论文标题

通过ODENET揭示时间序列数据的隐藏动态

Revealing hidden dynamics from time-series data by ODENet

论文作者

Hu, Pipi, Yang, Wuyue, Zhu, Yi, Hong, Liu

论文摘要

从观察到的数据中得出隐藏的动态是在许多不同领域中的基本问题之一。在这项研究中,我们提出了一种称为普通微分方程网络(ODENET)的新型可解释网络,其中将显式的普通微分方程(ODE)的数值集成嵌入机器学习方案中,以构建一个通用框架,以揭示在大规模的时间序列中埋藏的隐藏动力学,有效地和可靠性地呈现。 Odenet可以充分利用机器学习算法和ODE建模。一方面,ODES的嵌入使框架更容易从成熟的ODE理论中受益。另一方面,机器学习方案可以轻松有效地实施数据处理,并行和优化。从经典的Lotka-Volterra方程到混乱的Lorenz方程,即使在存在大噪声的情况下,ODENET也表现出其在处理时间序列数据方面的显着能力。我们进一步将ODENET应用于真实的肌动蛋白聚集数据,这也显示了令人印象深刻的性能。这些结果证明了ODENET在处理嘈杂的数据,具有非平等间距或大抽样时间步骤的数据中的优势,而不是其他传统的机器学习算法。

To derive the hidden dynamics from observed data is one of the fundamental but also challenging problems in many different fields. In this study, we propose a new type of interpretable network called the ordinary differential equation network (ODENet), in which the numerical integration of explicit ordinary differential equations (ODEs) are embedded into the machine learning scheme to build a general framework for revealing the hidden dynamics buried in massive time-series data efficiently and reliably. ODENet takes full advantage of both machine learning algorithms and ODE modeling. On one hand, the embedding of ODEs makes the framework more interpretable benefiting from the mature theories of ODEs. On the other hand, the schemes of machine learning enable data handling, paralleling, and optimization to be easily and efficiently implemented. From classical Lotka-Volterra equations to chaotic Lorenz equations, the ODENet exhibits its remarkable capability in handling time-series data even in the presence of large noise. We further apply the ODENet to real actin aggregation data, which shows an impressive performance as well. These results demonstrate the superiority of ODENet in dealing with noisy data, data with either non-equal spacing or large sampling time steps over other traditional machine learning algorithms.

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