相关论文: Deep Explicit Duration Switching Models for Time S…

Modern time series data often display complex nonlinear dependencies along with irregular regime-switching behaviors. These features present technical challenges in modeling, inference, and in offering insightful understanding into the…

We present Link Density (LD) computed from the Recurrence Network (RN) of a time series data as an effective measure that can detect dynamical transitions in a system. We illustrate its use using time series from the standard Rossler system…

The control properties of discrete-time switched linear systems (SLS) with switching signals generated by logical dynamic systems are studied using the semi-tensor product (STP) approach. With the algebraic state space representation…

Temporal-difference (TD) networks are a class of predictive state representations that use well-established TD methods to learn models of partially observable dynamical systems. Previous research with TD networks has dealt only with…

Markov switching models (MSMs) are probabilistic models that employ multiple sets of parameters to describe different dynamic regimes that a time series may exhibit at different periods of time. The switching mechanism between regimes is…

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

The evolution of images with physics-based dynamics is often spatially localized and nonlinear. A switching linear dynamic system (SLDS) is a natural model under which to pose such problems when the system's evolution randomly switches over…

The aim of this work is to investigate the use of Incrementally Input-to-State Stable ($\delta$ISS) deep Long Short Term Memory networks (LSTMs) for the identification of nonlinear dynamical systems. We show that suitable sufficient…

This paper investigates the problem of identifying state-dependent switching systems, a class of hybrid dynamical systems that combine multiple linear or nonlinear modes. We propose two broad classes of switching systems: switching linear…

In this work, a data-driven modeling framework of switched dynamical systems under time-dependent switching is proposed. The learning technique utilized to model system dynamics is Extreme Learning Machine (ELM). First, a method is…

Time series datasets are often composed of a variety of sequences from the same domain, but from different entities, such as individuals, products, or organizations. We are interested in how time series models can be specialized to…

Multivariate geo-sensory time series prediction is challenging because of the complex spatial and temporal correlation. In urban water distribution systems (WDS), numerous spatial-correlated sensors have been deployed to continuously…

Parameterized state space models in the form of recurrent networks are often used in machine learning to learn from data streams exhibiting temporal dependencies. To break the black box nature of such models it is important to understand…

In many real-world scenarios, distribution shifts exist in the streaming data across time steps. Many complex sequential data can be effectively divided into distinct regimes that exhibit persistent dynamics. Discovering the shifted…

Modern technological advances have expanded the scope of applications requiring analysis of large-scale datastreams that comprise multiple indefinitely long time series. There is an acute need for statistical methodologies that perform…

Time series forecasting based on deep architectures has been gaining popularity in recent years due to their ability to model complex non-linear temporal dynamics. The recurrent neural network is one such model capable of handling…

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

Time series (TS) modeling has come a long way from early statistical, mainly linear, approaches to the current trend in TS foundation models. With a lot of hype and industrial demand in this field, it is not always clear how much progress…

Time-discrete dynamical systems on a finite state space have been used with great success to model natural and engineered systems such as biological networks, social networks, and engineered control systems. They have the advantage of being…

Deep learning-based sequence models are extensively employed in Time Series Anomaly Detection (TSAD) tasks due to their effective sequential modeling capabilities. However, the ability of TSAD is limited by two key challenges: (i) the…