PyDaddy: A Python Package for Discovering SDEs from Time Series Data

Nabeel A, Karichannavar A, Palathingal S, Jhawar J, Brückner D, Danny Raj M, Guttal V. 2024. PyDaddy: A Python Package for Discovering SDEs from Time Series Data, Zenodo, 10.5281/ZENODO.7137151.

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Nabeel, Arshed; Karichannavar, Ashwin; Palathingal, Shuaib; Jhawar, Jitesh; Brückner, DavidISTA ; Danny Raj, Masila; Guttal, Vishwesha
Department
Abstract
PyDaddy is an open source package which is a key contribution of the manuscript Nabeel et al, arXiv:2205.02645. The basic scientific premise for this package is to discover the nature of stochasticity in ecological time series datasets. It is well known that the stochasticity can affect the dynamics of ecological systems in counter-intuitive ways. Without understanding the equations (typically, in the form of stochastic differential equations or SDEs, in short) that govern the dynamics of populations or ecosystems, it's challenging to determine the impact of randomness on real datasets. In this manuscript and accompanying package, we introduce a methodology for discovering equations (SDEs) that transforms time series data of state variables into stochastic differential equations. This approach merges traditional stochastic calculus with modern equation-discovery techniques. We showcase the generality of our method through various applications and discuss its limitations and potential pitfalls, offering diagnostic measures to address these challenges.
Publishing Year
Date Published
2024-09-18
Publisher
Zenodo
Acknowledgement
This study was partially funded by Science and Engineering Research Board, Department of Science and Technology, Government of India to Vishwesha Guttal.
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Nabeel A, Karichannavar A, Palathingal S, et al. PyDaddy: A Python Package for Discovering SDEs from Time Series Data. 2024. doi:10.5281/ZENODO.7137151
Nabeel, A., Karichannavar, A., Palathingal, S., Jhawar, J., Brückner, D., Danny Raj, M., & Guttal, V. (2024). PyDaddy: A Python Package for Discovering SDEs from Time Series Data. Zenodo. https://doi.org/10.5281/ZENODO.7137151
Nabeel, Arshed, Ashwin Karichannavar, Shuaib Palathingal, Jitesh Jhawar, David Brückner, Masila Danny Raj, and Vishwesha Guttal. “PyDaddy: A Python Package for Discovering SDEs from Time Series Data.” Zenodo, 2024. https://doi.org/10.5281/ZENODO.7137151.
A. Nabeel et al., “PyDaddy: A Python Package for Discovering SDEs from Time Series Data.” Zenodo, 2024.
Nabeel A, Karichannavar A, Palathingal S, Jhawar J, Brückner D, Danny Raj M, Guttal V. 2024. PyDaddy: A Python Package for Discovering SDEs from Time Series Data, Zenodo, 10.5281/ZENODO.7137151.
Nabeel, Arshed, et al. PyDaddy: A Python Package for Discovering SDEs from Time Series Data. Zenodo, 2024, doi:10.5281/ZENODO.7137151.
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