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We present a method to reconstruct autocorrelated signals together with their autocorrelation structure from nonlinear, noisy measurements for arbitrary monotonous nonlinear instrument response. In the presented formulation the algorithm…

Methodology · Statistics 2018-02-14 Jakob Knollmüller , Theo Steininger , Torsten A. Enßlin

Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

Dynamical Systems · Mathematics 2007-05-23 A. J. Roberts

Knowledge about existence, strength, and dominant direction of causal influences is of paramount importance for understanding complex systems. With limited amounts of realistic data, however, current methods for investigating causal links…

Data Analysis, Statistics and Probability · Physics 2020-10-20 Erik Laminski , Klaus R. Pawelzik

We develop an effective description of noise-induced oscillations based on deterministic phase dynamics. The phase equation is constructed to exhibit correct frequency and distribution density of noise-induced oscillations. In the simplest…

Chaotic Dynamics · Physics 2010-10-04 Justus T. C. Schwabedal , Arkady Pikovsky

The success of nonlinear noise reduction applied to a single channel recording of human voice is measured in terms of the recognition rate of a commercial speech recognition program in comparison to the optimal linear filter. The overall…

Data Analysis, Statistics and Probability · Physics 2007-06-20 Krzysztof Urbanowicz , Holger Kantz

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

Uncertainty estimation for unlabeled data is crucial to active learning. With a deep neural network employed as the backbone model, the data selection process is highly challenging due to the potential over-confidence of the model…

Machine Learning · Computer Science 2024-02-14 Xingjian Li , Pengkun Yang , Yangcheng Gu , Xueying Zhan , Tianyang Wang , Min Xu , Chengzhong Xu

The dynamics of biological systems, from proteins to cells to organisms, is complex and stochastic. To decipher their physical laws, we need to bridge between experimental observations and theoretical modeling. Thanks to progress in…

Soft Condensed Matter · Physics 2024-06-05 Pierre Ronceray

A new method of inferencing of coupled stochastic nonlinear oscillators is described. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Vadim N. Smelyanskiy , Dmitry G. Luchinsky

A critical challenge in the data-driven modeling of dynamical systems is producing methods robust to measurement error, particularly when data is limited. Many leading methods either rely on denoising prior to learning or on access to large…

Numerical Analysis · Mathematics 2019-09-04 Samuel H. Rudy , J. Nathan Kutz , Steven L. Brunton

Varied sensory systems use noise in order to enhance detection of weak signals. It has been conjectured in the literature that this effect, known as stochastic resonance, may take place in central cognitive processes such as the memory…

Neurons and Cognition · Quantitative Biology 2007-05-23 Julien Mayor , Wulfram Gerstner

The paper introduces a novel methodology for the identification of coefficients of switched autoregressive linear models. We consider the case when the system's outputs are contaminated by possibly large values of measurement noise. It is…

Systems and Control · Computer Science 2019-03-27 Sarah Hojjatinia , Constantino M. Lagoa , Fabrizio Dabbene

Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the…

chao-dyn · Physics 2015-06-24 J. Timmer

This work presents an algorithm for determining the parameters of a nonlinear dynamic model of the respiratory system in patients undergoing assisted ventilation. Using the pressure and flow signals measured at the mouth, the model's…

Systems and Control · Electrical Eng. & Systems 2024-03-01 Diego A. Riva , Carolina A. Evangelista , Paul F. Puleston , Luis Corsiglia , Nahuel Dargains

There is an emerging trend in applying deep learning methods to control complex nonlinear systems. This paper considers enhancing the runtime safety of nonlinear systems controlled by neural networks in the presence of disturbance and…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Jianglin Lan , Siyuan Zhan , Ron Patton , Xianxian Zhao

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

Chaotic Dynamics · Physics 2014-07-31 Jose-Maria Fullana

Nonlinear systems are capable of displaying complex behavior even if this is the result of a small number of interacting time scales. A widely studied case is when complex dynamics emerges out of a nonlinear system being forced by a simple…

Quantitative Methods · Quantitative Biology 2015-06-01 Leandro M. Alonso

We study the relationship between dynamical properties and interaction patterns in complex oscillator networks in the presence of noise. A striking finding is that noise leads to a general, one-to-one correspondence between the dynamical…

Data Analysis, Statistics and Probability · Physics 2010-02-05 Jie Ren , Wen-Xu Wang , Baowen Li , Ying-Cheng Lai

Long-span bridges are subjected to a multitude of dynamic excitations during their lifespan. To account for their effects on the structural system, several load models are used during design to simulate the conditions the structure is…

Machine Learning · Computer Science 2023-08-21 Gledson Rodrigo Tondo , Igor Kavrakov , Guido Morgenthal

Empirically observed time series in physics, biology, or medicine, are commonly generated by some underlying dynamical system (DS) which is the target of scientific interest. There is an increasing interest to harvest machine learning…

Machine Learning · Computer Science 2022-07-07 Daniel Kramer , Philine Lou Bommer , Carlo Tombolini , Georgia Koppe , Daniel Durstewitz