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Bayesian Dynamic Mode Decomposition

Implementation of Bayesian dynamic mode decomposition (Bayesian DMD) by authors of the IJCAI paper (see below).

Prerequisites

  • MATLAB 2015a or later
  • Statistics toolbox

Demo Script

Run demo.m for a simple demonstration of Bayesian DMD.

Author

Reference

Naoya Takeishi, Yoshinobu Kawahara, Yasuo Tabei, and Takehisa Yairi, "Bayesian Dynamic Mode Decomposition," in Proc. of the 26th Int'l Joint Conf. on Artificial Intelligence (IJCAI), pp. 2814-2821, 2017.

https://www.ijcai.org/proceedings/2017/392

License

This project is licensed under the MIT License - see the LICENSE.txt file for details

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Bayesian Dynamic Mode Decomposition (Bayesian DMD)

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