Reduced-space Gaussian process regression for data-driven probabilistic forecast of chaotic dynamical systems

DOI10.1016/j.physd.2016.12.005zbMath1380.37111arXiv1611.01583OpenAlexW2995241495MaRDI QIDQ1691147

Themistoklis P. Sapsis, Zhong Yi Wan

Publication date: 15 January 2018

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.01583

zbMATH Keywords

order reductionuncertainty quantificationGaussian process regressiondata-driven predictionLorenz 96 modelT21 barotropic climate model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Dynamical systems in fluid mechanics, oceanography and meteorology (37N10) Generation, random and stochastic difference and differential equations (37H10)

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Uses Software

• PMTK

Cites Work

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