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We consider the task of predicting a response Y from a set of covariates X in settings where the conditional distribution of Y given X changes over time. For this to be feasible, assumptions on how the conditional distribution changes over…

Machine Learning · Statistics 2025-02-19 Margherita Lazzaretto , Jonas Peters , Niklas Pfister

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 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

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

Although Transformer-based methods have significantly improved state-of-the-art results for long-term series forecasting, they are not only computationally expensive but more importantly, are unable to capture the global view of time series…

Machine Learning · Computer Science 2022-06-17 Tian Zhou , Ziqing Ma , Qingsong Wen , Xue Wang , Liang Sun , Rong Jin

The aim of this paper is to propose a new approach for the pattern recognition of power quality (PQ) disturbances based on Empirical mode decomposition (EMD) and $k$ Nearest Neighbor ($k$-NN) classifier. Since EMD decomposes a signal into…

Signal Processing · Electrical Eng. & Systems 2019-08-16 Faeza Hafiz , Celia Shahnaz

Adaptive time series analysis has been applied to investigate variability of CO2 concentration data, sampled weekly at Mauna Loa monitoring station. Due to its ability to mitigate mode mixing, the recent time varying filter Empirical Mode…

Atmospheric and Oceanic Physics · Physics 2020-10-19 Stefano Bianchi , Alessandro Longo , Wolfango Plastino

Forecasting complex time series is an important yet challenging problem that involves various industrial applications. Recently, masked time-series modeling has been proposed to effectively model temporal dependencies for forecasting by…

Machine Learning · Computer Science 2025-07-02 Hyunwoo Seo , Chiehyeon Lim

The topological charge of an electromagnetic vortex beam depends on its wavefront helicity. For mixed vortex beams composed of several different coaxial vortices, the topological charge spectrum can be obtained by Fourier transform.…

Data Analysis, Statistics and Probability · Physics 2016-04-20 Xiaonan Hui , Shilie Zheng , Weite Zhang , Xiaofeng Jin , Hao Chi , Xianmin Zhang

The performances of a new data processing technique, namely the Empirical Mode Decomposition, are evaluated on a fully developed turbulent velocity signal perturbed by a numerical forcing which mimics a long-period flapping. First, we…

Fluid Dynamics · Physics 2015-05-20 Nicolas Mazellier , Fabrice Foucher

Deep forecasting models often suffer from attenuated periodic perception and entangled trend-noise representations as network depth increases. Moreover, the widely adopted channel-independent paradigm, while improving training stability,…

Machine Learning · Computer Science 2026-05-19 Hua Wang , Xianhao Jiao , Fan Zhang

Modal decomposition techniques are important tools for the analysis of unsteady flows and, in order to provide meaningful insights with respect to coherent structures and their characteristic frequencies, the modes must possess a robust…

Fluid Dynamics · Physics 2023-08-24 Lucas F. de Souza , Renato F. Miotto , William R. Wolf

We present a data-driven method for separating complex, multiscale systems into their constituent time-scale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed…

Systems and Control · Computer Science 2019-06-26 Daniel Dylewsky , Molei Tao , J. Nathan Kutz

With the increasing penetration of renewable power sources such as wind and solar, accurate short-term, nowcasting renewable power prediction is becoming increasingly important. This paper investigates the multi-modal (MM) learning and…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Rushil Vohra , Ali Rajaei , Jochen L. Cremer

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

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Numerical Analysis · Mathematics 2023-07-26 Jovan Žigić

Time-Series Forecasting based on Cumulative Data (TSFCD) is a crucial problem in decision-making across various industrial scenarios. However, existing time-series forecasting methods often overlook two important characteristics of…

Machine Learning · Computer Science 2023-09-26 Zhichao Chen , Leilei Ding , Zhixuan Chu , Yucheng Qi , Jianmin Huang , Hao Wang

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

Aero-optical beam control relies on the development of low-latency forecasting techniques to quickly predict wavefronts aberrated by the Turbulent Boundary Layer (TBL) around an airborne optical system, and its study applies to a…

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu