A package providing manifold parametrization in the Diffusion Maps framework and identification of dynamical systems in the Koopman operator view with the Extended Dynamic Mode Decomposition.
Project description
The package provides:
(Extended-) Dynamic Mode Decomposition (EDMD) to approximate the Koopman operator for system identification.
Diffusion Maps to find meaningful geometric descriptions in point clouds, such as the eigenfunctions of the Laplace-Beltrami operator.
Data structure for time series collections (TSCDataFrame) and dedicated transformations, such as time-delay embeddings (TSCTakensEmbedding). The data structures operate with both EDMD and DMAP.
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