This python code illustrates how to apply Dynamic Mode Decomposition (DMD) to univariate time series forecasting tasks.
Two examples are provided here.
For the explanation of DMD, please refer to this HackMD notes: Dynamic Mode Decomposition.
The major reference is this arXiv article: On Dynamic Mode Decomposition: Theory and Applications.
To experiment with the examples, run
pip install -r requirements.txt
python dmd_example01.py
python dmd_example02.py
- Tweak the HackMD note more readable and add the Python code inside that note.