Discovering stochastic dynamical equations from biological time series data
This addresses the inverse problem of determining stochastic dynamics from data for researchers in ecology and biology, though it appears incremental as it builds on existing techniques.
The authors tackled the problem of inferring stochastic differential equations from biological time series data, presenting a method that combines stochastic calculus with equation-discovery techniques and demonstrating its ability to recover correct underlying equations from synthetic and real-world datasets like fish schooling and single-cell migration.
Theoretical studies have shown that stochasticity can affect the dynamics of ecosystems in counter-intuitive ways. However, without knowing the equations governing the dynamics of populations or ecosystems, it is difficult to ascertain the role of stochasticity in real datasets. Therefore, the inverse problem of inferring the governing stochastic equations from datasets is important. Here, we present an equation discovery methodology that takes time series data of state variables as input and outputs a stochastic differential equation. We achieve this by combining traditional approaches from stochastic calculus with the equation-discovery techniques. We demonstrate the generality of the method via several applications. First, we deliberately choose various stochastic models with fundamentally different governing equations; yet they produce nearly identical steady-state distributions. We show that we can recover the correct underlying equations, and thus infer the structure of their stability, accurately from the analysis of time series data alone. We demonstrate our method on two real-world datasets -- fish schooling and single-cell migration -- which have vastly different spatiotemporal scales and dynamics. We illustrate various limitations and potential pitfalls of the method and how to overcome them via diagnostic measures. Finally, we provide our open-source codes via a package named PyDaDDy (Python library for Data Driven Dynamics).