Using signatures and Koopman operator to learn non-linear dynamics

DOI10.1007/978-3-032-03924-8_9MaRDI QIDQ6847239zbMATH OpenFDO

Authors Stéphane Chrétien, Ben Gao, Jordan Patracone, Olivier Alata

Publication date 9 March 2026

Full work available at URL https://doi.org/10.1007/978-3-032-03924-8_9

zbMATH Keywords

Koopman operator approximationnonlinear dynamical systemssignature transform

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Linear composition operators (47B33) Numerical problems in dynamical systems (65P99)

Cites work

• A data-driven approximation of the koopman operator: extending dynamic mode decomposition
• Dynamic mode decomposition for financial trading strategies
• Extended dynamic mode decomposition with dictionary learning: A data-driven adaptive spectral decomposition of the Koopman operator
• Hamiltonian Systems and Transformation in Hilbert Space
• Linearization in the large of nonlinear systems and Koopman operator spectrum
• Linearly recurrent autoencoder networks for learning dynamics
• Modern Koopman theory for dynamical systems
• Proof of the Quasi-Ergodic Hypothesis
• Spectral properties of dynamical systems, model reduction and decompositions

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