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Challenges in dynamic mode decomposition.

ABSTRACT: Dynamic mode decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics and neuroscience. Two of the main challenges remaining in DMD research are noise sensitivity and issues related to Krylov space closure when modelling nonlinear systems. Here, we investigate the combination of noise and nonlinearity in a controlled setting, by studying a class of systems with linear latent dynamics which are observed via multinomial observables. Our numerical models include system and measurement noise. We explore the influences of dataset metrics, the spectrum of the latent dynamics, the normality of the system matrix and the geometry of the dynamics. Our results show that even for these very mildly nonlinear conditions, DMD methods often fail to recover the spectrum and can have poor predictive ability. Our work is motivated by our experience modelling multilegged robot data, where we have encountered great difficulty in reconstructing time series for oscillatory systems with intermediate transients, which decay only slightly faster than a period.

SUBMITTER: Wu Z

PROVIDER: S-EPMC8692036 | biostudies-literature | 2021 Dec

REPOSITORIES: biostudies-literature

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Challenges in dynamic mode decomposition.

Wu Ziyou Z Brunton Steven L SL Revzen Shai S

Journal of the Royal Society, Interface 20211222 185

Dynamic mode decomposition (DMD) is a powerful tool for extracting spatial and temporal patterns from multi-dimensional time series, and it has been used successfully in a wide range of fields, including fluid mechanics, robotics and neuroscience. Two of the main challenges remaining in DMD research are noise sensitivity and issues related to Krylov space closure when modelling nonlinear systems. Here, we investigate the combination of noise and nonlinearity in a controlled setting, by studying ...[more]

PMID: 34932929

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Project description:MotivationIn the field of precision nutrition, predicting metabolic response to diet and identifying groups of differential responders are two highly desirable steps toward developing tailored dietary strategies. However, data analysis tools are currently lacking, especially for complex settings such as crossover studies with repeated measures.Current methods of analysis often rely on matrix or tensor decompositions, which are well suited for identifying differential responders but lacking in predictive power, or on dynamical systems modeling, which may be used for prediction but typically requires detailed mechanistic knowledge of the system under study. To remedy these shortcomings, we explored dynamic mode decomposition (DMD), which is a recent, data-driven method for deriving low-rank linear dynamical systems from high dimensional data.Combining the two recent developments "parametric DMD" (pDMD) and "DMD with control" (DMDc) enabled us to (i) integrate multiple dietary challenges, (ii) predict the dynamic response in all measured metabolites to new diets from only the metabolite baseline and dietary input, and (iii) identify inter-individual metabolic differences, i.e., metabotypes. To our knowledge, this is the first time DMD has been applied to analyze time-resolved metabolomics data.ResultsWe demonstrate the potential of pDMDc in a crossover study setting. We could predict the metabolite response to unseen dietary exposures on both measured (R2 = 0.40) and simulated data of increasing size (Rmax2= 0.65), as well as recover clusters of dynamic metabolite responses. We conclude that this method has potential for applications in personalized nutrition and could be useful in guiding metabolite response to target levels.Availability and implementationThe measured data analyzed in this study can be provided upon reasonable request. The simulated data along with a MATLAB implementation of pDMDc is available at https://github.com/FraunhoferChalmersCentre/pDMDc.

Dataset Information

Challenges in dynamic mode decomposition.

Publications

Challenges in dynamic mode decomposition.

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