AlexTMallen / koopman-forecasting
Long-term probabilistic forecasting of quasiperiodic phenomena using Koopman theory
☆35Updated 3 years ago
Alternatives and similar repositories for koopman-forecasting:
Users that are interested in koopman-forecasting are comparing it to the libraries listed below
- Deep Probabilistic Koopman: long-term time-series forecasting under quasi-periodic uncertainty☆23Updated 3 years ago
- Consistent Koopman Autoencoders☆74Updated last year
- ☆29Updated 2 years ago
- State-space deep Gaussian processes in Python and Matlab☆30Updated 2 years ago
- Implementation of a reservoir computer with functions to optimize the parameters and calculate the Lyapunov exponents☆30Updated 2 years ago
- Code for Copula conformal prediction paper (ICLR 2024)☆29Updated 6 months ago
- ☆32Updated last year
- ☆14Updated last year
- Linear and non-linear spectral forecasting algorithms☆136Updated 4 years ago
- Code for "Nonlinear stochastic modeling with Langevin regression" J. L. Callaham, J.-C. Loiseau, G. Rigas, and S. L. Brunton☆25Updated 3 years ago
- Dynamic mode decomposition with dependent structure among observables (Graph DMD)☆13Updated 5 years ago
- Scalable Gaussian Process Regression with Derivatives☆38Updated 6 years ago
- Example code for paper: Automatic Differentiation to Simultaneously Identify Nonlinear Dynamics and Extract Noise Probability Distributio…☆54Updated 2 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆26Updated 6 years ago
- A Tensorflow based library for Time Series Modelling with Gaussian Processes☆30Updated 9 months ago
- ☆30Updated 2 years ago
- Recyclable Gaussian Processes☆11Updated 2 years ago
- ☆21Updated 4 years ago
- ☆28Updated 6 years ago
- Sparsity-promoting Kernel Dynamic Mode Decomposition for Nonlinear Dynamical Systems☆29Updated 2 years ago
- ☆20Updated 6 years ago
- Koopman operator identification library in Python, compatible with `scikit-learn`☆73Updated 5 months ago
- How to train a neural ODE for time series/weather forecasting☆38Updated 2 years ago
- Software to train neural networks via Koopman operator theory (see Dogra and Redman "Optimizing Neural Networks via Koopman Operator Theo…☆21Updated 2 years ago
- Contains the code to run the different models considered in the paper "Valid prediction intervals for regression problems"☆19Updated 2 years ago
- Methods and experiments for assumed density SDE approximations☆11Updated 3 years ago
- Parametric Gaussian Process Regression for Big Data☆44Updated 5 years ago
- ☆20Updated 2 years ago
- code for "Neural Jump Ordinary Differential Equations"☆29Updated 2 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Updated 5 months ago