Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques
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Publication:2125604
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Cited in
(23)- A framework for machine learning of model error in dynamical systems
- Learning dynamical systems from data: a simple cross-validation perspective. III: Irregularly-sampled time series
- Simplicity bias, algorithmic probability, and the random logistic map
- Learning to Forecast Dynamical Systems from Streaming Data
- Bridging algorithmic information theory and machine learning: a new approach to kernel learning
- Hausdorff metric based training of kernels to learn attractors with application to 133 chaotic dynamical systems
- Learning dynamical systems from data: a simple cross-validation perspective. V: Sparse kernel flows for 132 chaotic dynamical systems
- Kernel-based prediction of non-Markovian time series
- Solving PDEs on unknown manifolds with machine learning
- Kernel Analog Forecasting: Multiscale Test Problems
- Kernel methods for center manifold approximation and a weak data-based version of the center manifold theorem
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- Koopman operator framework for time series modeling and analysis
- One-shot learning of stochastic differential equations with data adapted kernels
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- Learning dynamical systems from data: a simple cross-validation perspective. IV: Case with partial observations
- A note on microlocal kernel design for some slow-fast stochastic differential equations with critical transitions and application to EEG signals
- Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions
- Learning Theory for Dynamical Systems
- Analog forecasting with dynamics-adapted kernels
- Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds
- Ensemble forecasts in reproducing kernel Hilbert space family
- Prediction of high-dimensional time series with exogenous variables using generalized Koopman operator framework in reproducing kernel Hilbert space
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