Nonparametric functions for time-varying parameters in ODE models?

[sdwfrost]

Dear All,

I’m interested in having an ODE model where the parameters change over time specified by some nonparametric function e.g. splines, or at least some sort of basis function over time, etc. so I can get a flexible fit to data. Are there any examples you can point me to, or recommendations for what Julia packages play nicely with SciML in terms of autodiff etc.?

Best
Simon

[ChrisRackauckas]

@sdwfrost

I’m interested in having an ODE model where the parameters change over time specified by some nonparametric function e.g. splines, or at least some sort of basis function over time, etc. so I can get a flexible fit to data. Are there any examples you can point me to, or recommendations for what Julia packages play nicely with SciML in terms of autodiff etc.?

We usually use DataInterpolations.jl for this, though Interpolations.jl will work for other cases.