Time delay coordinate based Dynamic Mode Decomposition of a compressible signal

Dynamic Mode Decomposition (DMD) is a data-driven modeling technique used to extract dynamic features in a complex physical system. We review the algorithm and establish its connection to the Koopman operator. DMD fails to work on problems where the data has a highly oscillatory flow. Time delay coordinates have been used as a modification in the DMD algorithm and is tested on data acquired from a compressible signal. This version of DMD perfectly captures the dynamics and results in a reliable model for future prediction.