Diffusion forecasting model with basis functions from QR-decomposition

DOI10.1007/s00332-017-9430-1zbMath1490.62290arXiv1708.00389OpenAlexW2739717106MaRDI QIDQ722000

John Harlim, Haizhao Yang

Publication date: 20 July 2018

Published in: Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.00389

zbMATH Keywords

Fokker-Planck equationnonparametric modeldiffusion mapsdiffusion forecastoperator estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Fokker-Planck equations (35Q84)

Related Items (2)

Operator-theoretic framework for forecasting nonlinear time series with kernel analog techniques ⋮ Geometric component analysis and its applications to data analysis

Uses Software

• LAPACK
• BLAS
• Elemental

Cites Work

• An introduction to turbulent dynamical systems in complex systems
• Semiparametric modeling: correcting low-dimensional model error in parametric models
• Variable bandwidth diffusion kernels
• Practical method for determining the minimum embedding dimension of a scalar time series
• Forecasting turbulent modes with nonparametric diffusion models: learning from noisy data
• Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
• Diffusion maps
• Elemental
• LAPACK Users' Guide
• A set of level 3 basic linear algebra subprograms
• Data-Driven Computational Methods
• Deterministic Nonperiodic Flow
• Theory of Reproducing Kernels
• Stochastic differential equations. An introduction with applications.

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