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Sparse functional/longitudinal data have attracted widespread interest due to the prevalence of such data in social and life sciences. A prominent scenario where such data are routinely encountered are accelerated longitudinal studies,…

Methodology · Statistics 2024-06-24 Yidong Zhou , Hans-Georg Müller

Dynamic mode decomposition (DMD) is a leading tool for equation-free analysis of high-dimensional dynamical systems from observations. In this work, we focus on a combination of delay-coordinates embedding and DMD, i.e., delay-coordinates…

Dynamical Systems · Mathematics 2022-12-21 Emil Bronstein , Aviad Wiegner , Doron Shilo , Ronen Talmon

Dynamic mode decomposition (DMD) represents an effective means for capturing the essential features of numerically or experimentally generated flow fields. In order to achieve a desirable tradeoff between the quality of approximation and…

Fluid Dynamics · Physics 2014-12-11 Mihailo R. Jovanović , Peter J. Schmid , Joseph W. Nichols

We introduce the dynamics mode decomposition for monitoring wide-area power grid networks from sparse measurement data. The mathematical framework fuses data from multiple sensors based on multivariate statistics, providing accurate full…

Pattern Formation and Solitons · Physics 2019-06-11 J. Jorge Ramos , J. Nathan Kutz

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

Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning multivariate time series. However, in general, it is difficult to set the dimension of its hidden state space. A small number of hidden states may…

Artificial Intelligence · Computer Science 2013-12-04 Zitao Liu , Milos Hauskrecht

Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the…

Chaotic Dynamics · Physics 2020-08-19 Jason J. Bramburger , Daniel Dylewsky , J. Nathan Kutz

Dynamic Mode Decomposition (DMD) is a powerful, data-driven method for diagnosing complex dynamics. Various DMD algorithms allow one to fit data with a low-rank model that decomposes it into a sum of coherent spatiotemporal patterns.…

Dynamical Systems · Mathematics 2025-09-04 Karl Lapo , Samuele Mosso , J. Nathan Kutz

Distributed optimization has been widely used as one of the most efficient approaches for model training with massive samples. However, large-scale learning problems with both massive samples and high-dimensional features widely exist in…

Machine Learning · Computer Science 2022-04-26 Runxue Bao , Xidong Wu , Wenhan Xian , Heng Huang

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

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

Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…

Methodology · Statistics 2023-06-30 Brian King , Daniel R. Kowal

Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Mohammad N. Murshed , M. Monir Uddin

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

We develop a new method which extends Dynamic Mode Decomposition (DMD) to incorporate the effect of control to extract low-order models from high-dimensional, complex systems. DMD finds spatial-temporal coherent modes, connects local-linear…

Optimization and Control · Mathematics 2014-09-24 Joshua L. Proctor , Steven L. Brunton , J. Nathan Kutz

In this two-part article, we evaluate the utility and the generalizability of the Dynamic Mode Decomposition (DMD) algorithm for data-driven analysis and reduced-order modelling of plasma dynamics in cross-field ExB configurations. The DMD…

Plasma Physics · Physics 2023-08-29 Farbod Faraji , Maryam Reza , Aaron Knoll , J. Nathan Kutz

Differential equations are pivotal in modeling and understanding the dynamics of various systems, offering insights into their future states through parameter estimation fitted to time series data. In fields such as economy, politics, and…

Machine Learning · Statistics 2024-04-24 Hyeontae Jo , Sung Woong Cho , Hyung Ju Hwang

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

Numerical Analysis · Mathematics 2026-04-21 Qiuqi Li , Chang Liu , Yifei Yang

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

Numerical Analysis · Mathematics 2025-10-23 Qiuqi Li , Chang Liu , Yifei Yang

There is a broad need in the neuroscience community to understand and visualize large-scale recordings of neural activity, big data acquired by tens or hundreds of electrodes simultaneously recording dynamic brain activity over minutes to…

Neurons and Cognition · Quantitative Biology 2015-11-24 Bingni W. Brunton , Lise A. Johnson , Jeffrey G. Ojemann , J. Nathan Kutz