Functional Kolmogorov–Arnold Networks is proposed, a nonlinear extension of the FPCR framework that integrates the Kolmogorov–Arnold network architecture with functional principal component representations and achieves competitive predictive performance compared with a range of existing functional regression approaches.
This paper introduces a novel algorithm for predicting conditional joint distributions of vector-valued targets in stochastic systems whose randomness is intrinsic rather than arising from observation errors or additive noise. Multivariate quantile regression also involves modeling conditional joint distributions but r...
The ability to derive the governing equations of a dynamical system from data is essential for prediction and control across many scientific fields. Two challenges, however, are the expansion of candidate terms when reducing higher-order equations to first-order form and noise from estimating derivatives. We propose Hi...
Kolmogorov-Arnold Networks (KANs) represent a compelling alternative to traditional Multi-Layer Perceptron (MLP)-based neural networks. By employing activation functions as learnable elements, KANs offer superior interpretability, making them suited for scientific domains. In this work, we investigate the neural scalin...
T. Čadež, Sanghoon Lee, Kyoung-Min Kim· 0 citations
Multi-step training of sparse, interpretable models of dynamical systems directly from time-series data yields models with accurate short-term dynamics and strong agreement in long-time statistical properties, including mean, variance, and Lyapunov exponents.
This paper investigates the estimation of the regression operator in function-on-function regression models. While traditional research has predominantly focused on linear models or their immediate nonlinear extensions, we propose a neural operator approach to accommodate general regression operators under mild smoothn...
T. Hsing, Su-Yun Huang, Toshinari Morimoto· 0 citations
Forecasting and causal inference in complex, non-linear dynamical systems are fundamentally challenging due to noisy and high-dimensional time-series data. While Empirical Dynamic Modeling addresses this via state-space reconstruction in Euclidean space, it suffers from the “curse of dimensionality,” distorting distanc...
Shigeki Kishi· bioRxiv· 0 citations
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