Recurrent Neural Networks for Partially Observed Dynamical Systems

التفاصيل البيبلوغرافية
العنوان: Recurrent Neural Networks for Partially Observed Dynamical Systems
المؤلفون: Bhat, Uttam, Munch, Stephan B.
سنة النشر: 2021
المجموعة: Computer Science
Nonlinear Sciences
مصطلحات موضوعية: Computer Science - Machine Learning, Nonlinear Sciences - Chaotic Dynamics
الوصف: Complex nonlinear dynamics are ubiquitous in many fields. Moreover, we rarely have access to all of the relevant state variables governing the dynamics. Delay embedding allows us, in principle, to account for unobserved state variables. Here we provide an algebraic approach to delay embedding that permits explicit approximation of error. We also provide the asymptotic dependence of the first order approximation error on the system size. More importantly, this formulation of delay embedding can be directly implemented using a Recurrent Neural Network (RNN). This observation expands the interpretability of both delay embedding and RNN and facilitates principled incorporation of structure and other constraints into these approaches.
Comment: 11 pages, 5 figures
نوع الوثيقة: Working Paper
DOI: 10.1103/PhysRevE.105.044205
URL الوصول: http://arxiv.org/abs/2109.11629
رقم الأكسشن: edsarx.2109.11629
قاعدة البيانات: arXiv
الوصف
DOI:10.1103/PhysRevE.105.044205