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We present a novel extension of the SINDy framework to delay differential equations with {\it distributed delays} and {\it renewal equations}, where typically the dependence from the past manifests via integrals in which the history is…
Tensor decomposition is an important tool for multiway data analysis. In practice, the data is often sparse yet associated with rich temporal information. Existing methods, however, often under-use the time information and ignore the…
The research paper addresses linear decomposition of time series of non-additive metrics that allows for the identification and interpretation of contributing factors (input features) of variance. Non-additive metrics, such as ratios, are…
The design of methods for inference from time sequences has traditionally relied on statistical models that describe the relation between a latent desired sequence and the observed one. A broad family of model-based algorithms have been…
Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…
This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. Unlike traditional integer differencing methods, FD preserves…
We formulate a coherent approach to signals and systems theory on time scales. The two derivatives from the time-scale calculus are used, i.e., nabla (forward) and delta (backward), and the corresponding eigenfunctions, the so-called nabla…
Time delay is ubiquitous in many experimental and real-world situations. It is often unclear whether time delay plays a significant role in observed phenomena, and if it does, how long the time lag really is. This would be invaluable…
Numerous complex real-world systems, such as those in biological, ecological, and social networks, exhibit higher-order interactions that are often modeled using polynomial dynamical systems or homogeneous polynomial dynamical systems…
Learning time-dependent partial differential equations (PDEs) that govern evolutionary observations is one of the core challenges for data-driven inference in many fields. In this work, we propose to capture the essential dynamics of…
In dealing with high-dimensional data, factor models are often used for reducing dimensions and extracting relevant information. The spectrum of covariance matrices from power data exhibits two aspects: 1) bulk, which arises from random…
Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…
We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…
The expanding instrumentation of processes throughout society with sensors yields a proliferation of time series data that may in turn enable important applications, e.g., related to transportation infrastructures or power grids.…
This work focuses on developing a data-driven framework using Koopman operator theory for system identification and linearization of nonlinear systems for control. Our proposed method presents a deep learning framework with recursive…
Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number of latent variables. Hence, factor models are relevant for…
We estimate density and regression functions for weak dependant datas. Using an exponential inequality obtained by Dedecker and Prieur and in a previous article of the author, we control the deviation between the estimator and the function…
A discrete-time end-to-end fiber-optical channel model is derived based on the first-order perturbation approach. The model relates the discrete-time input symbol sequences of co-propagating wavelength channels to the received symbol…
This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…
We develop a framework to track the structure of temporal networks with a signal processing approach. The method is based on the duality between networks and signals using a multidimensional scaling technique. This enables a study of the…