Creating ODESystems for HAVOK about datadrivendiffeq.jl HOT 3 CLOSED

I am thinking about this ( and also see #56 ). Currently my target is to write up the docs, get some additional optimisation / identification routines for SINDY running and then get to the delays.
The implementation of HAVOK ( at least what is in the examples, there is a different PR open for this #53 ) is rather experimental.

To answer your questions:

1. Not yet

2. Maybe you can try sparse_regression defined here. There is also an iip version which gives you the matrix given DX and Theta, which should be the delay stuff)

Hope this helps.

from datadrivendiffeq.jl.

Hi, this helped a lot. I think that the best way to go forward with this would be usign sparse_regression and manually creating an ODE system, which isn't that hard if you are using v_{r+1} as a forcing function since you can just use some interpolation package, but doing actual online prediction using HAVOK where v_{r+1} is being estimated by convolving with left singular vectors is likely more involved. I look forward to seeing what features get added to this package.

from datadrivendiffeq.jl.

I'll close this for now :)

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