Using the minimum description length principle for global reconstruction of dynamic systems from noisy time series

2009 ◽  
Vol 80 (4) ◽  
Author(s):  
Ya. I. Molkov ◽  
D. N. Mukhin ◽  
E. M. Loskutov ◽  
A. M. Feigin ◽  
G. A. Fidelin
PLoS ONE ◽  
2022 ◽  
Vol 17 (1) ◽  
pp. e0262244
Author(s):  
Geon Lee ◽  
Se-eun Yoon ◽  
Kijung Shin

Given a sequence of epidemic events, can a single epidemic model capture its dynamics during the entire period? How should we divide the sequence into segments to better capture the dynamics? Throughout human history, infectious diseases (e.g., the Black Death and COVID-19) have been serious threats. Consequently, understanding and forecasting the evolving patterns of epidemic events are critical for prevention and decision making. To this end, epidemic models based on ordinary differential equations (ODEs), which effectively describe dynamic systems in many fields, have been employed. However, a single epidemic model is not enough to capture long-term dynamics of epidemic events especially when the dynamics heavily depend on external factors (e.g., lockdown and the capability to perform tests). In this work, we demonstrate that properly dividing the event sequence regarding COVID-19 (specifically, the numbers of active cases, recoveries, and deaths) into multiple segments and fitting a simple epidemic model to each segment leads to a better fit with fewer parameters than fitting a complex model to the entire sequence. Moreover, we propose a methodology for balancing the number of segments and the complexity of epidemic models, based on the Minimum Description Length principle. Our methodology is (a) Automatic: not requiring any user-defined parameters, (b) Model-agnostic: applicable to any ODE-based epidemic models, and (c) Effective: effectively describing and forecasting the spread of COVID-19 in 70 countries.


1992 ◽  
Vol 16 (4) ◽  
pp. 293-297 ◽  
Author(s):  
W.R. Foster ◽  
F. Collopy ◽  
L.H. Ungar

1998 ◽  
Vol 08 (07) ◽  
pp. 1505-1516 ◽  
Author(s):  
J. Timmer

Empirical time series often contain observational noise. We investigate the effect of this noise on the estimated parameters of models fitted to the data. For data of physiological tremor, i.e. a small amplitude oscillation of the outstretched hand of healthy subjects, we compare the results for a linear model that explicitly includes additional observational noise to one that ignores this noise. We discuss problems and possible solutions for nonlinear deterministic as well as nonlinear stochastic processes. Especially we discuss the state space model applicable for modeling noisy stochastic systems and Bock's algorithm capable for modeling noisy deterministic systems.


1994 ◽  
Vol 1 ◽  
pp. 231-255 ◽  
Author(s):  
D. J. Cook ◽  
L. B. Holder

The ability to identify interesting and repetitive substructures is an essential component to discovering knowledge in structural data. We describe a new version of our SUBDUE substructure discovery system based on the minimum description length principle. The SUBDUE system discovers substructures that compress the original data and represent structural concepts in the data. By replacing previously-discovered substructures in the data, multiple passes of SUBDUE produce a hierarchical description of the structural regularities in the data. SUBDUE uses a computationally-bounded inexact graph match that identifies similar, but not identical, instances of a substructure and finds an approximate measure of closeness of two substructures when under computational constraints. In addition to the minimum description length principle, other background knowledge can be used by SUBDUE to guide the search towards more appropriate substructures. Experiments in a variety of domains demonstrate SUBDUE's ability to find substructures capable of compressing the original data and to discover structural concepts important to the domain. Description of Online Appendix: This is a compressed tar file containing the SUBDUE discovery system, written in C. The program accepts as input databases represented in graph form, and will output discovered substructures with their corresponding value.


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