Related papers: Learning to Forecast Dynamical Systems from Stream…

High fidelity behavior prediction of human drivers is crucial for efficient and safe deployment of autonomous vehicles, which is challenging due to the stochasticity, heterogeneity, and time-varying nature of human behaviors. On one hand,…

Predicting the behavior of a dynamical system from noisy observations of its past outputs is a classical problem encountered across engineering and science. For linear systems with Gaussian inputs, the Kalman filter -- the best linear…

Real-world time-series datasets often violate the assumptions of standard supervised learning for forecasting -- their distributions evolve over time, rendering the conventional training and model selection procedures suboptimal. In this…

The theory of Koopman operators allows to deploy non-parametric machine learning algorithms to predict and analyze complex dynamical systems. Estimators such as principal component regression (PCR) or reduced rank regression (RRR) in kernel…

Data streaming, in which a large dataset is received as a "stream" of updates, is an important model in the study of space-bounded computation. Starting with the work of Le Gall [SPAA `06], it has been known that quantum streaming…

In this paper, we propose a novel algorithm for learning the Koopman operator of a dynamical system from a \textit{small} amount of training data. In many applications of data-driven modeling, e.g. biological network modeling,…

Forecasting physical systems over long horizons from irregularly sampled observations demands models that are stable, computationally efficient, and free of fixed-timestep assumptions. We address this with a continuous-time Koopman…

The Kalman filter (KF) is a widely-used algorithm for tracking dynamic systems that are captured by state space (SS) models. The need to fully describe a SS model limits its applicability under complex settings, e.g., when tracking based on…

We propose a time series forecasting method named Quantum Gramian Angular Field (QGAF). This approach merges the advantages of quantum computing technology with deep learning, aiming to enhance the precision of time series classification…

This paper proposes a unified family of learnable Koopman operator parameterizations that integrate linear dynamical systems theory with modern deep learning forecasting architectures. We introduce four learnable Koopman…

In this paper, a distributed Kalman filtering (DKF) algorithm is proposed based on a diffusion strategy, which is used to track an unknown signal process in sensor networks cooperatively. Unlike the centralized algorithms, no fusion center…

Supervising internet traffic is essential for any Internet Service Provider (ISP) to dynamically allocate bandwidth in an optimized manner. BitTorrent is a well-known peer-to-peer file-sharing protocol for bulky file transfer. Its extensive…

In this work, we propose a simple kernel ridge regression (KRR) framework with a dynamic-aware validation strategy for long-term prediction of complex dynamical systems. By employing a data-driven kernel derived from diffusion maps, the…

Learning from data streams is among the most vital fields of contemporary data mining. The online analysis of information coming from those potentially unbounded data sources allows for designing reactive up-to-date models capable of…

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Long-range time series forecasting is usually based on one of two existing forecasting strategies: Direct Forecasting and Iterative Forecasting, where the former provides low bias, high variance forecasts and the later leads to low…

We forecast a single time series using a high-dimensional set of predictors. When these predictors share common underlying dynamics, an approximate latent factor model provides a powerful characterization of their co-movements Bai(2003).…

Data-driven models of dynamical systems require extensive amounts of training data. For many practical applications, gathering sufficient data is not feasible due to cost or safety concerns. This work uses the Subset Extended Kalman Filter…

Path delays in IP networks are important metrics, required by network operators for assessment, planning, and fault diagnosis. Monitoring delays of all source-destination pairs in a large network is however challenging and wasteful of…

Kalman filter is a key tool for time-series forecasting and analysis. We show that the dependence of a prediction of Kalman filter on the past is decaying exponentially, whenever the process noise is non-degenerate. Therefore, Kalman filter…