Stochastically Forced Ensemble Dynamic Mode Decomposition for Forecasting and Analysis of Near-Periodic Systems
Time series forecasting remains a central challenge problem in almost all scientific disciplines. We introduce a novel load forecasting method in which observed dynamics are modeled as a forced linear system using Dynamic Mode Decomposition (DMD) in time delay coordinates. Central to this approach i...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2022-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9739722/ |