论文标题
发现管理时间序列的普通微分方程
Discovering ordinary differential equations that govern time-series
论文作者
论文摘要
自然定律通常是通过微分方程来描述的,但要找到一个微分方程,该方程式描述了关于观察到的数据的管理法律是一项具有挑战性的,但仍然是手动任务。在本文中,我们朝着该过程的自动化迈出了一步:我们提出了一个基于变压器的序列到序列模型,该模型从符号序列数据中以符号序列的形式恢复了标量自主的普通微分方程(ODE)。我们的方法有效地可扩展:在一系列ODE上进行一次预处理后,我们可以在模型的一些正向通过中推断出新的观察到的解决方案的管理定律。然后,我们表明,就ode的准确符号恢复而言,我们的模型在各种测试用例中的表现更好或与现有方法相提并论,尤其是对于更复杂的表达式。
Natural laws are often described through differential equations yet finding a differential equation that describes the governing law underlying observed data is a challenging and still mostly manual task. In this paper we make a step towards the automation of this process: we propose a transformer-based sequence-to-sequence model that recovers scalar autonomous ordinary differential equations (ODEs) in symbolic form from time-series data of a single observed solution of the ODE. Our method is efficiently scalable: after one-time pretraining on a large set of ODEs, we can infer the governing laws of a new observed solution in a few forward passes of the model. Then we show that our model performs better or on par with existing methods in various test cases in terms of accurate symbolic recovery of the ODE, especially for more complex expressions.