Dynamics reconstruction and classification via Koopman features

Data Mining and Knowledge Discovery
Wei ZhangJr-Shin Li

Abstract

Knowledge discovery and information extraction of large and complex datasets has attracted great attention in wide-ranging areas from statistics and biology to medicine. Tools from machine learning, data mining, and neurocomputing have been extensively explored and utilized to accomplish such compelling data analytics tasks. However, for time-series data presenting active dynamic characteristics, many of the state-of-the-art techniques may not perform well in capturing the inherited temporal structures in these data. In this paper, integrating the Koopman operator and linear dynamical systems theory with support vector machines, we develop an ovel dynamic data mining framework to construct low-dimensional linear models that approximate the nonlinear flow of high-dimensional time-series data generated by unknown nonlinear dynamical systems. This framework then immediately enables pattern recognition, e.g., classification, of complex time-series data to distinguish their dynamic behaviors by using the trajectories generated by the reduced linear systems. Moreover, we demonstrate the applicability and efficiency of this framework through the problems of time-series classification in bioinformatics and healthcare, including cogniti...Continue Reading

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