Predicting Catastrophes in Nonlinear Dynamical Systems by Compressive Sensing
Abstract:An extremely challenging problem of significant interest is to predict catastrophes in advance of their occurrences. We present a general approach to predicting catastrophes in nonlinear dynamical systems under the assumption that the system equations are completely unknown and only time series reflecting the evolution of the dynamical variables of the system are available. Our idea is to expand the vector field or map of the underlying system into a suitable function series and then to use the compressive-sensing technique to accurately estimate the various terms in the expansion. Examples using paradigmatic chaotic systems are provided to demonstrate our idea.
另一篇文章:EPL, 94 (2011) 48006
Time-series–based prediction of complex oscillator networks via compressive sensing
Abstract – Complex dynamical networks consisting of a large number of interacting units are ubiquitous in nature and society. There are situations where the interactions in a network of interest are unknown and one wishes to reconstruct the full topology of the network through measured time series. We present a general method based on compressive sensing. In particular, by using power series expansions to arbitrary order, we demonstrate that the network-reconstruction problem can be casted into the form X=G· a, where the vector X and matrix G are determined by the time series and a is a sparse vector to be estimated that contains all nonzero power series coefficients in the mathematical functions of all existing couplings among the nodes. Since a is sparse, it can be solved by the standard L1-norm technique in compressive sensing. The main advantages of our approach include sparse data requirement and broad applicability to a variety of complex networked dynamical systems, and these are illustrated by concrete examples of model and real-world complex networks.
3. 问题:如果有一个网络,并非全部结点的时间序列都知道,那么对于已知的结点和时序,用所给出的方法的准确性会有怎么样的变化。如果将“遗漏”信息作为“噪声”,可想而知的是“Our method is robust against noise, due to the optimization nature of the compressive-sensing method.”但从抗噪声的工作来看,一般都是弱噪声才成。所以“遗漏”不能太多。