Data-driven spectral decomposition and forecasting of ergodic dynamical systems

DOI10.1016/J.ACHA.2017.09.001zbMath1420.37113arXiv1507.02338OpenAlexW2963013180MaRDI QIDQ2325539

Dimitrios Giannakis

Publication date: 26 September 2019

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.02338

zbMATH Keywords

kernel methodsergodic dynamical systemsdiffusion mapsdynamic mode decompositionPerron-Frobenius operatorsnonparametric forecastingKoopman operators

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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Uses Software

• IntDim

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