相关论文: Optimal embedding parameters: A modelling paradigm
A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…
Dynamic Mode Decomposition (DMD) and its variants, such as extended DMD (EDMD), are broadly used to fit simple linear models to dynamical systems known from observable data. As DMD methods work well in several situations but perform poorly…
Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…
A framework is proposed to generate a phenomenological model that extracts the essence of a dynamical system (DS) with large degrees of freedom using machine learning. For a given microscopic DS, the optimum transformation to a small number…
Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific…
Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…
Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…
A new approach for feature extraction from time series is proposed in this paper. This approach consists of a specific regression model incorporating a discrete hidden logistic process. The model parameters are estimated by the maximum…
Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is…
Time-delay embedding is a powerful technique for reconstructing the state space of nonlinear time series. However, the fidelity of reconstruction relies on the assumption that the time-delay map is an embedding, which is implicitly…
The performance of an algorithm often critically depends on its parameter configuration. While a variety of automated algorithm configuration methods have been proposed to relieve users from the tedious and error-prone task of manually…
Nonlinear optimisation techniques are commonly employed to minimise complex cost functions, with their effectiveness determined largely by the structure of the underlying error landscape. These methods require initial parameter values, and…
The Eilers-Whittaker method for data smoothing effectiveness depends on the choice of the regularisation parameter, and automatic selection is a necessity for large datasets. Common methods, such as leave-one-out cross-validation, can…
This paper develops a new approach to the estimation of the degree of boundedness or stability of multidimensional nonlinear systems with time-dependent nonperiodic coefficients-an essential task in various engineering and natural science…
Estimation of parameters is a crucial part of model development. When models are deterministic, one can minimise the fitting error; for stochastic systems one must be more careful. Broadly parameterisation methods for stochastic dynamical…
Advances in imaging technology now provide us with detailed 3D data on gene expression patterns in developing embryos. This information can be used to build predictive mathematical models of embryogenesis. Current modelling approaches are,…
Correctly setting the parameters of a production machine is essential to improve product quality, increase efficiency, and reduce production costs while also supporting sustainability goals. Identifying optimal parameters involves an…
A major challenge in designing neural network (NN) systems is to determine the best structure and parameters for the network given the data for the machine learning problem at hand. Examples of parameters are the number of layers and nodes,…
We introduce a self-consistent deep-learning framework which, for a noisy deterministic time series, provides unsupervised filtering, state-space reconstruction, identification of the underlying differential equations and forecasting.…
Deep learning-based reduced order models (DL-ROMs) have been recently proposed to overcome common limitations shared by conventional ROMs - built, e.g., exclusively through proper orthogonal decomposition (POD) - when applied to nonlinear…