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We propose a novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into…

Applications · Statistics 2025-09-03 Ziyue Wang , Yuko Araki

Machine learning algorithms designed to learn dynamical systems from data can be used to forecast, control and interpret the observed dynamics. In this work we exemplify the use of one of such algorithms, namely Koopman operator learning,…

Quantum Physics · Physics 2023-03-31 Pietro Novelli

We study the metastability properties of a simple prototypical bistable system using the formalism of the Koopman operator. Instead of studying noise-induced transitions by following the trajectories of the system, we track them by studying…

Statistical Mechanics · Physics 2026-05-19 Ankan Banerjee , Manuel Santos Gutierrez , John Moroney , Valerio Lucarini

Spatial heteroskedasticity refers to stochastically changing variances and covariances in space. Such features have been observed in, for example, air pollution and vegetation data. We study how volatility modulated moving averages can…

Methodology · Statistics 2019-05-20 Michele Nguyen , Almut E. D. Veraart

The North Pacific exhibits patterns of low-frequency variability on the intra-annual to decadal time scales, which manifest themselves in both model data and the observational record, and prediction of such low-frequency modes of…

Numerical Analysis · Mathematics 2016-06-22 Darin Comeau , Zhizhen Zhao , Dimitrios Giannakis , Andrew J. Majda

A broad range of applications involve signals with irregular structures that can be represented as a graph. As the underlying structures can change over time, the tracking dynamic graph topologies from observed signals is a fundamental…

Signal Processing · Electrical Eng. & Systems 2025-07-15 Lital Dabush , Nir Shlezinger , Tirza Routtenberg

Understanding subsurface ocean dynamics is essential for quantifying oceanic heat and mass transport, but direct observations at depth remain sparse due to logistical and technological constraints. In contrast, satellite missions provide…

The Koopman operator and its data-driven approximations, such as extended dynamic mode decomposition (EDMD), are widely used for analysing, modelling, and controlling nonlinear dynamical systems. However, when the true Koopman…

Dynamical Systems · Mathematics 2026-02-05 Roland Schurig , Pieter van Goor , Karl Worthmann , Rolf Findeisen

Extended dynamic mode decomposition (EDMD) is a powerful tool to construct linear predictors of nonlinear dynamical systems by approximating the action of the Koopman operator on a subspace spanned by finitely many observable functions.…

Dynamical Systems · Mathematics 2025-11-11 Roland Schurig , Pieter van Goor , Karl Worthmann , Rolf Findeisen

We propose a Koopman operator-based surrogate model for propagating parameter uncertainties in power system nonlinear dynamic simulations. First, we augment the a priori known state-space model by reformulating parameters deemed uncertain…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Yijun Xu , Marcos Netto , Lamine Mili

A new approach to data-driven discovery of Koopman eigenfunctions without a pre-defined set of basis functions is proposed. The approach is based on a reference trajectory, for which the Koopman mode amplitudes are first identified, and the…

Machine Learning · Computer Science 2025-12-01 David Grasev

Dynamic state estimation (DSE) is vital in modern power systems with numerous inverter-based distributed energy resources including solar and wind, ensuring real-time accuracy for tracking system variables and optimizing grid stability.…

Systems and Control · Electrical Eng. & Systems 2024-06-17 Elham Jamalinia , Zhongtian Zhang , Javad Khazaei , Rick S. Blum

This paper addresses a control problem on air-conditioning systems in buildings that is regarded as a control practice of nonlinear distributed-parameter systems. Specifically, we consider the design of a controller for suppressing an…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Yoshihiko Susuki , Kohei Eto , Naoto Hiramatsu , Atsushi Ishigame

We introduce a method for decomposition of trend, cycle and seasonal components in spatio-temporal models and apply it to investigate the existence of climate changes in temperature and rainfall series. The method incorporates critical…

Applications · Statistics 2017-03-21 Marcio Poletti Laurini

The Koopman and Perron Frobenius transport operators are fundamentally changing how we approach dynamical systems, providing linear representations for even strongly nonlinear dynamics. Although there is tremendous potential benefit of such…

Dynamical Systems · Mathematics 2019-02-28 Eurika Kaiser , J. Nathan Kutz , Steven L. Brunton

The Dynamic Mode Decomposition (DMD) is a Koopman-based algorithm that straightforwardly isolates individual mechanisms from the compound morphology of direct measurement. However, many may be perplexed by the messages the DMD structures…

Fluid Dynamics · Physics 2021-12-03 Cruz Y. Li , Tim K. T. Tse , Gang Hu , Lei Zhou

Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…

Machine Learning · Computer Science 2023-03-09 MoonJeong Park , Youngbin Choi , Namhoon Lee , Dongwoo Kim

We show the skills of a data-driven low-dimensional linear model in predicting the spatio-temporal evolution of turbulent Rayleigh-B\'enard convection. The model is based on dynamic mode decomposition with delay-embedding, which provides a…

Fluid Dynamics · Physics 2019-03-05 M. A. Khodkar , Athanasios C. Antoulas , Pedram Hassanzadeh

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…

We have deluge of data in time series format for numerous phenomena. The number of snapshots, resolution and many other factors come into play as we look to identify the dynamics in a given problem. The pre-processing and post-processing…

Signal Processing · Electrical Eng. & Systems 2020-01-13 Mohammad N. Murshed , M. Monir Uddin