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

Stochastic Hybrid Systems (SHS) constitute an important class of mathematical models that integrate discrete stochastic events with continuous dynamics. The time evolution of statistical moments is generally not closed for SHS, in the sense…

The time it takes for a classifier to make an accurate prediction can be crucial in many behaviour recognition problems. For example, an autonomous vehicle should detect hazardous pedestrian behaviour early enough for it to take appropriate…

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector…

We consider the problem of achieving prescribed-time stability (PT-S) in a class of hybrid dynamical systems that incorporate switching nonlinear dynamics, exogenous inputs, and resets. By "prescribed-time stability", we refer to the…

In this paper, we present a methodology to identify discrete-time state-space switched linear systems (SLSs) from input-output measurements. Continuous-state is not assumed to be measured. The key step is a deadbeat observer based…

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for…

Recurrent neural networks are machine learning algorithms which are suited well to predict time series. Echo state networks are one specific implementation of such neural networks that can describe the evolution of dynamical systems by…

This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…

Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…

The state-space models (SSMs) are widely utilized in the analysis of time-series data. SSMs rely on an explicit definition of the state and observation processes. Characterizing these processes is not always easy and becomes a modeling…

We develop deep Poisson-gamma dynamical systems (DPGDS) to model sequentially observed multivariate count data, improving previously proposed models by not only mining deep hierarchical latent structure from the data, but also capturing…

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Established recurrent neural networks are well-suited to solve a wide variety of prediction tasks involving discrete sequences. However, they do not perform as well in the task of dynamical system identification, when dealing with…

We present a procedure for reducing the number of continuous states of discrete-time linear switched systems, such that the reduced system has the same behavior as the original system for a subset of switching sequences. The proposed method…

The Long Short-Term Memory (LSTM) recurrent neural network is capable of processing complex sequential information since it utilizes special gating schemes for learning representations from long input sequences. It has the potential to…

In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we…

Deep recurrent neural networks perform well on sequence data and are the model of choice. However, it is a daunting task to decide the structure of the networks, i.e. the number of layers, especially considering different computational…

Diffusive dynamics abound in nature and have been especially studied in physical, biological, and financial systems. These dynamics are characterised by a linear growth of the mean squared displacement (MSD) with time. Often, the conditions…

Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

We introduce a new class of time-continuous recurrent neural network models. Instead of declaring a learning system's dynamics by implicit nonlinearities, we construct networks of linear first-order dynamical systems modulated via nonlinear…