Reduced-space Gaussian Process Regression for data-driven probabilistic forecast of chaotic dynamical systems

© 2016 Elsevier B.V. We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of choice using Gaussian Process Regression...

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Bibliographic Details
Main Authors: Wan, Zhong Yi, Sapsis, Themistoklis P
Format: Article
Language:English
Published: Elsevier BV 2021
Online Access:https://hdl.handle.net/1721.1/134449