Empirical intrinsic geometry for nonlinear modeling and time series filtering
نویسندگان
چکیده
منابع مشابه
Empirical intrinsic geometry for nonlinear modeling and time series filtering.
In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametri...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 2013
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.1307298110