How do I use Machine Learning to Analyze Time-Series data to extract parameters for a time-domain ODE whose solution is the data?

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Vishal Acharya 2017-2-15

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I have a time-series data set that is being modeled by a second order ODE with coefficients and parameters. These parameters are unknown and I would like to extract these parameters so that the data is a solution of the ODE in a statistical sense. The data has both deterministic content as well as noise.

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How do I use Machine Learning to Analyze Time-Series data to extract parameters for a time-domain ODE whose solution is the data?

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How do I use Machine Learning to Analyze Time-Series data to extract parameters for a time-domain ODE whose solution is the data?

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