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Published 20 hours ago • verified publisher icon SciML

Hankel-DMD

Open ChrisRackauckas opened this issue 5 years ago • 4 comments

https://sites.engineering.ucsb.edu/~harbabi/research/M112523.pdf

ChrisRackauckas avatar Nov 22 '19 17:11 ChrisRackauckas

If the embedding is given, than HAVOK might be also nice.

https://www.nature.com/articles/s41467-017-00030-8.pdf

AlCap23 avatar Nov 22 '19 18:11 AlCap23

I have had good success using time-delay embeddings as observables. FYI, DynamicalSystems.jl has some delay embedding capabilities with algorithms for optimizing the embedding. See: Delay Embeddings

agerlach avatar Feb 20 '20 18:02 agerlach

Thanks! I am a little bit anxious because that would mean using the DataSet type :) But I will definitely have a look.

Did you use them within DataDrivenDiffEq? Or in general?

AlCap23 avatar Feb 20 '20 20:02 AlCap23

I hacked around with it on my own before DataDrivenDiffEq was a thing. I agree completely regarding DataSet.

agerlach avatar Feb 20 '20 21:02 agerlach