Probabilistic forecast of nonlinear dynamical systems with uncertainty quantification

DOI10.1016/j.physd.2023.133938arXiv2305.08942MaRDI QIDQ6117709

Yizi Lin, Victor Chang Lee, Mengyang Gu, Diana Y. Qiu

Publication date: 21 February 2024

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

Full work available at URL: https://arxiv.org/abs/2305.08942

zbMATH Keywords

forecast; Gaussian processes; uncertainty quantification; generative models; dynamic mode decomposition; Bayesian prior

Mathematics Subject Classification ID

62-XX: Statistics

62Fxx: Parametric inference

62Mxx: Inference from stochastic processes

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