Universal set of Observables for Forecasting Physical Systems through Causal Embedding
Organizations: *Department of Mathematics & Applied Mathematics, University of Pretoria, Pretoria 0028 · † Department of Physics, University of Pretoria, Pretoria 0028
Abstract
We show how a pair of points can uniquely represent a left-infinite sequence obtained from observations of an underlying dynamical system through a phenomenon called causal embedding. A driven dynamical system creates such pairs, and a function can be learnt on them that can reconstruct the underlying dynamics as in Takens delay embedding. The approach assures embedding stability unlike Takens delay embedding, and learnability which can be absent while stability can be present in the current reservoir computing framework. This accurately models underlying systems where recent methods like the next-generation reservoir computing fail. We demonstrate results and compare with the other methods including SINDY-PI.
Figures & tables
| Input, from | Dimension of | vs | vs |
|---|---|---|---|
| Double Pendulum: | |||
| 10 | 0.9710 | 0.9822 | |
| 100 | 0.9803 | ||
| 1000 | 0.9854 | ||
| Lorenz map | |||
| 10 | 0.8568 | 0.9444 |
Dynamical Systems
Dynamical systems studies how states evolve over time, including stability, feedback, chaos, and transitions in physical, biological, and engineered systems.
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