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Systems with time-delayed chaotic dynamics are common in nature, from control theory to aeronautical propulsion. The overarching objective of this paper is to compute the stability properties of a chaotic dynamical system, which is…

Adaptation and Self-Organizing Systems · Physics 2023-03-07 Georgios Margazoglou , Luca Magri

An echo state network (ESN) is a type of reservoir computer that uses a recurrent neural network with a sparsely connected hidden layer. Compared with other recurrent neural networks, one great advantage of ESN is the simplicity of its…

Statistical Mechanics · Physics 2024-12-17 Clement Dinh , Yunhao Fan , Gia-Wei Chern

We extend the Physics-Informed Echo State Network (PI-ESN) framework to reconstruct the evolution of an unmeasured state (hidden state) in a chaotic system. The PI-ESN is trained by using (i) data, which contains no information on the…

Signal Processing · Electrical Eng. & Systems 2020-04-08 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

We consider the problem of learning the parameters of a $N$-dimensional stochastic linear dynamics under both full and partial observations from a single trajectory of time $T$. We introduce and analyze a new estimator that achieves a small…

Machine Learning · Statistics 2025-12-08 Minh Vu , Andrey Y. Lokhov , Marc Vuffray

In this paper, we propose a novel data-driven approach for removing trends (detrending) from nonstationary, fractal and multifractal time series. We consider real-valued time series relative to measurements of an underlying dynamical system…

Data Analysis, Statistics and Probability · Physics 2016-12-15 Enrico Maiorino , Filippo Maria Bianchi , Lorenzo Livi , Antonello Rizzi , Alireza Sadeghian

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

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

The paper proposes a systematic framework for building data-driven stochastic differential equation (SDE) models from sparse, noisy observations. Unlike traditional parametric approaches, which assume a known functional form for the drift,…

Machine Learning · Statistics 2025-08-18 Arnab Ganguly , Riten Mitra , Jinpu Zhou

Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…

Machine Learning · Computer Science 2022-07-07 Daniel Kramer , Philine Lou Bommer , Carlo Tombolini , Georgia Koppe , Daniel Durstewitz

We develop a methodology to construct low-dimensional predictive models from data sets representing essentially nonlinear (or non-linearizable) dynamical systems with a hyperbolic linear part that are subject to external forcing with…

Dynamical Systems · Mathematics 2022-04-06 Mattia Cenedese , Joar Axås , Bastian Bäuerlein , Kerstin Avila , George Haller

In this work, we study the problem of learning a nonlinear dynamical system by parameterizing its dynamics using basis functions. We assume that disturbances occur at each time step with an arbitrary probability $p$, which models the…

Optimization and Control · Mathematics 2025-03-24 Haixiang Zhang , Baturalp Yalcin , Javad Lavaei , Eduardo D. Sontag

Temporal data modelling techniques with neural networks are useful in many domain applications, including time-series forecasting and control engineering. This paper aims at developing a recurrent version of stochastic configuration…

Machine Learning · Computer Science 2025-04-03 Dianhui Wang , Gang Dang

In the field of complex dynamics, multistable attractors have been gaining a significant attention due to its unpredictability in occurrence and extreme sensitivity to initial conditions. Co-existing attractors are abundant in diverse…

Adaptation and Self-Organizing Systems · Physics 2024-06-12 Mousumi Roy , Swarnendu Mandal , Chittaranjan Hens , Awadhesh Prasad , N. V. Kuznetsov , Manish Dev Shrimali

Many dynamical processes of complex systems can be understood as the dynamics of a group of nodes interacting on a given network structure. However, finding such interaction structure and node dynamics from time series of node behaviours is…

Physics and Society · Physics 2022-06-28 Yan Zhang , Yu Guo , Zhang Zhang , Mengyuan Chen , Shuo Wang , Jiang Zhang

We address the inverse problem of reconstructing both the structure and dynamics of a network from mean-field measurements, which are linear combinations of node states. This setting arises in applications where only a few aggregated…

Dynamical Systems · Mathematics 2025-11-04 Narcicegi Kiran , Tiago Pereira

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Machine Learning · Statistics 2023-05-31 Xiaofan Lu , Linan Zhang , Hongjin He

This paper addresses the problem of secure data reconstruction for unknown systems, where data collected from the system are susceptible to malicious manipulation. We aim to recover the real trajectory without prior knowledge of the system…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Jiaqi Yan , Ivan Markovsky , John Lygeros

The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…

Optimization and Control · Mathematics 2026-04-14 Nicole Tianjiao Yang

Echo state networks are powerful recurrent neural networks. However, they are often unstable and shaky, making the process of finding an good ESN for a specific dataset quite hard. Obtaining a superb accuracy by using the Echo State Network…

Machine Learning · Statistics 2018-02-22 Qiuyi Wu , Ernest Fokoue , Dhireesha Kudithipudi

To understand, predict, and control complex networked systems, a prerequisite is to reconstruct the network structure from observable data. Despite recent progress in network reconstruction, binary-state dynamics that are ubiquitous in…

Physics and Society · Physics 2017-03-08 Jingwen Li , Zhesi Shen , Wen-Xu Wang , Celso Grebogi , Ying-Cheng Lai