相关论文: On the Cyclostationary Linear Inverse Models: A Ma…

The Linear Inverse Model (LIM) is a class of data-driven methods that construct approximate linear stochastic models to represent complex observational data. The stochastic forcing can be modeled using either Gaussian white noise or…

In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The Linear Inverse Model (LIM) is a class of data-driven methods that extract dynamic and stochastic…

Stochastic reduced models are an important tool in climate systems whose many spatial and temporal scales cannot be fully discretized or underlying physics may not be fully accounted for. One form of reduced model, the linear inverse model…

We propose Linear Oscillatory State-Space models (LinOSS) for efficiently learning on long sequences. Inspired by cortical dynamics of biological neural networks, we base our proposed LinOSS model on a system of forced harmonic oscillators.…

While deep-learning models have demonstrated skillful El Ni\~no Southern Oscillation (ENSO) forecasts up to one year in advance, they are predominantly trained on climate model simulations that provide thousands of years of training data at…

We study the problem of modeling a non-linear dynamical system when given a time series by deriving equations directly from the data. Despite the fact that time series data are given as input, models for dynamics and estimation algorithms…

Real-world time series are influenced by numerous factors and exhibit complex non-stationary characteristics. Non-stationarity can lead to distribution shifts, where the statistical properties of time series change over time, negatively…

Most environmental phenomena, such as wind profiles, ozone concentration and sunlight distribution under a forest canopy, exhibit nonstationary dynamics i.e. phenomenon variation change depending on the location and time of occurrence.…

We propose a new class of univariate nonstationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly-evolving time series as well as time series observations with missing…

State-space models (SSMs) are an important modeling framework for analyzing ecological time series. These hierarchical models are commonly used to model population dynamics, animal movement, and capture-recapture data, and are now…

In clinical trials, studies often present longitudinal data or clustered data. These studies are commonly analyzed using linear mixed models (LMMs), usually considering Gaussian assumptions for random effect and error terms. Recently,…

Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…

In this paper, we propose a highly accurate continuous-time trajectory estimation framework dedicated to SLAM (Simultaneous Localization and Mapping) applications, which enables fuse high-frequency and asynchronous sensor data effectively.…

Line-intensity mapping (LIM) is quickly attracting attention as an alternative technique to probe large-scale structure and galaxy formation and evolution at high redshift. LIM one-point statistics are motivated because they provide access…

The innovations algorithm is a classical recursive forecasting algorithm used in time series analysis. We develop the innovations algorithm for a class of nonnegative regularly varying time series models constructed via transformed-linear…

Learning dynamics from dissipative chaotic systems is notoriously difficult due to their inherent instability, as formalized by their positive Lyapunov exponents, which exponentially amplify errors in the learned dynamics. However, many of…

The fundamental lemma by Jan C. Willems and co-authors enables the representation of all input-output trajectories of a linear time-invariant system by measured input-output data. This result has proven to be pivotal for data-driven…

Causality analysis is a powerful tool for determining cause-and-effect relationships between variables in a system by quantifying the influence of one variable on another. Despite significant advancements in the field, many existing studies…

Most machine learning methods assume fixed probability distributions, limiting their applicability in nonstationary real-world scenarios. While continual learning methods address this issue, current approaches often rely on black-box models…

Latent space models (LSMs) are often used to analyze dynamic (time-varying) networks that evolve in continuous time. Existing approaches to Bayesian inference for these models rely on Markov chain Monte Carlo algorithms, which cannot handle…