Reconstructing dynamics of complex systems from noisy time series with hidden variables

Abstract

Abstract Reconstructing the equation of motion and thus the network topology of a system from time series is a very important problem. Although many powerful methods have been developed, it remains a great challenge to deal with systems in high dimensions with partial knowledge of the states. In this paper, we propose a new framework based on a well-designed cost functional, the minimization of which transforms the determination of both the unknown parameters and the unknown state evolution into parameter learning. This method can be conveniently used to reconstruct structures and dynamics of complex networks, even in the presence of noisy disturbances or for intricate parameter dependence. As a demonstration, we successfully apply it to the reconstruction of different dynamics on complex networks such as coupled Lorenz oscillators, neuronal networks, phase oscillators and gene regulation, from only a partial measurement of the node behavior. The simplicity and efficiency of the new framework makes it a powerful alternative to recover system dynamics even in high dimensions, which expects diverse applications in real-world reconstruction.