This code provides the algorithms to infer the latent initial conditions from a sequence of aggregate noisy observations of a dynamical system.
For details, see our paper Estimating initial conditions for dynamical systems with incomplete information, published in Nonlinear Dynamics (2022).
Check the /example folder and the LorenzSystemInitialization.ipynb notebook within for a tutorial on how to use the code.
Contributions are welcome! Please open issues or submit pull requests for improvements.
By using this code, you agree to the following points:
- The code is provided without any warranty or conditions of any kind. We assume no responsibility for errors or omissions in the results and interpretations arising from the application of the code.
- We would appreciate it if you cite our paper in publications where you use or modify it.
@article{kolic2022estimating,
title={Estimating initial conditions for dynamical systems with incomplete information},
author={Kolic, Blas and Sabuco, Juan and Farmer, J Doyne},
journal={Nonlinear Dynamics},
volume={108},
number={4},
pages={3783--3805},
year={2022},
publisher={Springer}
}
Kolic, B., Sabuco, J., & Farmer, J. D. (2022). Estimating initial conditions for dynamical systems with incomplete information. Nonlinear Dynamics, 108(4), 3783-3805.