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There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the ubiquitous Hidden Markov Model for learning from sequential and time-series data. However, in…
Many problems in science and engineering involve time-dependent, high dimensional datasets arising from complex physical processes, which are costly to simulate. In this work, we propose WeldNet: Windowed Encoders for Learning Dynamics, a…
The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…
The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…
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…
Deep learning (DL) approaches are being increasingly used for time-series forecasting, with many efforts devoted to designing complex DL models. Recent studies have shown that the DL success is often attributed to effective data…
A central challenge in data-driven model discovery is the presence of hidden, or latent, variables that are not directly measured but are dynamically important. Takens' theorem provides conditions for when it is possible to augment these…
We apply a recently proposed method for the analysis of time series from systems with delayed feedback to experimental data generated by a CO_2 laser. The method is able to estimate the delay time with an error of the order of the sampling…
We provide an overview of high dimensional dynamical systems driven by random matrices, focusing on applications to simple models of learning and generalization in machine learning theory. Using both cavity method arguments and path…
Stabilizing autonomous linear time delay systems, particularly when addressing an unlimited number of pointwise and distributed delays (DDs) under dissipative constraints, poses a significant challenge. Existing solutions are often hindered…
We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…
Delay-coordinate mapping is an effective and widely used technique for reconstructing and analyzing the dynamics of a nonlinear system based on time-series outputs. The efficacy of delay-coordinate mapping has long been supported by Takens'…
The robustness of dynamical systems against external perturbations is crucial in engineering; however, it is often overlooked for the lack of methods for rapidly computing it. This paper proposes a novel algorithm for estimating the…
This paper presents a sequence of two approaches for the data-driven control-oriented modeling of networked systems, i.e., the systems that involve many interacting dynamical components. First, a novel deep learning approach named the weak…
We establish the convergence of a class of numerical algorithms, known as Dynamic Mode Decomposition (DMD), for computation of the eigenvalues and eigenfunctions of the infinite-dimensional Koopman operator. The algorithms act on data…
The dynamic mode decomposition (DMD) is a broadly applicable dimensionality reduction algorithm that approximates a matrix containing time-series data by the outer product of a matrix of exponentials, representing Fourier-like time…
The task of modelling and forecasting a dynamical system is one of the oldest problems, and it remains challenging. Broadly, this task has two subtasks - extracting the full dynamical information from a partial observation; and then…
Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…
Recent advances in learning dynamical systems from data have shown significant promise. However, many existing methods assume access to the full state of the system -- an assumption that is rarely satisfied in practice, where systems are…
Model order reduction (MOR) has long been a mainstream strategy to accelerate large-scale transient circuit simulation. Dynamic Mode Decomposition (DMD) represents a novel data-driven characterization method, extracting dominant dynamical…