Smoothing Screening and Reweighted Sparse Discovery of Noisy Governing Equations
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Abstract
Discovering governing equations from noisy trajectories depends on derivative estimation, library conditioning, and model selection. This manuscript proposes HERMES, a broader slow-fast and symbolic architecture, and evaluates a regression-side realization combining per-state Savitzky–Golay filtering, window selection, correlation screening, and reweighted thresholded least squares. The reported campaign uses Lotka–Volterra, unforced Duffing, and a three-species multiscale decay chain, with four noise levels and twenty realizations per system and level. At 5% noise the pooled reported exact-recovery rate is 0.667 versus 0.000 for the tested raw-finite-difference STLSQ and ensemble-lite baselines; coefficient relative error is 0.0551±0.0647 versus 0.4615±0.5710 for STLSQ. The chain has no reported exact recovery at any level. At 10% noise Duffing’s 0.900 rate corresponds to two failures among twenty realizations. The campaign does not test hidden-state recovery, neural slow-fast decomposition, evolutionary refinement, or a Pareto-front output. Aggregation units and statistical implementation require original records, and unequal derivative preprocessing limits attribution of the observed advantage to sparse-discovery methodology.
Keywords
Equation discovery Multiscale systems Symbolic regression Sparse identification Slow-fast dynamics Noise robustnessReferences (37)
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