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We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

Identifying dynamical systems from experimental data is a notably difficult task. Prior knowledge generally helps, but the extent of this knowledge varies with the application, and customized models are often needed. Neural ordinary…

Systems and Control · Electrical Eng. & Systems 2023-01-13 Mona Buisson-Fenet , Valery Morgenthaler , Sebastian Trimpe , Florent Di Meglio

Data-driven modelling and scientific machine learning have been responsible for significant advances in determining suitable models to describe data. Within dynamical systems, neural ordinary differential equations (ODEs), where the system…

Machine Learning · Computer Science 2024-05-08 Gevik Grigorian , Sandip V. George , Simon Arridge

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

Many real-world systems, such as moving planets, can be considered as multi-agent dynamic systems, where objects interact with each other and co-evolve along with the time. Such dynamics is usually difficult to capture, and understanding…

Machine Learning · Computer Science 2020-11-10 Zijie Huang , Yizhou Sun , Wei Wang

This work presents a scalable control framework based on nonlinear Model Predictive Control for high-dimensional dynamical systems. The proposed approach addresses the key challenges of model scalability and partial observability by…

Learning how complex dynamical systems evolve over time is a key challenge in system identification. For safety critical systems, it is often crucial that the learned model is guaranteed to converge to some equilibrium point. To this end,…

Machine Learning · Computer Science 2021-12-13 Andreas Schlaginhaufen , Philippe Wenk , Andreas Krause , Florian Dörfler

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…

Machine Learning · Statistics 2019-02-13 Lea Duncker , Gergo Bohner , Julien Boussard , Maneesh Sahani

End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…

Machine Learning · Statistics 2022-06-20 Paidamoyo Chapfuwa , Sherri Rose , Lawrence Carin , Edward Meeds , Ricardo Henao

This paper considers the problem of data-driven prediction of partially observed systems using a recurrent neural network. While neural network based dynamic predictors perform well with full-state training data, prediction with partial…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Debdipta Goswami

The complexity of real-world geophysical systems is often compounded by the fact that the observed measurements depend on hidden variables. These latent variables include unresolved small scales and/or rapidly evolving processes, partially…

We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…

Machine Learning · Computer Science 2023-10-27 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

In conventional ODE modelling coefficients of an equation driving the system state forward in time are estimated. However, for many complex systems it is practically impossible to determine the equations or interactions governing the…

Machine Learning · Statistics 2018-03-13 Markus Heinonen , Cagatay Yildiz , Henrik Mannerström , Jukka Intosalmi , Harri Lähdesmäki

When learning dynamical systems from data, embedding physical structure can constrain the solution space and improve generalization, but many physics-informed models assume access to the full system state. This limits their use in partially…

Machine Learning · Computer Science 2026-05-25 Sunniva Meltzer , Sølve Eidnes , Alexander Johannes Stasik

We propose a new method for spatio-temporal forecasting on arbitrarily distributed points. Assuming that the observed system follows an unknown partial differential equation, we derive a continuous-time model for the dynamics of the data…

Machine Learning · Computer Science 2022-03-18 Marten Lienen , Stephan Günnemann

Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

Machine Learning · Statistics 2023-03-07 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis , Petros Koumoutsakos

Learning dynamics governing physical and spatiotemporal processes is a challenging problem, especially in scenarios where states are partially measured. In this work, we tackle the problem of learning dynamics governing these systems when…

Machine Learning · Computer Science 2024-12-13 Paul Ghanem , Ahmet Demirkaya , Tales Imbiriba , Alireza Ramezani , Zachary Danziger , Deniz Erdogmus

Identifying the governing equations of a nonlinear dynamical system is key to both understanding the physical features of the system and constructing an accurate model of the dynamics that generalizes well beyond the available data. We…

Machine Learning · Computer Science 2022-08-16 Peter Y. Lu , Joan Ariño , Marin Soljačić

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
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