Generative Adversarial Network for Probabilistic Forecast of Random Dynamical Systems

DOI10.1137/21M1457448WikidataQ114073946 ScholiaQ114073946MaRDI QIDQ5095487

Kyongmin Yeo, Zan Li, Wesley M. Gifford

Publication date: 9 August 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.03126

zbMATH Keywords

recurrent neural networkrandom dynamical systemuncertainty quantificationdeep learninggenerative adversarial network

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Artificial neural networks and deep learning (68T07) Neural nets and related approaches to inference from stochastic processes (62M45)

Uses Software

• EnKF
• Adam
• SeqGAN
• SGDR
• PyTorchTS
• DeepAR
• DeepONet

Cites Work

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