Learning Dynamical Systems from Partial Observations

26 Feb 2019  ·  Ibrahim Ayed, Emmanuel de Bézenac, Arthur Pajot, Julien Brajard, Patrick Gallinari ·

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled by an unknown time-varying differential equation, and the evolution term is estimated from the data, using a neural network. Any future state can then be computed by placing the associated differential equation in an ODE solver. We first evaluate our approach on shallow water and Euler simulations. We find that our method not only demonstrates high quality long-term forecasts, but also learns to produce hidden states closely resembling the true states of the system, without direct supervision on the latter. Additional experiments conducted on challenging, state of the art ocean simulations further validate our findings, while exhibiting notable improvements over classical baselines.

PDF Abstract
No code implementations yet. Submit your code now



  Add Datasets introduced or used in this paper

Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here