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arXiv 2303.06289cs.LGnlin.CD
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机器学习增强的 Hankel 动态模态分解

Machine Learning Enhanced Hankel Dynamic-Mode Decomposition

San Diego State University(圣地亚哥州立大学);Naval Information Warfare Center Pacific(太平洋海军信息战中心);Clarkson University(克拉克森大学)

Christopher W. Curtis, D. Jay Alford-Lago, Erik Bollt, Andrew Tuma

AI总结:

本文提出深度学习 Hankel DMD(DLHDMD),利用 Takens 嵌入定理构建自适应学习方案,以提升对高维和混沌动力学的建模能力。

摘要:

尽管时间序列的获取已变得更加直接,但从时间序列构建动力学模型仍是一个具有挑战性且不断发展的问题领域。在过去几年中,为解决这一问题,机器学习工具与所谓的动态模态分解(DMD)出现了融合。这种通用方法已被证明是实现精确模型构建的一条尤其有前景的途径。在这一既有工作的基础上,我们开发了一种基于深度学习 DMD 的方法,该方法利用 Takens 嵌入定理的基本洞见来构建自适应学习方案,从而更好地逼近高维动力学和混沌动力学。我们将该方法称为深度学习 Hankel DMD(DLHDMD)。我们同样探究了该方法如何学习映射:在成功训练后,这些映射往往会显著改变动力学各维度之间的互信息。这似乎是从整体上增强 DMD 的关键特征,并应有助于为开发用于时间序列分析和模型生成的其他深度学习方法提供进一步洞见。

英文摘要:

While the acquisition of time series has become more straightforward, developing dynamical models from time series is still a challenging and evolving problem domain. Within the last several years, to address this problem, there has been a merging of machine learning tools with what is called the dynamic mode decomposition (DMD). This general approach has been shown to be an especially promising avenue for accurate model development. Building on this prior body of work, we develop a deep learning DMD based method which makes use of the fundamental insight of Takens' Embedding Theorem to build an adaptive learning scheme that better approximates higher dimensional and chaotic dynamics. We call this method the Deep Learning Hankel DMD (DLHDMD). We likewise explore how our method learns mappings which tend, after successful training, to significantly change the mutual information between dimensions in the dynamics. This appears to be a key feature in enhancing the DMD overall, and it should help provide further insight for developing other deep learning methods for time series analysis and model generation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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