EmpiricalDynamics: Empirical Discovery of Differential Equations from Time Series Data
Abstract
A comprehensive toolkit for discovering differential and difference equations from empirical time series data using symbolic regression. The package implements a complete workflow from data preprocessing (including Total Variation Regularized differentiation for noisy economic data), visual exploration of dynamical structure, and symbolic equation discovery via genetic algorithms. It leverages a high-performance 'Julia' backend ('SymbolicRegression.jl') to provide industrial-grade robustness, physics-informed constraints, and rigorous out-of-sample validation. Designed for economists, physicists, and researchers studying dynamical systems from observational data.
Fields of Study & Subjects
Model Reduction and Neural Networks
Control Systems and Identification
Mathematical and Computational Methods
Publication details
- Publication date
- 16 January 2026
- Document type
- Dataset