arXiv Machine Learning By Xuyang Li, John Harlim, Dibyajyoti Chakraborty, Romit Maulik

A Weak Penalty Neural ODE for Learning Chaotic Dynamics from Noisy Time Series

Read the original on arXiv Machine Learning →

arXiv:2511. 06609v4 Announce Type: replace Abstract: The accurate forecasting of complex, high-dimensional dynamical systems from observational data is a fundamental task across numerous scientific and engineering disciplines.

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arXiv AI
Sep 10

Adaptive Nonlinear Vector Autoregression: Robust Forecasting for Noisy Chaotic Time Series

The paper introduces a data‑adaptive nonlinear vector autoregression (NVAR) model that replaces fixed polynomial or random feature maps with a shallow, trainable multilayer perceptron (MLP). By jointly training the MLP and a linear readout via gradient‑based optimization, the model learns data‑driven nonlinearities while maintaining a simple readout structure, improving scalability in high‑dimensional settings. Experiments on several chaotic systems, both noise‑free and synthetically noisy, show that this adaptive NVAR outperforms standard NVAR, a leaky echo state network (ESN), and a hybrid ESN in predictive accuracy, demonstrating robust forecasting under noisy conditions.

By Sherkhon Azimov, Susana Lopez-Moreno, Eric Dolores-Cuenca, Sieun Lee, Jae-Il Kwon, Sangil Kim