This is a testbed for system identification and forecasting of dynamical systems using the Hankel Alternative View of Koopman (HAVOK) algorithm and Sparse Identification of Nonlinear Dynamics (SINDy). This code is based on the work by Brunton & Kutz (2022) and Yang et. al. (2022).
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Implement auxiliary models for the intermittent forcing #7
Thus far, only the HAVOK-linearized model has been used for forecasting, which limits its use to linear systems. As suggested by Yang et. al. (2022), we may use a simple machine learning model, such as linear- or random forest regression, to model the nonlinear term.
Thus far, only the HAVOK-linearized model has been used for forecasting, which limits its use to linear systems. As suggested by Yang et. al. (2022), we may use a simple machine learning model, such as linear- or random forest regression, to model the nonlinear term.