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When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…

Chaotic Dynamics · Physics 2007-05-23 Michael Small

Identifying a linear system model from data has wide applications in control theory. The existing work on finite sample analysis for linear system identification typically uses data from a single system trajectory under i.i.d random inputs,…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Lei Xin , George Chiu , Shreyas Sundaram

Longitudinal binary relational data can be better understood by implementing a latent space model for dynamic networks. This approach can be broadly extended to many types of weighted edges by using a link function to model the mean of the…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen

Dynamical systems are used to model a variety of phenomena in which the bifurcation structure is a fundamental characteristic. Here we propose a statistical machine-learning approach to derive lowdimensional models that automatically…

Quantitative Methods · Quantitative Biology 2015-06-11 Yohei Kondo , Kunihiko Kaneko , Shuji Ishihara

Studying structural properties of linear dynamical systems through invariant subspaces is one of the key contributions of the geometric approach to system theory. In general, a model of the dynamics is required in order to compute the…

Systems and Control · Electrical Eng. & Systems 2022-01-12 Federico Celi , Fabio Pasqualetti

Conservation laws are an inherent feature in many systems modeling real world phenomena, in particular, those modeling biological and chemical systems. If the form of the underlying dynamical system is known, linear algebra and algebraic…

Numerical Analysis · Mathematics 2024-03-11 Tracey Oellerich , Maria Emelianenko

Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…

Neural and Evolutionary Computing · Computer Science 2020-12-29 Cuie Yang , Jinliang Ding , Yaochu Jin , Tianyou Chai

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…

Machine Learning · Computer Science 2022-01-14 Joseph Bakarji , Kathleen Champion , J. Nathan Kutz , Steven L. Brunton

Discovering governing equations from data is crucial for understanding complex systems in many diverse fields from science to engineering. Yet, there still is a lack of versatile computational toolbox to deal with this long standing…

Chaotic Dynamics · Physics 2026-05-15 Chengzuo Zhuge , Zheng Jiang , Zhefan Xu , Wei Chen

Low-dimensional vector representations of network nodes have proven successful to feed graph data to machine learning algorithms and to improve performance across diverse tasks. Most of the embedding techniques, however, have been developed…

Physics and Society · Physics 2021-05-04 Koya Sato , Mizuki Oka , Alain Barrat , Ciro Cattuto

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

Machine Learning · Computer Science 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

System identification is a common tool for estimating (linear) plant models as a basis for model-based predictive control and optimization. The current challenges in process industry, however, ask for data-driven modelling techniques that…

Systems and Control · Computer Science 2018-02-06 Paul M. J. Van den Hof , Arne G. Dankers , Harm H. M. Weerts

Accurate models are essential for design, performance prediction, control, and diagnostics in complex engineering systems. Physics-based models excel during the design phase but often become outdated during system deployment due to changing…

Machine Learning · Computer Science 2025-01-22 Zihan Liu , Prashant N. Kambali , C. Nataraj

We present that, instead of establishing the equations of motion, one can model-freely reveal the dynamical properties of a black-box system using a learning machine. Trained only by a segment of time series of a state variable recorded at…

Machine Learning · Computer Science 2022-04-15 Hong Zhao

Almost all real-world networks are subject to constant evolution, and plenty of evolving networks have been investigated to uncover the underlying mechanisms for a deeper understanding of the organization and development of them. Compared…

Social and Information Networks · Computer Science 2016-10-12 Tao Wu , Leiting Chen

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…

Numerical Analysis · Mathematics 2019-09-04 Samuel H. Rudy , J. Nathan Kutz , Steven L. Brunton

Many different classification tasks need to manage structured data, which are usually modeled as graphs. Moreover, these graphs can be dynamic, meaning that the vertices/edges of each graph may change during time. Our goal is to jointly…

Machine Learning · Computer Science 2019-08-20 Franco Manessi , Alessandro Rozza , Mario Manzo

Bayesian networks are a versatile and powerful tool to model complex phenomena and the interplay of their components in a probabilistically principled way. Moving beyond the comparatively simple case of completely observed, static data,…

Methodology · Statistics 2020-11-04 Marco Scutari

This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structure is influenced by the underlying network. They are modeled…

Methodology · Statistics 2019-11-11 Jonas Krampe