Related papers: KODA: A Data-Driven Recursive Model for Time Serie…
Koopman analysis provides a general framework from which to analyze a nonlinear dynamical system in terms of a linear operator acting on an infinite-dimensional observable space. This theoretical framework provides a rigorous underpinning…
Data-driven approximations of the Koopman operator are promising for predicting the time evolution of systems characterized by complex dynamics. Among these methods, the approach known as extended dynamic mode decomposition with dictionary…
Real-world time series are characterized by intrinsic non-stationarity that poses a principal challenge for deep forecasting models. While previous models suffer from complicated series variations induced by changing temporal distribution,…
With the increasing availability of large scale datasets, computational power and tools like automatic differentiation and expressive neural network architectures, sequential data are now often treated in a data-driven way, with a dynamical…
Time-dependent structural reliability analysis of nonlinear dynamical systems is non-trivial; subsequently, scope of most of the structural reliability analysis methods is limited to time-independent reliability analysis only. In this work,…
Koopman operator theory has emerged as a leading data-driven approach that relies on a judicious choice of observable functions to realize global linear representations of nonlinear systems in the lifted observable space. However,…
The Koopman operator framework can be used to identify a data-driven model of a nonlinear system. Unfortunately, when the data is corrupted by noise, the identified model can be biased. Additionally, depending on the choice of lifting…
Koopman operator theory is a key tool in data assimilation of complex dynamical systems, with the potential to be applied to multimodal data. We formulate the problem of learning Koopman eigenfunctions from observations at arbitrary,…
Fitting nonlinear dynamical models to sparse and noisy observations is fundamentally challenging. Identifying dynamics requires data assimilation (DA) to estimate system states, but DA requires an accurate dynamical model. To break this…
This paper presents a generalizable methodology for data-driven identification of nonlinear dynamics that bounds the model error in terms of the prediction horizon and the magnitude of the derivatives of the system states. Using…
This work presents a data-driven Koopman operator-based modeling method using a model averaging technique. While the Koopman operator has been used for data-driven modeling and control of nonlinear dynamics, it is challenging to accurately…
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…
Prediction of the state evolution of complex high-dimensional nonlinear systems is challenging due to the nonlinear sensitivity of the evolution to small inaccuracies in the model. Data Assimilation (DA) techniques improve state estimates…
Koopman operator theory provides a framework for nonlinear dynamical system analysis and time-series forecasting by mapping dynamics to a space of real-valued measurement functions, enabling a linear operator representation. Despite the…
We develop a new generalization of Koopman operator theory that incorporates the effects of inputs and control. Koopman spectral analysis is a theoretical tool for the analysis of nonlinear dynamical systems. Moreover, Koopman is intimately…
With the advancement of sensing and communication in power networks, high-frequency real-time data from a power network can be used as a resource to develop better monitoring capabilities. In this work, a systematic approach based on…
Imitation learning (IL) enables efficient skill acquisition from demonstrations but often struggles with long-horizon tasks and high-precision control due to compounding errors. Residual policy learning offers a promising, model-agnostic…
Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…
Recurrent neural networks are widely used on time series data, yet such models often ignore the underlying physical structures in such sequences. A new class of physics-based methods related to Koopman theory has been introduced, offering…
We present KoopCast, a lightweight yet efficient model for trajectory forecasting in general dynamic environments. Our approach leverages Koopman operator theory, which enables a linear representation of nonlinear dynamics by lifting…