Forecasting turbulent modes with nonparametric diffusion models: learning from noisy data

DOI10.1016/j.physd.2016.01.012zbMath1364.62115arXiv1501.06848OpenAlexW2255975795MaRDI QIDQ2357506

John Harlim, Tyrus Berry

Publication date: 13 June 2017

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

Full work available at URL: https://arxiv.org/abs/1501.06848

zbMATH Keywords

kernel methodsdiffusion modelsdiffusion mapsnonparametric forecastingdiffusion forecasttime-lagged embedding

Mathematics Subject Classification ID

Density estimation (62G07) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Meteorology and atmospheric physics (86A10) Nonparametric inference (62G99)

Related Items (6)

Dimension reduction for systems with slow relaxation. In memory of Leo P. Kadanoff ⋮ Nonparametric Uncertainty Quantification for Stochastic Gradient Flows ⋮ Reduced-space Gaussian process regression for data-driven probabilistic forecast of chaotic dynamical systems ⋮ Diffusion forecasting model with basis functions from QR-decomposition ⋮ Numerical Model Construction with Closed Observables ⋮ Higher Order Dynamic Mode Decomposition

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