Dynamic data analysis. Modeling data with differential equations
dynamic modelsFitzHugh-Nagumofunctional data analysisGauss-Newtongradient matchingnonlinear least squaresnonlinear regressionordinary differential equations (ODE)pharmacokinetictrajectory matching
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to ordinary differential equations (34-01) Qualitative investigation and simulation of ordinary differential equation models (34C60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Factor analysis and principal components; correspondence analysis (62H25) General nonlinear regression (62J02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Kinetics in biochemical problems (pharmacokinetics, enzyme kinetics, etc.) (92C45) Epidemiology (92D30)
The worlds of statistics and differential equation modeling are separate. Most statisticians ignore the beauty and usefulness of using differential equations in practice and most mathematicians ignore even basic concepts in estimation, testing and uncertainty quantification. This book is a partial solution to the problem and is written at a very low first-year graduate level. The book [the first author and \textit{B. W. Silverman}, Functional data analysis. 2nd ed. New York, NY: Springer (2005; Zbl 1079.62006)] updates and builds on techniques from the popular functional data analysis. From a statistical point of view, it starts from nonlinear regression -- with which most statisticians will be acquainted with due to classical books such as [\textit{D. M. Bates} and \textit{D. G. Watts}, Nonlinear regression analysis and its applications. New York etc.: John Wiley \& Sons (1988; Zbl 0728.62062)] among others. Building on these premises, the authors go on illustrating the basics of such ``trajectory matching, as they call traditional nonlinear regression, and ``gradient matching, which roughly means minimizing an integrated squared error instead of a error sum of squares. From a mathematical point of view, the book reviews several types of linear and nonlinear ordinary differential equations and systems of equations. Some of these are fundamental equations in mathematical physics and several prototypical examples are provided, such as a basic susceptible/infected model in the spread of epidemics and a few compartmental models very common, for example, when studying the pharmacokinetic properties of a drug. The book does not cover stochastic models, such as applied stochastic differential equations, and does not cover partial differential equations. The authors are very clear in clarifying that from the beginning, another plus to this well-written and much needed contribution.
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- Integral matching-based nonlinear grey Bernoulli model for forecasting the coal consumption in China
- Analysis of smart thermostat thermal models for residential building
- Selecting the derivative of a functional covariate in scalar-on-function regression
- Separable nonlinear least-squares parameter estimation for complex dynamic systems
- An evolutionary approach to fraud management
- A Bayesian approach to estimate parameters of ordinary differential equation
- Parameter estimation for grey system models: a nonlinear least squares perspective
- Timing observations of diffusions
- From zero to sixty: Calibrating real-time responses
- Sparse dynamical system identification with simultaneous structural parameters and initial condition estimation
- Data-driven learning of differential equations: combining data and model uncertainty
- Inferring stochastic dynamics from functional data
- Data-informed modeling in the health sciences
- Modelling functional data with high-dimensional error structure
- Differential equation models for statistical functions
- Learning interaction kernels in heterogeneous systems of agents from multiple trajectories
- From data to differential equations
- Dynamical systems described by relational elasticities with applications
- Modeling noisy data with differential equations using observed and expected matrices
- Spatial Regression With Partial Differential Equation Regularisation
- Application of one‐step method to parameter estimation in ODE models
- Model Checking for Parametric Ordinary Differential Equations Systems
- Parameter estimation strategies for separable grey system models with comparisons and applications
- Analytical solution of an ill-posed system of nonlinear ODE's
- Factor-augmented Model for Functional Data
- Data driven discovery of systems of ordinary differential equations using nonconvex multitask learning
- Systemic infinitesimal over-dispersion on graphical dynamic models
- Differential equations in data analysis
- Estimation of time-dependent transmission rate for COVID-19 SVIRD model using predictor-corrector algorithm
- Modeling trajectories using functional linear differential equations
- Lower bounds for nonparametric estimation of ordinary differential equations
- Intrinsic estimation of Frenet curvatures for 3D trajectory analysis
- Forecasting a time series of Lorenz curves: one-way functional analysis of variance
- Green's matching: an efficient approach to parameter estimation in complex dynamic systems
- Model selection for ordinary differential equations: a statistical testing approach
- Estimation of mixed-effects ordinary differential equation models linear in the parameters
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching
- Nonparametric estimation of ordinary differential equations: Snake and Stubble
- A Statistical Approach to Latent Dynamic Modeling with Differential Equations
- Simultaneous model discovery and state estimation under high data corruption
- A robust partial least squares approach for function-on-function regression
- Fast stable parameter estimation for linear dynamical systems
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