about
Deep learning of dynamical attractors from time series measurements (arxiv.org)
2 points by wil3 on Feb 17, 2020 | hide | past | pdf | discuss on HN

In plain words: A neural network watches one measurement channel over time and learns its hidden variables, rebuilding the tangled looping shape of the system's chaos. The usual approach shrinks many measurements to a few; this rebuilds the shapes more faithfully and works on real signals.

Abstract · Deep reconstruction of strange attractors from time series

Experimental measurements of physical systems often have a limited number of independent channels, causing essential dynamical variables to remain unobserved. However, many popular methods for unsupervised inference of latent dynamics from experimental data implicitly assume that the measurements have higher intrinsic dimensionality than the underlying system---making coordinate identification a dimensionality reduction problem. Here, we study the opposite limit, in which hidden governing coordinates must be inferred from only a low-dimensional time series of measurements. Inspired by classical analysis techniques for partial observations of chaotic attractors, we introduce a general embedding technique for univariate and multivariate time series, consisting of an autoencoder trained with a novel latent-space loss function. We show that our technique reconstructs the strange attractors of synthetic and real-world systems better than existing techniques, and that it creates consistent, predictive representations of even stochastic systems. We conclude by using our technique to discover dynamical attractors in diverse systems such as patient electrocardiograms, household electricity usage, neural spiking, and eruptions of the Old Faithful geyser---demonstrating diverse applications of our technique for exploratory data analysis.

William Gilpin
arXiv:2002.05909 · cs.LG, nlin.CD, physics.data-an, q-bio.QM, stat.ML · submitted Feb 14, 2020 · updated Oct 22, 2020
abstract · pdf · html · 9 pages, 6 figures, plus appendices

add comment on HN