Kernel-based prediction of non-Markovian time series
Faheem Gilani, Dimitrios Giannakis, John Harlim
Topics & Concepts
Kernel (algebra)Reproducing kernel Hilbert spaceSmoothingMathematicsEstimatorKernel regressionEmbeddingSmoothnessAlgorithmNonparametric regressionObservableSeries (stratigraphy)Kernel smootherIndependent and identically distributed random variablesTime seriesNoise (video)Computer scienceKernel methodArtificial intelligenceHilbert spaceStatisticsSupport vector machineRadial basis function kernelRandom variableBiologyMathematical analysisPhysicsImage (mathematics)CombinatoricsPaleontologyQuantum mechanicsModel Reduction and Neural NetworksClimate variability and modelsMeteorological Phenomena and Simulations