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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

Dynamic mode decomposition (DMD) provides a regression framework for adaptively learning a best-fit linear dynamics model over snapshots of temporal, or spatio-temporal, data. A diversity of regression techniques have been developed for…

Machine Learning · Computer Science 2022-10-12 Diya Sashidhar , J. Nathan Kutz

Dynamic mode decomposition (DMD) is a versatile approach that enables the construction of low-order models from data. Controller design tasks based on such models require estimates and guarantees on predictive accuracy. In this work, we…

Systems and Control · Electrical Eng. & Systems 2020-03-24 Qiugang Lu , Sungho Shin , Victor M. Zavala

Learned image compression methods have shown superior rate-distortion performance and remarkable potential compared to traditional compression methods. Most existing learned approaches use stacked convolution or window-based self-attention…

Image and Video Processing · Electrical Eng. & Systems 2024-01-03 Huairui Wang , Nianxiang Fu , Zhenzhong Chen , Shan Liu

Online anomaly detection (OAD) plays a pivotal role in real-time analytics and decision-making for evolving data streams. However, existing methods often rely on costly retraining and rigid decision boundaries, limiting their ability to…

Machine Learning · Computer Science 2026-04-22 Jiaqi Zhu , Shaofeng Cai , Jie Chen , Fang Deng , Beng Chin Ooi , Wenqiao Zhang

The proliferation of GPS-enabled devices has led to the development of numerous location-based services. These services need to process massive amounts of spatial data in real-time. The current scale of spatial data cannot be handled using…

Databases · Computer Science 2020-02-28 Anas Daghistani , Walid G. Aref , Arif Ghafoor , Ahmed R. Mahmood

This article studies the problem of online non-parametric change point detection in multivariate data streams. We approach the problem through the lens of kernel-based two-sample testing and introduce a sequential testing procedure based on…

Machine Learning · Statistics 2025-10-31 Florian Kalinke , Shakeel Gavioli-Akilagun

We develop an online learning method for prediction, which is important in problems with large and/or streaming data sets. We formulate the learning approach using a covariance-fitting methodology, and show that the resulting predictor has…

Machine Learning · Computer Science 2017-03-16 Dave Zachariah , Petre Stoica , Thomas B. Schön

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

Computational Finance · Quantitative Finance 2015-08-20 Jordan Mann , J. Nathan Kutz

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

Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal patterns crucial. Decomposition techniques make such structure…

Machine Learning · Computer Science 2026-03-03 Weibin Feng , Ran Tao , John Cartlidge , Jin Zheng

Accurate spatiotemporal forecasting is critical for numerous complex systems but remains challenging due to complex volatility patterns and spectral entanglement in conventional graph neural networks (GNNs). While decomposition-integrated…

Machine Learning · Computer Science 2025-09-03 Osama Ahmad , Lukas Wesemann , Fabian Waschkowski , Zubair Khalid

Streaming process mining deals with the real-time analysis of event streams. A common approach for it is to adopt windowing mechanisms that select event data from a stream for subsequent analysis. However, the size of these windows denotes…

In scenarios where obtaining real-time labels proves challenging, conventional approaches may result in sub-optimal performance. This paper presents an optimal strategy for streaming contexts with limited labeled data, introducing an…

Machine Learning · Computer Science 2024-04-25 Rene Richard , Nabil Belacel

PM2.5 forecasting is crucial for public health, air quality management, and policy development. Traditional physics-based models are computationally demanding and slow to adapt to real-time conditions. Deep learning models show potential in…

Machine Learning · Computer Science 2024-06-28 Shengjuan Cai , Fangxin Fang , Vincent-Henri Peuch , Mihai Alexe , Ionel Michael Navon , Yanghua Wang

Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…

Fluid Dynamics · Physics 2020-12-18 Tim Krake , Stefan Reinhardt , Marcel Hlawatsch , Bernhard Eberhardt , Daniel Weiskopf

Research in modern data-driven dynamical systems is typically focused on the three key challenges of high dimensionality, unknown dynamics, and nonlinearity. The dynamic mode decomposition (DMD) has emerged as a cornerstone for modeling…

Fluid Dynamics · Physics 2022-04-27 Peter J. Baddoo , Benjamin Herrmann , Beverley J. McKeon , Steven L. Brunton

Irrespective of the fact that Machine learning has produced groundbreaking results, it demands an enormous amount of data in order to perform so. Even though data production has been in its all-time high, almost all the data is unlabelled,…

Computer Vision and Pattern Recognition · Computer Science 2019-10-09 Rahul-Vigneswaran K , Sachin-Kumar S , Neethu Mohan , Soman KP

Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…

Methodology · Statistics 2023-06-30 Brian King , Daniel R. Kowal

Models based on neural networks and machine learning are seeing a rise in popularity in space physics. In particular, the forecasting of geomagnetic indices with neural network models is becoming a popular field of study. These models are…

Machine Learning · Computer Science 2022-03-15 Brecht Laperre , Jorge Amaya , Giovanni Lapenta