Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis

DOI10.1137/060670535MaRDI QIDQ3545641zbMATH OpenOpenAlexFDO

Authors Illia Horenko, Stamen I. Dolaptchiev, Christof Schütte, Rupert Klein

Publication date 11 December 2008

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/5e008c04907fa7f080771658ed81cc59708d4b3e

zbMATH Keywords

principal component analysishidden Markov modelsmetastabilitymultidimensional stochastic differential equationsseasonal autoregressive integrable model with moving average

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Principal dynamical components
• Automated Model Reduction for Complex Systems Exhibiting Metastability
• Reduced Stochastic Models for Complex Molecular Systems
• Numerical stochastic models for complexes of time series of weather elements
• Probability Distance Based Compression of Hidden Markov Models

Cited in

(4)

• Principal dynamical components
• Empirical evaluated SDE modelling for dimensionality-reduced systems and its predictability estimates
• Describing high-dimensional dynamics with low-dimensional piecewise affine models: Applications to renewable energy
• Normal forms for reduced stochastic climate models

Describes a project that uses

Uses Software

• NewtonLib

This page was built for publication: Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3545641)