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math.DS2024★ 1 cited
Dynamics, data and reconstruction
Suddhasattwa Das, Tomoharu Suda
The goal of data-driven learning of dynamical systems is to interpret time series as a continuous observation of an underlying dynamical system. This task is not well-posed for a v…
math.DS2024
Discrete-time dynamics, step-skew products, and pipe-flows
Suddhasattwa Das
Dynamical processes can be classified in various ways as deterministic or stochastic, and continuous or discrete time. All these types can be studied by the path-spaces they genera…
math.DS2024
A probabilistic approach to drift estimation from stochastic data
Suddhasattwa Das
Timeseries generated from a dynamical source can often be modeled as sample paths of a stochastic differential equation (SDE). The timeseries thus reflects the motion of a particle…