Diffusion Forecast

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：ming20080904

【摘要】

：

　　I will discuss a nonparametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds.In the limit of large data,this a

【作者】

：

HarlimJohn;

【机构】

：

The Pennsylvania State Univ.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　I will discuss a nonparametric modeling approach for forecasting stochastic dynamical systems on low-dimensional manifolds.In the limit of large data,this approach converges to a Galerkin projection of the semigroup solution of the backward Kolmogorov equation of the underlying dynamics on a basis adapted to the invariant measure.

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Diffusion Forecast

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