Bayesian Dynamic Mode Decomposition
Implementation of Bayesian dynamic mode decomposition (Bayesian DMD) by authors of the IJCAI paper (see below).
- MATLAB 2015a or later
- Statistics toolbox
demo.m for a simple demonstration of Bayesian DMD.
- Naoya Takeishi - http://www.naoyatakeishi.com/
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.
This project is licensed under the MIT License - see the LICENSE.txt file for details