Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis (Q3545641)

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Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis
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    Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis (English)
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    11 December 2008
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    principal component analysis
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    hidden Markov models
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    multidimensional stochastic differential equations
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    metastability
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    seasonal autoregressive integrable model with moving average
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