Turning Time Series into Algebraic Equations: Symbolic Machine Learning for Interpretable Modeling of Chaotic Time Series

We present a machine learning framework for identifying sparse, interpretable models of dynamical systems directly from time-series data. Our approach parameterizes the underlying vector field using a neural architecture and trains it by minimizing a multi-step prediction loss over a finite horizon. To ensure numerical tractability, we optimize a mean absolute error objective averaged across prediction steps, and progressively increase the horizon during training. A key feature of this formulation is that it enforces consistency under repeated composition of the learned dynamics. As a result, the identified models exhibit significantly improved stability compared with approaches based on one-step regression of the vector field. When combined with sparsity-promoting regularization, this leads to parsimonious models that generalize beyond the training data. We demonstrate accurate recovery of systems exhibiting a wide range of behaviors, including stable and unstable fixed points, periodic orbits, and chaotic attractors. For chaotic systems, while long-term trajectory prediction is inherently limited by sensitivity to initial conditions, we show that multi-step training yields models with accurate short-term dynamics and strong agreement in long-time statistical properties, including mean, variance, and Lyapunov exponents. Moreover, we establish theoretical bounds linking trajectory error to statistical accuracy, providing a step toward a principled explanation for this behavior.

Symbolic discovery of governing equations is a long-standing goal in scientific machine learning, yet a fundamental trade-off persists between interpretability and scalable learning. Classical symbolic regression methods yield explicit analytic expressions but rely on combinatorial search, whereas neural networks scale efficiently with data and dimensionality but produce opaque representations. In this work, we introduce Symbolic Kolmogorov-Arnold Networks (Symbolic-KANs), a neural architecture that bridges this gap by embedding discrete symbolic structure directly within a trainable deep network. Symbolic-KANs represent multivariate functions as compositions of learned univariate primitives applied to learned scalar projections, guided by a library of analytic primitives, hierarchical gating, and symbolic regularization that progressively sharpens continuous mixtures into one-hot selections. After gated training and discretization, each active unit selects a single primitive and projection direction, yielding compact closed-form expressions without post-hoc symbolic fitting. Symbolic-KANs further act as scalable primitive discovery mechanisms, identifying the most relevant analytic components that can subsequently inform candidate libraries for sparse equation-learning methods. We demonstrate that Symbolic-KAN reliably recovers correct primitive terms and governing structures in data-driven regression and inverse dynamical systems. Moreover, the framework extends to forward and inverse physics-informed learning of partial differential equations, producing accurate solutions directly from governing constraints while constructing compact symbolic representations whose selected primitives reflect the true analytical structure of the underlying equations. These results position Symbolic-KAN as a step toward scalable, interpretable, and mechanistically grounded learning of governing laws.

Time series forecasting enables early warning and has driven asset performance management from traditional planned maintenance to predictive maintenance. However, the lack of interpretability in forecasting methods undermines users' trust and complicates debugging for developers. Consequently, interpretable time-series forecasting has attracted increasing research attention. Nevertheless, existing methods suffer from several limitations, including insufficient modeling of temporal dependencies, lack of feature-level interpretability to support early warning, and difficulty in simultaneously achieving the accuracy and interpretability. This paper proposes the interpretable polynomial learning (IPL) method, which integrates interpretability into the model structure by explicitly modeling original features and their interactions of arbitrary order through polynomial representations. This design preserves temporal dependencies, provides feature-level interpretability, and offers a flexible trade-off between prediction accuracy and interpretability by adjusting the polynomial degree. We evaluate IPL on simulated and Bitcoin price data, showing that it achieves high prediction accuracy with superior interpretability compared with widely used explainability methods. Experiments on field-collected antenna data further demonstrate that IPL yields simpler and more efficient early warning mechanisms.