. Curtis , Daniel Jay Alford-Lago

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

Dynamic mode decomposition (DMD) provides a principled approach to extract physically interpretable spatial modes from time-resolved flow field data, along with a linear model for how the amplitudes of these modes evolve in time. Recently,…

Fluid Dynamics · Physics 2020-07-29 Aditya G. Nair , Benjamin Strom , Bingni W. Brunton , Steven L. Brunton

The characterization of intermittent, multiscale and transient dynamics using data-driven analysis remains an open challenge. We demonstrate an application of the Dynamic Mode Decomposition (DMD) with sparse sampling for the diagnostic…

Dynamical Systems · Mathematics 2020-05-18 Krithika Manohar , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and…

Dynamical Systems · Mathematics 2021-09-07 Ziyou Wu , Steven L. Brunton , Shai Revzen

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…

Systems and Control · Electrical Eng. & Systems 2024-10-07 Ningxin Liu , Shuigen Liu , Xin T. Tong , Lijian Jiang

Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…

Machine Learning · Computer Science 2021-05-11 Gabriel F. Barros , Malú Grave , Alex Viguerie , Alessandro Reali , Alvaro L. G. A. Coutinho

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…

Fluid Dynamics · Physics 2020-12-18 Tim Krake , Stefan Reinhardt , Marcel Hlawatsch , Bernhard Eberhardt , Daniel Weiskopf

The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…

Statistics Theory · Mathematics 2020-03-09 Arvind Prasadan , Raj Rao Nadakuditi

Dynamic mode decomposition (DMD) has become a powerful data-driven method for analyzing the spatiotemporal dynamics of complex, high-dimensional systems. However, conventional DMD methods are limited to matrix-based formulations, which…

Systems and Control · Electrical Eng. & Systems 2025-08-05 Ziqin He , Mengqi Hu , Yifei Lou , Can Chen

Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant…

Numerical Analysis · Mathematics 2021-09-15 Jan Heiland , Benjamin Unger

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

Dynamic mode decomposition (DMD) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially…

Numerical Analysis · Mathematics 2019-08-14 Stefan Klus , Patrick Gelß , Sebastian Peitz , Christof Schütte

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…

Optimization and Control · Mathematics 2017-12-07 Travis Askham , Peng Zheng , Aleksandr Aravkin , J. Nathan Kutz

This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…

Machine Learning · Computer Science 2025-08-05 Menglin Kong , Vincent Zhihao Zheng , Xudong Wang , Lijun Sun

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time…

Numerical Analysis · Mathematics 2014-12-17 Jonathan H. Tu , Clarence W. Rowley , Dirk M. Luchtenburg , Steven L. Brunton , J. Nathan Kutz
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