A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Sparse-mode DMD disambiguates local and global modes in spatiotemporal data.
Parsimonious Dynamic Mode Decomposition selects sparse modes robustly.
ERDMD discovers sparse, nonuniformly timed DMD models from chaotic attractors.
Study uses DMD to analyze oceanic features in Strait of Gibraltar.
Paper unifies subspace identification and DMD for dynamical systems.
The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis, the extracted dynamic modes are a generalization of global stability modes. We a…
Paper uses DMD to embed time in spatiotemporal forecasting.
Understanding nonlinear dynamical systems (NLDSs) is challenging in a variety of engineering and scientific fields. Dynamic mode decomposition (DMD), which is a numerical algorithm for the spectral analysis of Koopman operators, has been attracting attention as a way of obtaining global modal descriptions of NLDSs with…
Optimized DMD for fast atmospheric chemistry forecasting.
Irrespective of the fact that Machine learning has produced groundbreaking results, it demands an enormous amount of data in order to perform so. Even though data production has been in its all-time high, almost all the data is unlabelled, hence making them unsuitable for training the algorithms. This paper proposes a …
Proposes MVGPR for spatiotemporal data modal analysis.
Dynamic Mode Decomposition (DMD) yields a linear, approximate model of a system's dynamics that is built from data. We seek to reduce the order of this model by identifying a reduced set of modes that best fit the output. We adopt a model selection algorithm from statistics and machine learning known as Least Angle Reg…
Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This extension is of particular interest for reduced-order modeling in various applicative …
Koopman decomposition is a non-linear generalization of eigen-decomposition, and is being increasingly utilized in the analysis of spatio-temporal dynamics. Well-known techniques such as the dynamic mode decomposition (DMD) and its linear variants provide approximations to the Koopman operator, and have been applied ex…
Geometrical and appearance quality requirements set the limits of the current industrial performance in injection molding. To guarantee the product's quality, it is necessary to adjust the process settings in a closed loop. Those adjustments cannot rely on the final quality because a part takes days to be geometrically…
This work provides closed-form solutions and minimum achievable errors for a large class of low-rank approximation problems in Hilbert spaces. The proposed theorem generalizes to the case of bounded linear operators the previous results obtained in the finite dimensional case for the Frobenius norm. The theorem provide…
Compact models learn photocurrent dynamics from radiation-induced excess carrier density.
Review of algorithms for linear system approximations.
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank constrained optimisation problem. This problem is non-convex and state-of-the-art algor…
We illustrate relationships between classical kernel-based dimensionality reduction techniques and eigendecompositions of empirical estimates of reproducing kernel Hilbert space (RKHS) operators associated with dynamical systems. In particular, we show that kernel canonical correlation analysis (CCA) can be interpreted…
We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this case financial market dynamics, in an equation-free manner by decomposing the s…
Noise-robust Koopman operator framework for control with improved stability and performance.
Improved modeling of chaotic systems using time-delay embeddings and Frenet-Serret frame.
Bayesian system ID improves robustness to sparse, noisy data.
Geometric QHD tests improve hub detection in correlated data.
Markov state models (MSMs) and Master equation models are popular approaches to approximate molecular kinetics, equilibria, metastable states, and reaction coordinates in terms of a state space discretization usually obtained by clustering. Recently, a powerful generalization of MSMs has been introduced, the variationa…
The paper introduces a diagnostic method to detect grokking transitions in models before test accuracy improves.