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This course presents HAVOK analysis, a data-driven method using Koopman operator theory and eigen-time-delay coordinates to model chaotic nonlinear systems as linear systems with intermittent forcing. It demonstrates regression, prediction, and reconstruction on the Lorenz attractor, including MATLAB code.
Syllabus
Introduction
Dynamical Systems
Sensitivity to Initial Conditions
Koopman Operator Theory
Invariant Subspaces
HAVOK Analysis
Embedding Theorem
Koopman in Habit
Building a Regression Model
Results
Prediction
Nonlinearity
Model
Download
MATLAB Model
Lorenz Model
Conclusion
Taught by
Steve Brunton