Analog Forecasting with Dynamics-Adapted Kernels

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:luckyhelen
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  We introduce a suite of forecasting methods which improve traditional analog forecasting by combining ideas from state-space reconstruction in dynamical systems and kernel methods developed in harmonic analysis and machine learning.The first improvement is to use Takens' delay-coordinate maps to recover information lost through partial observations.Then,weighted ensembles of analogs are chosen according to similarity kernels featuring an explicit dependence on the dynamical vector field generating the data.
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