198 citations · 438 across the 10 of their papers we have counts for
5 papers · 1 filter
Influence network reconstruction from discrete time-series of count data modelled by multidimensional Hawkes processes
Naratip Santitissadeekorn, Martin Short, David J. B. Lloyd
Identifying key influencers from time series data without a known prior network structure is a challenging problem in various applications, from crime analysis to social media. Whi…
Tracking and forecasting oscillatory data streams using Koopman autoencoders and Kalman filtering
Stephen A Falconer, David J. B. Lloyd, Naratip Santitissadeekorn
Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data strea…
Combining Dynamic Mode Decomposition with Ensemble Kalman Filtering for Tracking and Forecasting
Stephen A Falconer, David J. B. Lloyd, Naratip Santitissadeekorn
Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track…
Transport in time-dependent dynamical systems: Finite-time coherent sets
Gary Froyland, Naratip Santitissadeekorn, Adam Monahan
We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and r…
Coherent sets for nonautonomous dynamical systems
Gary Froyland, Simon Lloyd, Naratip Santitissadeekorn
We describe a mathematical formalism and numerical algorithms for identifying and tracking slowly mixing objects in nonautonomous dynamical systems. In the autonomous setting, such…