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This paper introduces a data-driven time embedding method for modeling long-range seasonal dependencies in spatiotemporal forecasting tasks. The proposed approach employs Dynamic Mode Decomposition (DMD) to extract temporal modes directly…
We demonstrate the application of the Dynamic Mode Decomposition (DMD) for the diagnostic analysis of the nonlinear dynamics of a magnetized plasma in resistive magnetohydrodynamics. The DMD method is an ideal spatio-temporal matrix…
Noise fundamentally limits the performance and predictive capabilities of classical and quantum dynamical systems by degrading stability and obscuring intrinsic dynamical characteristics. Characterizing such noise accurately is essential…
Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…
Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…
In part I of the article, we demonstrated that a variant of the Dynamic Mode Decomposition (DMD) algorithm based on variable projection optimization, called Optimized DMD (OPT-DMD), enables a robust identification of the dominant…
This work continues the parametric investigation on the sampling nuances of the Dynamic Mode Decomposition (DMD) under the Koopman analysis. Through turbulent wakes, the investigation corroborated the generality of the universal convergence…
This work explores the relationship between state space methods and Koopman operator-based methods for predicting the time-evolution of nonlinear dynamical systems. We demonstrate that extended dynamic mode decomposition with dictionary…
Extended Dynamic Mode Decomposition (EDMD) is a widely used data-driven algorithm for estimating the Koopman Operator. EDMD extends Dynamic Mode Decomposition (DMD) by lifting the snapshot data using nonlinear dictionary functions before…
This work presents a novel data-driven framework for constructing eigenfunctions of the Koopman operator geared toward prediction and control. The method leverages the richness of the spectrum of the Koopman operator away from attractors to…
Dimensionality reduction methods, also known as projections, are frequently used for exploring multidimensional data in machine learning, data science, and information visualization. Among these, t-SNE and its variants have become very…
Feature extraction is a key step in image processing for pattern recognition and machine learning processes. Its purpose lies in reducing the dimensionality of the input data through the computing of features which accurately describe the…
Computing reduced-order models using non-intrusive methods is particularly attractive for systems that are simulated using black-box solvers. However, obtaining accurate data-driven models can be challenging, especially if the underlying…
Extracting coherent patterns is one of the standard approaches towards understanding spatio-temporal data. Dynamic mode decomposition (DMD) is a powerful tool for extracting coherent patterns, but the original DMD and most of its variants…
We propose Comprehensive Robust Dynamic Mode Decomposition (CR-DMD), a novel framework that robustifies the entire DMD process - from mode extraction to dimensional reduction - against mixed noise. Although standard DMD widely used for…
While the acquisition of time series has become more straightforward, developing dynamical models from time series is still a challenging and evolving problem domain. Within the last several years, to address this problem, there has been a…
The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis,…
A novel approach to reduced-order modeling of high-dimensional time varying systems is proposed. It leverages the formalism of the Dynamic Mode Decomposition technique together with the concept of balanced realization. It is assumed that…
Koopman Mode Decomposition (KMD) is a technique of nonlinear time-series analysis that originates from point spectrum of the Koopman operator defined for an underlying nonlinear dynamical system. We present a numerical algorithm of KMD…
The eigenspectrum of the Koopman operator enables the decomposition of nonlinear dynamics into a sum of nonlinear functions of the state space with purely exponential and sinusoidal time dependence. For a limited number of dynamical…