Figure 2.

Outline of steps in HAVOK method. First, given a dynamical system a single variable $x(t)$ is measured. Time-shifted copies of $x(t)$ are stacked to form a Hankel matrix $\mathit{H}$. The singular value decomposition (SVD) is applied to $\mathit{H}$, producing a low-dimensional representation $\mathit{V}$. The dynamic mode decomposition (DMD) is then applied to $\mathit{V}$ to form a linear dynamical model and a forcing term.