Closure-aware Koopman–analog selection for partially observed chaotic dynamics
摘要
Short-horizon prediction of chaotic dynamics becomes structurally ambiguous when only part of the state is observed: Measured variables may not form a closed autonomous system, and similar observed histories can correspond to different finite-horizon futures. ICA-KS, in-context analog Koopman selection, addresses this ambiguity by placing sparse identification of nonlinear dynamics (SINDy), delay-SINDy, a regularized Koopman predictor obtained from lifted regression, and training-only analog predictors in a finite candidate pool. Each candidate is fitted from training data, evaluated by validation rollouts and branch-specific safety diagnostics, and then one predictor is retained before held-out evaluation. The local future-dispersion statistic