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相关论文: Granger Causality for Predictability in Dynamic Mo…

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Granger causality is popular for analyzing time series data in many applications from natural science to social science including genomics, neuroscience, economics, and finance. Consequently, the Granger causality test has become one of the…

统计方法学 · 统计学 2025-10-16 Yongchang Hui , Chijin Liu , Xiaojun Song

The dynamic mode decomposition (DMD) is a data-driven approach that extracts the dominant features from spatiotemporal data. In this work, we introduce sparse-mode DMD, a new variant of the optimized DMD framework that specifically…

机器学习 · 统计学 2025-07-29 Sara M. Ichinaga , Steven L. Brunton , Aleksandr Y. Aravkin , J. Nathan Kutz

Dynamic mode decomposition (DMD) gives a practical means of extracting dynamic information from data, in the form of spatial modes and their associated frequencies and growth/decay rates. DMD can be considered as a numerical approximation…

Originally introduced in the fluid mechanics community, dynamic mode decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of nonlinear systems. However, existing DMD theory deals primarily with sequential time…

We demonstrate the application of the Dynamic Mode Decomposition (DMD) for the diagnostic analysis of the nonlinear dynamics of a magnetized plasma in resistive magnetohydrodynamics. The DMD method is an ideal spatio-temporal matrix…

等离子体物理 · 物理学 2018-05-23 Roy Taylor , J. Nathan Kutz , Kyle Morgan , Brian Nelson

Extended dynamic mode decomposition (EDMD) is a popular data-driven method to predict the action of the Koopman operator, i.e., the evolution of an observable function along the flow of a dynamical system. In this paper, we leverage a…

最优化与控制 · 数学 2025-03-17 Lea Bold , Manuel Schaller , Irene Schimperna , Karl Worthmann

Dynamic mode decomposition has emerged as a leading technique to identify spatiotemporal coherent structures from high-dimensional data, benefiting from a strong connection to nonlinear dynamical systems via the Koopman operator. In this…

系统与控制 · 计算机科学 2017-12-01 Zhe Bai , Eurika Kaiser , Joshua L. Proctor , J. Nathan Kutz , Steven L. Brunton

Multivariate time series anomaly detection has numerous real-world applications and is being extensively studied. Modeling pairwise correlations between variables is crucial. Existing methods employ learnable graph structures and graph…

机器学习 · 计算机科学 2025-01-24 Zehao Liu , Mengzhou Gao , Pengfei Jiao

In part I of the article, we demonstrated that a variant of the Dynamic Mode Decomposition (DMD) algorithm based on variable projection optimization, called Optimized DMD (OPT-DMD), enables a robust identification of the dominant…

等离子体物理 · 物理学 2023-08-29 Farbod Faraji , Maryam Reza , Aaron Knoll , J. Nathan Kutz

Dynamic mode decomposition (DMD) represents an effective means for capturing the essential features of numerically or experimentally generated flow fields. In order to achieve a desirable tradeoff between the quality of approximation and…

流体动力学 · 物理学 2014-12-11 Mihailo R. Jovanović , Peter J. Schmid , Joseph W. Nichols

Dynamic Mode Decomposition (DMD) is a data-driven method for approximating the spatiotemporal modes of a system. The eigenvectors and eigenvalues of the system are approximated from a series of time-snapshots of the state variables. The…

计算工程、金融与科学 · 计算机科学 2026-04-17 William Bennett , Ryan G. McClarren , Ethan Smith , Melek Derman

Dynamic mode decomposition (DMD) is a widely used data-driven algorithm for predicting the future states of dynamical systems. However, its standard formulation often struggles with poor long-term predictive accuracy. To address this…

数值分析 · 数学 2026-04-21 Qiuqi Li , Chang Liu , Yifei Yang

As wind power penetration increases, the wind farms are required by newly released grid codes to provide frequency regulation service. The most critical challenge is how to formulate the dynamic model of wind farm for dynamic control, since…

系统与控制 · 电气工程与系统科学 2020-12-08 Zizhen Guo , Wenchuan Wu

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…

等离子体物理 · 物理学 2023-08-29 Farbod Faraji , Maryam Reza , Aaron Knoll , J. Nathan Kutz

Dynamic mode decomposition (DMD) is a data-driven method for estimating the dynamics of a discrete dynamical system. This paper proposes a tensor-based approach to DMD for applications in which the states can be viewed as tensors.…

数值分析 · 数学 2025-08-15 Arvind K. Saibaba , Misha E. Kilmer , Khalil Hall-Hooper , Fan Tian , Alex Mize

The characterization of intermittent, multiscale and transient dynamics using data-driven analysis remains an open challenge. We demonstrate an application of the Dynamic Mode Decomposition (DMD) with sparse sampling for the diagnostic…

动力系统 · 数学 2020-05-18 Krithika Manohar , Eurika Kaiser , Steven L. Brunton , J. Nathan Kutz

Dynamic Uncertain Causality Graph(DUCG) is a recently proposed model for diagnoses of complex systems. It performs well for industry system such as nuclear power plants, chemical system and spacecrafts. However, the variable state…

人工智能 · 计算机科学 2021-06-29 Hao Nie , Qin Zhang

Deep learning (DL)-based methods have recently shown great promise in bitemporal change detection (CD). Existing discriminative methods based on Convolutional Neural Networks (CNNs) and Transformers rely on discriminative representation…

计算机视觉与模式识别 · 计算机科学 2024-03-05 Yihan Wen , Xianping Ma , Xiaokang Zhang , Man-On Pun

We establish the convergence of a class of numerical algorithms, known as Dynamic Mode Decomposition (DMD), for computation of the eigenvalues and eigenfunctions of the infinite-dimensional Koopman operator. The algorithms act on data…

动力系统 · 数学 2017-11-21 Hassan Arbabi , Igor Mezić

The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…

计算物理 · 物理学 2023-11-29 Yuhui Yin , Chenhui Kou , Shengkun Jia , Lu Lu , Xigang Yuan , Yiqing Luo