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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

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

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

Numerical Analysis · Mathematics 2021-07-28 Hannah Lu , Daniel M. Tartakovsky

We develop a data-driven approach for signal denoising that utilizes variational mode decomposition (VMD) algorithm and Cramer Von Misses (CVM) statistic. In comparison with the classical empirical mode decomposition (EMD), VMD enjoys…

Signal Processing · Electrical Eng. & Systems 2020-06-02 Khuram Naveed , Muhammad Tahir Akhtar , Muhammad Faisal Siddiqui , Naveed ur Rehman

Dynamic Mode Decomposition (DMD) is an unsupervised machine learning method that has attracted considerable attention in recent years owing to its equation-free structure, ability to easily identify coherent spatio-temporal structures in…

Machine Learning · Computer Science 2022-02-16 Alex Viguerie , Gabriel F. Barros , Malú Grave , Alessandro Reali , Alvaro L. G. A. Coutinho

The significant fluctuations in stock index prices in recent years highlight the critical need for accurate forecasting to guide investment and financial strategies. This study introduces a novel composite forecasting framework that…

Machine Learning · Computer Science 2024-08-30 Xiaorui Xue , Shaofang Li , Xiaonan Wang

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…

Machine Learning · Statistics 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

The empirical mode decomposition (EMD) has achieved its reputation by providing a multi-scale time-frequency representation of nonlinear and/or nonstationary signals. To extend this method to vector-valued signals (VvS) in multidimensional…

Numerical Analysis · Mathematics 2015-02-25 Boqiang Huang , Angela Kunoth

Dynamic mode decomposition (DMD), which the family of singular-value decompositions (SVD), is a popular tool of data-driven regression. While multiple numerical tests demonstrated the power and efficiency of DMD in representing data (i.e.,…

Numerical Analysis · Mathematics 2019-05-07 Hannah Lu , Daniel M. Tartakovsky

Discrete diffusion models have recently shown great promise for modeling complex discrete data, with masked diffusion models (MDMs) offering a compelling trade-off between quality and generation speed. MDMs denoise by progressively…

Machine Learning · Computer Science 2026-04-15 Tianyu Xie , Shuchen Xue , Zijin Feng , Tianyang Hu , Jiacheng Sun , Zhenguo Li , Cheng Zhang

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

Accurate rainfall forecasting is crucial for effective disaster preparedness and mitigation in the North-East region of India, which is prone to extreme weather events such as floods and landslides. In this study, we investigated the use of…

Machine Learning · Computer Science 2023-09-19 Paleti Nikhil Chowdary , Sathvika P , Pranav U , Rohan S , Sowmya V , Gopalakrishnan E A , Dhanya M

Rapid progress in machine learning and deep learning has enabled a wide range of applications in the electricity load forecasting of power systems, for instance, univariate and multivariate short-term load forecasting. Though the strong…

Machine Learning · Computer Science 2024-02-20 Yuqi Jiang , Yan Li , Yize Chen

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,…

Statistics Theory · Mathematics 2020-03-09 Arvind Prasadan , Raj Rao Nadakuditi

Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…

Machine Learning · Computer Science 2025-04-16 Yifan Hu , Peiyuan Liu , Peng Zhu , Dawei Cheng , Tao Dai

Owing to its minimal pollution and efficient energy use, wind energy has become one of the most widely exploited renewable energy resources. The successful integration of wind power into the grid system is contingent upon accurate wind…

Machine Learning · Computer Science 2024-09-02 Ephrem Admasu Yekun , Alem H. Fitwib , Selvi Karpaga Subramaniand , Anubhav Kumard , Teshome Goa Tella

This paper discusses the predictive capability of Dynamic Mode Decomposition (DMD) in the context of orbital mechanics. The focus is specifically on the Hankel variant of DMD which uses a stacked set of time-delayed observations for system…

Systems and Control · Electrical Eng. & Systems 2026-02-26 Sriram Narayanan , Mohamed Naveed Gul Mohamed , Indranil Nayak , Suman Chakravorty , Mrinal Kumar

Forecasting the short-term ridership among origin-destination pairs (OD matrix) of a metro system is crucial in real-time metro operation. However, this problem is notoriously difficult due to the high-dimensional, sparse, noisy, and skewed…

Applications · Statistics 2022-06-15 Zhanhong Cheng , Martin Trepanier , Lijun Sun

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…

Optimization and Control · Mathematics 2017-12-07 Travis Askham , Peng Zheng , Aleksandr Aravkin , J. Nathan Kutz

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