Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis
DOI10.1137/060670535zbMath1152.62056OpenAlexW2027079844MaRDI QIDQ3545641
Illia Horenko, Christof Schütte, Stamen I. Dolaptchiev, Rupert Klein
Publication date: 11 December 2008
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5e008c04907fa7f080771658ed81cc59708d4b3e
principal component analysismetastabilityhidden Markov modelsmultidimensional stochastic differential equationsseasonal autoregressive integrable model with moving average
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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