Detalls de la publicació.

Article

Any:2020
Autor(s):S. Ouala, D. Nguyen, L. Drumetz, B. Chapron, A. Pascual, F. Collard, L. Gaultier, R. . Fablet
Títol:Learning latent dynamics for partially observed chaotic systems
Revista:CHAOS
ISSN:1054-1500
JCR Impact Factor:3.642
Volum:30-10
Número:103121
Pàgines:1
D.O.I.:https://doi.org/10.1063/5.0019309
Web:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85094609129&origin=inward
Resum:This paper addresses the data-driven identification of latent representations of partially observed dynamical systems, i.e., dynamical systems for which some components are never observed, with an emphasis on forecasting applications and long-term asymptotic patterns. Whereas state-of-the-art data-driven approaches rely in general on delay embeddings and linear decompositions of the underlying operators, we introduce a framework based on the data-driven identification of an augmented state-space model using a neural-network-based representation. For a given training dataset, it amounts to jointly reconstructing the latent states and learning an ordinary differential equation representation in this space. Through numerical experiments, we demonstrate the relevance of the proposed framework with respect to state-of-the-art approaches in terms of short-term forecasting errors and long-term behavior. We further discuss how the proposed framework relates to the Koopman operator theory and Takens' embedding theorem. 

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