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Continuous time (CT) and discrete time (DT) linear time invariant (LTI) systems are commonly introduced through distinct mathematical formalisms, which can obscure their underlying dynamical equivalence. This tutorial presents a unified…
There is a recent growing interest in applying Deep Learning techniques to tabular data, in order to replicate the success of other Artificial Intelligence areas in this structured domain. Specifically interesting is the case in which…
In this two-part article, we evaluate the utility and the generalizability of the Dynamic Mode Decomposition (DMD) algorithm for data-driven analysis and reduced-order modelling of plasma dynamics in cross-field ExB configurations. The DMD…
Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or…
We propose a novel approach to data-driven modeling of a transient production of oil wells. We apply the transformer-based neural networks trained on the multivariate time series composed of various parameters of oil wells measured during…
The rapid advancement of Intelligent Transportation Systems (ITS) presents challenges, particularly with missing data in multi-modal transportation and the complexity of handling diverse sequential tasks within a centralized framework. To…
Closed-loop control of nonlinear dynamical systems with partial-state observability demands expert knowledge of a diverse, less standardized set of theoretical tools. Moreover, it requires a delicate integration of controller and estimator…
Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and…
Dynamic graph modeling is crucial for understanding complex structures in web graphs, spanning applications in social networks, recommender systems, and more. Most existing methods primarily emphasize structural dependencies and their…
The short-time Fourier transform (STFT) is widely used for analyzing non-stationary signals. However, its performance is highly sensitive to its parameters, and manual or heuristic tuning often yields suboptimal results. To overcome this…
In this work, we propose a deep learning (DL)-based approach that integrates a state-of-the-art algorithm with a time-frequency (TF) learning framework to minimize overall latency. Meeting the stringent latency requirements of 6G orthogonal…
Accurate forecasting of passenger flows is critical for maintaining the efficiency and resilience of airport operations. Recent advances in patch-based Transformer models have shown strong potential in various time series forecasting tasks.…
Long-term time series forecasting (LTSF) is a crucial aspect of modern society, playing a pivotal role in facilitating long-term planning and developing early warning systems. While many Transformer-based models have recently been…
We consider the task of building compact deep learning pipelines suitable for deployment on storage and power constrained mobile devices. We propose a unified framework to learn a broad family of structured parameter matrices that are…
Graph-based next-step prediction models have recently been very successful in modeling complex high-dimensional physical systems on irregular meshes. However, due to their short temporal attention span, these models suffer from error…
Time series forecasting is a crucial challenge with significant applications in areas such as weather prediction, stock market analysis, and scientific simulations. This paper introduces an embedded decomposed transformer, 'EDformer', for…
This paper explores a novel data-driven approach based on recent developments in Koopman operator theory and dynamic mode decomposition (DMD) for modeling signalized intersections. Vehicular flow and queue formation on signalized…
A novel deep neural network framework -- that we refer to as Deep Dynamic Factor Model (D$^2$FM) --, is able to encode the information available, from hundreds of macroeconomic and financial time-series into a handful of unobserved latent…
Time series analysis faces significant challenges in handling variable-length data and achieving robust generalization. While Transformer-based models have advanced time series tasks, they often struggle with feature redundancy and limited…
This paper develops a data-driven safe control framework for linear systems possessing a known strict-feedback structure, but with most plant parameters, external disturbances, and input delay being unknown. By leveraging Koopman operator…