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

DOI10.1016/j.physd.2016.12.005zbMath1380.37111arXiv1611.01583MaRDI 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 reduction; uncertainty quantification; Gaussian process regression; data-driven prediction; Lorenz 96 model; T21 barotropic climate model

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62G08: Nonparametric regression and quantile regression

62F15: Bayesian inference

37N10: Dynamical systems in fluid mechanics, oceanography and meteorology

37H10: Generation, random and stochastic difference and differential equations

Uses Software

• PMTK