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We propose a new solution to the blind source separation problem that factors mixed time-series signals into a sum of spatiotemporal modes, with the constraint that the temporal components are intrinsic mode functions (IMF's). The key…

Numerical Analysis · Mathematics 2018-06-25 Seth M. Hirsh , Bingni W. Brunton , J. Nathan Kutz

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…

Machine Learning · Computer Science 2021-02-22 Naoya Takeishi , Keisuke Fujii , Koh Takeuchi , Yoshinobu Kawahara

Dynamic Mode Decomposition (DMD) is a data-driven modal decomposition technique that extracts coherent spatio-temporal structures from high-dimensional time-series data. By decomposing the dynamics into a set of modes, each associated with…

Fluid Dynamics · Physics 2026-05-05 Yutaro Tanaka , Hiroya Nakao

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

Modern computational science and engineering applications are being improved by the advances in scientific machine learning. Data-driven methods such as Dynamic Mode Decomposition (DMD) can extract coherent structures from spatio-temporal…

Graphics · Computer Science 2022-08-17 Gabriel F. Barros , Malú Grave , José J. Camata , Alvaro L. G. A. Coutinho

Dynamic Mode Decomposition (DMD) is a data based modeling tool that identifies a matrix to map a quantity at some time instant to the same quantity in future. We design a new version which we call Adaptive Dynamic Mode Decomposition (ADMD)…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Mohammad N. Murshed , M. Monir Uddin

Seasonal time series exhibit intricate long-term dependencies, posing a significant challenge for accurate future prediction. This paper introduces the Multi-scale Seasonal Decomposition Model (MSSD) for seasonal time-series forecasting.…

Machine Learning · Computer Science 2024-12-18 Yining Pang , Chenghan Li

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

There is a broad need in the neuroscience community to understand and visualize large-scale recordings of neural activity, big data acquired by tens or hundreds of electrodes simultaneously recording dynamic brain activity over minutes to…

Neurons and Cognition · Quantitative Biology 2015-11-24 Bingni W. Brunton , Lise A. Johnson , Jeffrey G. Ojemann , J. Nathan Kutz

Operational forecasting centers are investing in decadal (1-10 year) forecast systems to support long-term decision making for a more climate-resilient society. One method that has previously been employed is the Dynamic Mode Decomposition…

Machine Learning · Computer Science 2021-06-22 Eduardo Rodrigues , Bianca Zadrozny , Campbell Watson , David Gold

Dynamic mode decomposition (DMD) is a popular technique for modal decomposition, flow analysis, and reduced-order modeling. In situations where a system is time varying, one would like to update the system's description online as time…

Optimization and Control · Mathematics 2017-07-11 Hao Zhang , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

This paper concerns the data-driven sensor deployment problem in large spatiotemporal fields. Traditionally, sensor deployment strategies have been heavily dependent on model-based planning approaches. However, model-based approaches do not…

Signal Processing · Electrical Eng. & Systems 2022-01-04 Jiahong Chen

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability…

Machine Learning · Computer Science 2025-04-02 Reza Nematirad , Anil Pahwa , Balasubramaniam Natarajan

Dynamic mode decomposition (DMD) is a data-driven method that models high-dimensional time series as a sum of spatiotemporal modes, where the temporal modes are constrained by linear dynamics. For nonlinear dynamical systems exhibiting…

Dynamical Systems · Mathematics 2019-06-17 Seth M. Hirsh , Kameron Decker Harris , J. Nathan Kutz , Bingni W. Brunton

Dynamic Mode Decomposition (DMD) is a data-driven modeling tool that generates a model from spatio-temporal data. The data needs to be as clean as possible for DMD to come up with a faithful model. We review a few data-filtering methods to…

Optimization and Control · Mathematics 2021-03-04 Moajjem H. Chowdhury , Nazmul Islam Shuzan , Mohammad N. Murshed , Sanwar Alam , M. Monir Uddin , Zarin Subah

We develop a new method which extends Dynamic Mode Decomposition (DMD) to incorporate the effect of control to extract low-order models from high-dimensional, complex systems. DMD finds spatial-temporal coherent modes, connects local-linear…

Optimization and Control · Mathematics 2014-09-24 Joshua L. Proctor , Steven L. Brunton , J. Nathan Kutz

Streaming Dynamic Mode Decomposition (sDMD) (Hemati et al., Phys. Fluids 26(2014)) is a low-storage version of Dynamic Mode Decomposition (DMD) (Schmid, J. Fluid Mech. 656 (2010)), a data-driven method to extract spatio-temporal flow…

Fluid Dynamics · Physics 2022-06-16 Rui Yang , Xuan Zhang , Philipp Reiter , Moritz Linkmann , Detlef Lohse , Olga Shishkina

The characterization of intermittent, multiscale and transient dynamics using data-driven analysis remains an open challenge. We demonstrate an application of the Dynamic Mode Decomposition (DMD) with sparse sampling for the diagnostic…

Dynamical Systems · Mathematics 2020-05-18 Krithika Manohar , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

There exists a correlation between geospatial activity temporal patterns and type of land use. A novel self-supervised approach is proposed to stratify landscape based on mobility activity time series. First, the time series signal is…

Computer Vision and Pattern Recognition · Computer Science 2024-01-18 Yi Cao , Swetava Ganguli , Vipul Pandey

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