EmpiricalDynamics: Empirical Discovery of Differential Equations from Time Series Data

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Authors: José Mauricio Gómez Julián
Cited by: 0

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