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Time irreversibility is a common signature of nonlinear processes, and a fundamental property of non-equilibrium systems driven by non-conservative forces. A time series is said to be reversible if its statistical properties are invariant…

Data Analysis, Statistics and Probability · Physics 2021-12-08 Johann H. Martínez , José L. Herrera-Diestra , Mario Chavez

This work introduces Neural Chronos Ordinary Differential Equations (Neural CODE), a deep neural network architecture that fits a continuous-time ODE dynamics for predicting the chronology of a system both forward and backward in time. To…

Machine Learning · Computer Science 2025-03-27 C. Coelho , M. Fernanda P. Costa , L. L. Ferrás

Time Series Anomaly Detection (TSAD) finds widespread applications across various domains such as financial markets, industrial production, and healthcare. Its primary objective is to learn the normal patterns of time series data, thereby…

Machine Learning · Computer Science 2024-07-01 Yutong Chen , Hongzuo Xu , Guansong Pang , Hezhe Qiao , Yuan Zhou , Mingsheng Shang

In this paper, we introduce Symplectic ODE-Net (SymODEN), a deep learning framework which can infer the dynamics of a physical system, given by an ordinary differential equation (ODE), from observed state trajectories. To achieve better…

Machine Learning · Computer Science 2024-03-04 Yaofeng Desmond Zhong , Biswadip Dey , Amit Chakraborty

We introduce Ordinal Synchronization ($OS$) as a new measure to quantify synchronization between dynamical systems. $OS$ is calculated from the extraction of the ordinal patterns related to two time series, their transformation into…

Quantitative Methods · Quantitative Biology 2019-01-30 Ignacio Echegoyen , Victor Vera-Ávila , Ricardo Sevilla-Escoboza , Johann H. Martínez , Javier M. Buldú

Despite the advancements in learning governing differential equations from observations of dynamical systems, data-driven methods are often unaware of fundamental physical laws, such as frame invariance. As a result, these algorithms may…

Machine Learning · Computer Science 2024-11-06 Jianke Yang , Wang Rao , Nima Dehmamy , Robin Walters , Rose Yu

Models based on neural networks and machine learning are seeing a rise in popularity in space physics. In particular, the forecasting of geomagnetic indices with neural network models is becoming a popular field of study. These models are…

Machine Learning · Computer Science 2022-03-15 Brecht Laperre , Jorge Amaya , Giovanni Lapenta

Reverse engineering of complex dynamical networks is important for a variety of fields where uncovering the full topology of unknown networks and estimating parameters characterizing the network structure and dynamical processes are of…

Data Analysis, Statistics and Probability · Physics 2012-12-19 Wen-Xu Wang , Jie Ren , Ying-Cheng Lai , Baowen Li

Time series with non-uniform intervals occur in many applications, and are difficult to model using standard recurrent neural networks (RNNs). We generalize RNNs to have continuous-time hidden dynamics defined by ordinary differential…

Machine Learning · Computer Science 2019-07-10 Yulia Rubanova , Ricky T. Q. Chen , David Duvenaud

Symmetries have a crucial role in today's physics. In this thesis, we are mostly concerned with time reversal invariance (T-symmetry). A physical system is time reversal invariant if its underlying laws are not sensitive to the direction of…

History and Philosophy of Physics · Physics 2018-03-01 Reza Moulavi Ardakani

Perception of time from sequentially acquired sensory inputs is rooted in everyday behaviors of individual organisms. Yet, most algorithms for time-series modeling fail to learn dynamics of random event timings directly from visual or audio…

Machine Learning · Computer Science 2021-07-20 Hengguan Huang , Hongfu Liu , Hao Wang , Chang Xiao , Ye Wang

Modeling dynamical systems is crucial across the science and engineering fields for accurate prediction, control, and decision-making. Recently, machine learning (ML) approaches, particularly neural ordinary differential equations (NODEs),…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Fatima Al-Janahi , Min-Seung Ko , Hao Zhu

Neural Ordinary Differential Equations (NODEs) use a neural network to model the instantaneous rate of change in the state of a system. However, despite their apparent suitability for dynamics-governed time-series, NODEs present a few…

Machine Learning · Computer Science 2021-08-18 Alexander Norcliffe , Cristian Bodnar , Ben Day , Jacob Moss , Pietro Liò

Numerical simulation of ordinary differential equations (ODEs) can be challenging when the system exhibits high accelerations and rapidly changing dynamics. Under these conditions the ODE solver often needs to take very small time steps in…

Numerical Analysis · Mathematics 2026-05-11 Andrew Tagg , Andrew Frandsen , Andrew Ning

We extend the methodology in [Yang et al., 2023] to learn autonomous continuous-time dynamical systems from invariant measures. The highlight of our approach is to reformulate the inverse problem of learning ODEs or SDEs from data as a…

Dynamical Systems · Mathematics 2023-07-06 Jonah Botvinick-Greenhouse , Robert Martin , Yunan Yang

This study investigates the use of continuous-time dynamical systems for sparse signal recovery. The proposed dynamical system is in the form of a nonlinear ordinary differential equation (ODE) derived from the gradient flow of the Lasso…

Information Theory · Computer Science 2023-03-30 Tadashi Wadayama , Ayano Nakai-Kasai

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

Timing synchronization (TS) is one of the key tasks in orthogonal frequency division multiplexing (OFDM) systems. However, multi-path uncertainty corrupts the TS correctness, making OFDM systems suffer from a severe…

Signal Processing · Electrical Eng. & Systems 2023-07-04 Chaojin Qing , Na Yang , Shuhai Tang , Chuangui Rao , Jiafan Wang , Hui Lin

While there are convergence guarantees for temporal difference (TD) learning when using linear function approximators, the situation for nonlinear models is far less understood, and divergent examples are known. Here we take a first step…

Machine Learning · Computer Science 2020-02-12 David Brandfonbrener , Joan Bruna

If a system is at thermodynamic equilibrium, an observer cannot tell whether a film of it is being played forward or in reverse: any transition will occur with the same frequency in the forward as in the reverse direction. However, if…

Statistical Mechanics · Physics 2020-07-01 John W. Biddle , Jeremy Gunawardena