Prediction of high-dimensional time series with exogenous variables using generalized Koopman operator framework in reproducing kernel Hilbert space (Q2419613)

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Prediction of high-dimensional time series with exogenous variables using generalized Koopman operator framework in reproducing kernel Hilbert space
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    Prediction of high-dimensional time series with exogenous variables using generalized Koopman operator framework in reproducing kernel Hilbert space (English)
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    14 June 2019
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    high-dimensional time series
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    spatiotemporal dynamics
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    complex system
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    Koopman operator
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    Perron-Frobenius operator
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    dynamical system
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    reproducing kernel Hilbert space
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    Gaussian processes
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    machine learning
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    data mining
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    econophysics
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    financial markets modeling
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    energy forecasting
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    collective behavior
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