On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes

DOI10.1007/S11004-019-09806-8zbMATH Open1429.86013OpenAlexW2945671346MaRDI QIDQ2292255FDOQ2292255

Authors: P. Sochala, Mohamed Iskandarani 

Publication date: 3 February 2020

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-019-09806-8

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zbMATH Keywords

autoregressive modelsea surface heightuncertainty propagationdynamical modelslow-rank decomposition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32) Hydrology, hydrography, oceanography (86A05)

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Cited In (1)

• Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping

Uses Software

• HYCOM

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