Add SC-DyNeMo to models.

[evanr70]

Adds DampedOscillatorCovarianceMatricesLayer and a model for single-channel DyNeMo on time-embedded data.

The model is defined by the auto-correlation function of each mode, given by:

$$ R_j (\tau) = A_j e^{- \lambda_j \tau}\cos(2 \pi f_j \tau) $$

where,

• $\lambda_j$ is the damping factor
• $f_j$ is the frequency of the oscillator
• $A_j$ is the amplitude

for the $j$-th mode.

The ACFs form the first row of a symmetric Toeplitz matrix:

$$ \Sigma_j = \begin{bmatrix} R_j(0) & R_j(1) & \dots & R_j(p-1) \\ R_j(1) & R_j(0) & \dots & R_j(p-2) \\ \vdots & \vdots & \ddots & \vdots \\ R_j(p-1) & R_j(p-2) & \dots & R_j(0) \end{bmatrix} $$

where $p$ is the embedding dimension.

[cgohil8]

I really like the new approach (with a custom class) to handle errors! Let's create a new module in osl_dynamics.utils for errors which we can add to in the future - i'll do this.

[evanr70]

Failing format check is on files I've not edited. Any idea what that's about? Has changed since yesterday.

[cgohil8]

Bizarre, no idea. But not a big deal in my opinion, just format the file and commit.

[cgohil8]

@evanr70 are you still working on this?