arrow
Return

Regularized dynamic mode decomposition algorithm for time sequence predictions

delete2024-09-01
delete0
delete
OA
AI
X
X. H. Xie
唐少强 (Shaoqiang Tang) *
DOI:10.1016/j.taml.2024.100555delete
deleteOriginal
deleteShare
deleteSave
View PDF
Abstract

Abstract

En 中文
Dynamic Mode Decomposition (DMD) aims at extracting intrinsic mechanisms in a time sequence via linear recurrence relation of its observables, thereby predicting later terms in the sequence. Stability is a major concern in DMD predictions. We adopt a regularized form and propose a Regularized DMD (ReDMD) algorithm to determine the regularization parameter. This leverages stability and accuracy. Numerical tests for Burgers' equation demonstrate that ReDMD effectively stabilizes the DMD prediction while maintaining accuracy. Comparisons are made with the truncated DMD algorithm.
Keywords:
Dynamic mode decomposition
Reduced order modelling
Stability
Regularization
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

Theoretical and Applied Mechanics Letters cover
Theoretical and Applied Mechanics Letters
IF:
3.3
Papers:
452
Citations:
1.5K

Organization

P
peking university
Scholars:
11.7W
Papers: 8.7W
Citations: 146