اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدClustering of Series via Dynamic Mode Decomposition and the Matrix Pencil Method
298
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
In this paper, a new algorithm for extracting features from sequences of multidimensional observations is presented. The independently developed Dynamic Mode Decomposition and Matrix Pencil methods provide a least-squares model-based approach for estimating complex frequencies present in signals as well as their corresponding amplitudes. Unlike other feature extraction methods such as Fourier Transform or Autoregression which have to be computed for each sequence individually, the least-squares approach considers the whole dataset at once. It invokes order reduction methods to extract a small number of features best describing all given data, and indicate which frequencies correspond to which sequences. As an illustrative example, the new method is applied to regions of different grain orientation in a Transmission Electron Microscopy image.
قيم البحث
اقرأ أيضاً
Recent research in dynamic convolution shows substantial performance boost for efficient CNNs, due to the adaptive aggregation of K static convolution kernels. It has two limitations: (a) it increases the number of convolutional weights by K-times, a
nd (b) the joint optimization of dynamic attention and static convolution kernels is challenging. In this paper, we revisit it from a new perspective of matrix decomposition and reveal the key issue is that dynamic convolution applies dynamic attention over channel groups after projecting into a higher dimensional latent space. To address this issue, we propose dynamic channel fusion to replace dynamic attention over channel groups. Dynamic channel fusion not only enables significant dimension reduction of the latent space, but also mitigates the joint optimization difficulty. As a result, our method is easier to train and requires significantly fewer parameters without sacrificing accuracy. Source code is at https://github.com/liyunsheng13/dcd.
We employ the framework of the Koopman operator and dynamic mode decomposition to devise a computationally cheap and easily implementable method to detect transient dynamics and regime changes in time series. We argue that typically transient dynamic
s experiences the full state space dimension with subsequent fast relaxation towards the attractor. In equilibrium, on the other hand, the dynamics evolves on a slower time scale on a lower dimensional attractor. The reconstruction error of a dynamic mode decomposition is used to monitor the inability of the time series to resolve the fast relaxation towards the attractor as well as the effective dimension of the dynamics. We illustrate our method by detecting transient dynamics in the Kuramoto-Sivashinsky equation. We further apply our method to atmospheric reanalysis data; our diagnostics detects the transition from a predominantly negative North Atlantic Oscillation (NAO) to a predominantly positive NAO around 1970, as well as the recently found regime change in the Southern Hemisphere atmospheric circulation around 1970.
The Dynamic-Mode Decomposition (DMD) is a well established data-driven method of finding temporally evolving linear-mode decompositions of nonlinear time series. Traditionally, this method presumes that all relevant dimensions are sampled through mea
surement. To address dynamical systems in which the data may be incomplete or represent only partial observation of a more complex system, we extend the DMD algorithm by including a Mori-Zwanzig Decomposition to derive memory kernels that capture the averaged dynamics of the unresolved variables as projected onto the resolved dimensions. From this, we then derive what we call the Memory-Dependent Dynamic Mode Decomposition (MDDMD). Through numerical examples, the MDDMD method is shown to produce reasonable approximations of the ensemble-averaged dynamics of the full system given a single time series measurement of the resolved variables.
Dynamic Mode Decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics, and neuroscience. T
wo of the main challenges remaining in DMD research are noise sensitivity and issues related to Krylov space closure when modeling nonlinear systems. Here, we investigate the combination of noise and nonlinearity in a controlled setting, by studying a class of systems with linear latent dynamics which are observed via multinomial observables. Our numerical models include system and measurement noise. We explore the influences of dataset metrics, the spectrum of the latent dynamics, the normality of the system matrix, and the geometry of the dynamics. Our results show that even for these very mildly nonlinear conditions, DMD methods often fail to recover the spectrum and can have poor predictive ability. Our work is motivated by our experience modeling multilegged robot data, where we have encountered great difficulty in reconstructing time series for oscillatory systems with slow transients, which decay only slightly faster than a period.
Koopman mode analysis has provided a framework for analysis of nonlinear phenomena across a plethora of fields. Its numerical implementation via Dynamic Mode Decomposition (DMD) has been extensively deployed and improved upon over the last decade. We
address the problems of mean subtraction and DMD mode selection in the context of finite dimensional Koopman invariant subspaces. Preprocessing of data by subtraction of the temporal mean of a time series has been a point of contention in companion matrix-based DMD. This stems from the potential of said preprocessing to render DMD equivalent to temporal DFT. We prove that this equivalence is impossible when the order of the DMD-based representation of the dynamics exceeds the dimension of the system. Moreover, this parity of DMD and DFT is mostly indicative of an inadequacy of data, in the sense that the number of snapshots taken is not enough to represent the true dynamics of the system. We then vindicate the practice of pruning DMD eigenvalues based on the norm of the respective modes. Once a minimum number of time delays has been taken, DMD eigenvalues corresponding to DMD modes with low norm are shown to be spurious, and hence must be discarded. When dealing with mean-subtracted data, the above criterion for detecting synthetic eigenvalues can be applied after additional pre-processing. This takes the form of an eigenvalue constraint on Companion DMD, or yet another time delay.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
