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Realtime model learning proves challenging for complex dynamical systems, such as drones flying in variable wind conditions. Machine learning technique such as deep neural networks have high representation power but is often too slow to…

Robotics · Computer Science 2022-05-26 Michael O'Connell , Guanya Shi , Xichen Shi , Soon-Jo Chung

Extended Dynamic Mode Decomposition (EDMD) is a popular data-driven method to approximate the Koopman operator for deterministic and stochastic (control) systems. This operator is linear and encompasses full information on the (expected…

Dynamical Systems · Mathematics 2023-12-19 Friedrich Philipp , Manuel Schaller , Karl Worthmann , Sebastian Peitz , Feliks Nüske

A novel technique based on the Full Orthogonalization Arnoldi (FOA) is proposed to perform Dynamic Mode Decomposition (DMD) for a sequence of snapshots. A modification to FOA is presented for situations where the matrix $A$ is unknown, but…

Computational Physics · Physics 2019-02-20 Sreevatsa Anantharamu , Krishnan Mahesh

Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…

Machine Learning · Computer Science 2025-09-25 Abhishek Sharma , Anat Parush , Sumit Wadhwa , Amihai Savir , Anne Guinard , Prateek Srivastava

3D dynamic point cloud (DPC) compression relies on mining its temporal context, which faces significant challenges due to DPC's sparsity and non-uniform structure. Existing methods are limited in capturing sufficient temporal dependencies.…

Computer Vision and Pattern Recognition · Computer Science 2023-05-17 Shuting Xia , Tingyu Fan , Yiling Xu , Jenq-Neng Hwang , Zhu Li

Streaming data often exhibit heterogeneity due to heteroscedastic variances or inhomogeneous covariate effects. Online renewable quantile and expectile regression methods provide valuable tools for detecting such heteroscedasticity by…

Methodology · Statistics 2026-02-27 Wei Cao , Shanshan Wanga , Xiaoxue Hua

We propose two novel data-driven dynamic mode decomposition (DMD)-type methods, the Crank--Nicolson DMD and the semi-implicit DMD, to predict the highly oscillatory dynamics of the semiclassical Schr\"odinger equations efficiently and…

Numerical Analysis · Mathematics 2026-03-31 Yizhe Feng , Weiguo Gao , Jia Yin

Screening feature selection methods are often used as a preprocessing step for reducing the number of variables before training step. Traditional screening methods only focus on dealing with complete high dimensional datasets. Modern…

Machine Learning · Statistics 2021-04-08 Mingyuan Wang , Adrian Barbu

We study online conformal prediction for non-stationary data streams subject to unknown distribution drift. While most prior work studied this problem under adversarial settings and/or assessed performance in terms of gaps of time-averaged…

Statistics Theory · Mathematics 2026-03-06 Jiadong Liang , Zhimei Ren , Yuxin Chen

Koopman spectral analysis has attracted attention for understanding nonlinear dynamical systems by which we can analyze nonlinear dynamics with a linear regime by lifting observations using a nonlinear function. For analysis, we need to…

Machine Learning · Statistics 2020-12-14 Tomoharu Iwata , Yoshinobu Kawahara

As wind power penetration increases, the wind farms are required by newly released grid codes to provide frequency regulation service. The most critical challenge is how to formulate the dynamic model of wind farm for dynamic control, since…

Systems and Control · Electrical Eng. & Systems 2020-12-08 Zizhen Guo , Wenchuan Wu

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

Accurate models are essential for design, performance prediction, control, and diagnostics in complex engineering systems. Physics-based models excel during the design phase but often become outdated during system deployment due to changing…

Machine Learning · Computer Science 2025-01-22 Zihan Liu , Prashant N. Kambali , C. Nataraj

Given a sequence of random (directed and weighted) graphs, we address the problem of online monitoring and detection of changes in the underlying data distribution. Our idea is to endow sequential change-point detection (CPD) techniques…

Machine Learning · Computer Science 2022-02-03 Bernardo Marenco , Paola Bermolen , Marcelo Fiori , Federico Larroca , Gonzalo Mateos

Recent studies have demonstrated that it is possible to combine machine learning with data assimilation to reconstruct the dynamics of a physical model partially and imperfectly observed. Data assimilation is used to estimate the system…

Machine Learning · Statistics 2022-10-26 Alban Farchi , Marcin Chrust , Marc Bocquet , Patrick Laloyaux , Massimo Bonavita

Kernel analog forecasting (KAF) is a powerful methodology for data-driven, non-parametric forecasting of dynamically generated time series data. This approach has a rigorous foundation in Koopman operator theory and it produces good…

Dynamical Systems · Mathematics 2021-09-22 Dimitris Giannakis , Amelia Henriksen , Joel A. Tropp , Rachel Ward

The Dynamic Mode Decomposition (DMD)---a popular method for performing data-driven Koopman spectral analysis---has gained increased adoption as a technique for extracting dynamically meaningful spatio-temporal descriptions of fluid flows…

Fluid Dynamics · Physics 2017-07-13 Maziar S. Hemati , Clarence W. Rowley , Eric A. Deem , Louis N. Cattafesta

A data-driven and equation-free approach is proposed and discussed to model ships maneuvers in waves, based on the dynamic mode decomposition (DMD). DMD is a dimensionality-reduction/reduced-order modeling method, which provides a linear…

Dynamical Systems · Mathematics 2021-05-28 Matteo Diez , Andea Serani , Emilio F. Campana , Frederick Stern

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

Autonomous driving systems require real-time environmental perception to ensure user safety and experience. Streaming perception is a task of reporting the current state of the world, which is used to evaluate the delay and accuracy of…

Computer Vision and Pattern Recognition · Computer Science 2023-09-14 Yihui Huang , Ningjiang Chen