Reconstructing Dynamics, Not Values: A Delay-Embedding Approach to Gappy Time Series

bravo_abad · x · 2026-09-20

Instead of predicting missing points from correlations, Wu et al. recover the geometry of the dynamical system first. Delay embedding reconstructs the attractor from a fully observed variable; a Gaussian process then learns the mapping between the partial and full manifolds to fill missing states. The key idea: dynamical-systems theory supplies the prior, so ML doesn't rediscover the dynamics from scratch.

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