Prediction of high-dimensional time series with exogenous variables using generalized Koopman operator framework in reproducing kernel Hilbert space (Q2419613)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction of high-dimensional time series with exogenous variables using generalized Koopman operator framework in reproducing kernel Hilbert space |
scientific article |
Statements
Prediction of high-dimensional time series with exogenous variables using generalized Koopman operator framework in reproducing kernel Hilbert space (English)
0 references
14 June 2019
0 references
high-dimensional time series
0 references
spatiotemporal dynamics
0 references
complex system
0 references
Koopman operator
0 references
Perron-Frobenius operator
0 references
dynamical system
0 references
reproducing kernel Hilbert space
0 references
Gaussian processes
0 references
machine learning
0 references
data mining
0 references
econophysics
0 references
financial markets modeling
0 references
energy forecasting
0 references
collective behavior
0 references