# Learning dynamical systems from data: A simple cross-validation perspective, part III: Irregularly-Sampled Time Series

arXiv: https://arxiv.org/abs/2111.13037 · HTML: https://mlsanity.com/paper/2111.13037/

## Key facts

- Cited by 14 papers in the map (data through 14 Oct 2026).
- Builds on 16 of its 57 references that are in the map.
- First posted on arXiv 25 Nov 2021.

## Builds on (most cited first, 16 of 16)

- [GRU-ODE-Bayes: Continuous modeling of sporadically-observed time series](https://mlsanity.com/paper/1905.12374/) (2019)
- [Latent ODEs for Irregularly-Sampled Time Series](https://mlsanity.com/paper/1907.03907/) (2019)
- [Solving and Learning Nonlinear PDEs with Gaussian Processes](https://mlsanity.com/paper/2103.12959/) (2021)
- [Data-driven approximation of the Koopman generator: Model reduction, system identification, and control](https://mlsanity.com/paper/1909.10638/) (2019)
- [Kernel Flows: from learning kernels from data into the abyss](https://mlsanity.com/paper/1808.04475/) (2018)
- [Kernel-based approximation of the Koopman generator and Schr"odinger operator](https://mlsanity.com/paper/2005.13231/) (2020)
- [Machine Learning for Prediction with Missing Dynamics](https://mlsanity.com/paper/1910.05861/) (2019)
- [Computational Graph Completion](https://mlsanity.com/paper/2110.10323/) (2021)
- [Learning dynamical systems from data: a simple cross-validation perspective](https://mlsanity.com/paper/2007.05074/) (2020)
- [Consistency of Empirical Bayes And Kernel Flow For Hierarchical Parameter Estimation](https://mlsanity.com/paper/2005.11375/) (2020)
- [Data-driven geophysical forecasting: Simple, low-cost, and accurate baselines with kernel methods](https://mlsanity.com/paper/2103.10935/) (2021)
- [Kernel methods for center manifold approximation and a data-based version of the Center Manifold Theorem](https://mlsanity.com/paper/2012.00338/) (2020)
- [Dimensionality Reduction of Complex Metastable Systems via Kernel Embeddings of Transition Manifolds](https://mlsanity.com/paper/1904.08622/) (2019)
- [A Note on Kernel Methods for Multiscale Systems with Critical Transitions](https://mlsanity.com/paper/1804.09415/) (2018)
- [Deep regularization and direct training of the inner layers of Neural Networks with Kernel Flows](https://mlsanity.com/paper/2002.08335/) (2020)
- [Deep Ensemble Tensor Factorization for Longitudinal Patient Trajectories Classification](https://mlsanity.com/paper/1811.10501/) (2018)

## Built on by (most cited first, 14 of 14)

- [Predicting the impact of treatments over time with uncertainty aware neural differential equations](https://mlsanity.com/paper/2202.11987/) (2022)
- [One-Shot Learning of Stochastic Differential Equations with Data Adapted Kernels](https://mlsanity.com/paper/2209.12086/) (2022)
- [Learning About Structural Errors in Models of Complex Dynamical Systems](https://mlsanity.com/paper/2401.00035/) (2023)
- [Codiscovering graphical structure and functional relationships within data: A Gaussian Process framework for connecting the dots](https://mlsanity.com/paper/2311.17007/) (2023)
- [Data-Efficient Kernel Methods for Learning Differential Equations and Their Solution Operators: Algorithms and Error Analysis](https://mlsanity.com/paper/2503.01036/) (2025)
- [Kernel Methods for the Approximation of the Eigenfunctions of the Koopman Operator](https://mlsanity.com/paper/2412.16588/) (2024)
- [Gaussian Process Hydrodynamics](https://mlsanity.com/paper/2209.10707/) (2022)
- [Kernel Sum of Squares for Data Adapted Kernel Learning of Dynamical Systems from Data: A global optimization approach](https://mlsanity.com/paper/2408.06465/) (2024)
- [Structured Kolmogorov-Arnold Neural ODEs for Interpretable Learning and Symbolic Discovery of Nonlinear Dynamics](https://mlsanity.com/paper/2506.18339/) (2025)
- [Bridging Algorithmic Information Theory and Machine Learning: A New Approach to Kernel Learning](https://mlsanity.com/paper/2311.12624/) (2023)
- [Decoding Mean Field Games from Population and Environment Observations By Gaussian Processes](https://mlsanity.com/paper/2312.06625/) (2023)
- [Learning Surrogate Potential Mean Field Games via Gaussian Processes: A Data-Driven Approach to Ill-Posed Inverse Problems](https://mlsanity.com/paper/2502.11506/) (2025)
- [Reservoir Computing with a Single Oscillating Gas Bubble: Emphasizing the Chaotic Regime](https://mlsanity.com/paper/2504.07221/) (2025)
- [Ensemble forecasts in reproducing kernel Hilbert space family](https://mlsanity.com/paper/2207.14653/) (2022)

## Abstract (arXiv)

A simple and interpretable way to learn a dynamical system from data is to interpolate its vector-field with a kernel. In particular, this strategy is highly efficient (both in terms of accuracy and complexity) when the kernel is data-adapted using Kernel Flows (KF)citeOwhadi19 (which uses gradient-based optimization to learn a kernel based on the premise that a kernel is good if there is no significant loss in accuracy if half of the data is used for interpolation). Despite its previous successes, this strategy (based on interpolating the vector field driving the dynamical system) breaks down when the observed time series is not regularly sampled in time. In this work, we propose to address this problem by directly approximating the vector field of the dynamical system by incorporating time differences between observations in the (KF) data-adapted kernels. We compare our approach with the classical one over different benchmark dynamical systems and show that it significantly improves the forecasting accuracy while remaining simple, fast, and robust.