论文标题

深度重建了时代系列中奇怪的吸引子

Deep reconstruction of strange attractors from time series

论文作者

Gilpin, William

论文摘要

物理系统的实验测量通常具有有限数量的独立通道,从而导致基本的动态变量保持未观察到。但是,从实验数据中无监督的潜在动力学推断的许多流行方法隐含地假设测量值比基础系统具有更高的固有维度 - - 使坐标识别尺寸降低问题。在这里,我们研究了相反的限制,其中仅根据低维度的测量时间来推断隐藏的管理坐标。受到对混乱吸引子部分观察的经典分析技术的启发,我们引入了一种通用嵌入技术,用于单变量和多变量时间序列,该技术由一个自动编码器组成,该自动编码器训练有新的潜在空间损耗函数。我们表明,我们的技术比现有技术更好地重建合成和现实世界系统的奇怪吸引者,并且它创造了甚至随机系统的一致,预测性的表示。最后,我们使用我们的技术在不同的系统中发现动态吸引子,例如患者心电图,家庭用电,神经尖峰以及旧忠实的间歇泉的爆发 - - 证明了我们在探索性数据分析中的多种应用。

Experimental measurements of physical systems often have a limited number of independent channels, causing essential dynamical variables to remain unobserved. However, many popular methods for unsupervised inference of latent dynamics from experimental data implicitly assume that the measurements have higher intrinsic dimensionality than the underlying system---making coordinate identification a dimensionality reduction problem. Here, we study the opposite limit, in which hidden governing coordinates must be inferred from only a low-dimensional time series of measurements. Inspired by classical analysis techniques for partial observations of chaotic attractors, we introduce a general embedding technique for univariate and multivariate time series, consisting of an autoencoder trained with a novel latent-space loss function. We show that our technique reconstructs the strange attractors of synthetic and real-world systems better than existing techniques, and that it creates consistent, predictive representations of even stochastic systems. We conclude by using our technique to discover dynamical attractors in diverse systems such as patient electrocardiograms, household electricity usage, neural spiking, and eruptions of the Old Faithful geyser---demonstrating diverse applications of our technique for exploratory data analysis.

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