Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis
type: Item
instance of: scholarly article
title: Automated Generation of Reduced Stochastic Weather Models I: Simultaneous Dimension and Model Reduction for Time Series Analysis
zbMATH Open document ID: 1152.62056
DOI: 10.1137/060670535
author: Illia Horenko
author: Stamen I. Dolaptchiev
author: Christof Schütte
author: Rupert Klein
published in: Multiscale Modeling & Simulation
publication date: 2008-12-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62P12
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5381398
zbMATH Keywords: principal component analysis
zbMATH Keywords: hidden Markov models
zbMATH Keywords: multidimensional stochastic differential equations
zbMATH Keywords: metastability
zbMATH Keywords: seasonal autoregressive integrable model with moving average
describes a project that uses: NewtonLib
MaRDI profile type: Publication
OpenAlex ID: W2027079844
description: scientific article