Principal Dynamical Components

DOI10.1002/cpa.21411zbMath1284.62362arXiv1012.3963OpenAlexW2133528635MaRDI QIDQ4902775

Manuel D. De La Iglesia, Esteban G. Tabak

Publication date: 17 January 2013

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.3963

zbMATH Keywords

time seriesdynamical model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

Principal components: a descent algorithm ⋮ Bayesian optimization of empirical model with state-dependent stochastic forcing ⋮ Analysis of 20th century surface air temperature using linear dynamical modes

Cites Work

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• Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis
• Low-dimensional models of complex systems using principal interaction patterns
• Models for stochastic climate prediction
• A Survey of Model Reduction by Balanced Truncation and Some New Results

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