Data-driven spectral decomposition and forecasting of ergodic dynamical systems

Published 2017 View Full Article

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Title
Data-driven spectral decomposition and forecasting of ergodic dynamical systems
Authors
Keywords
Koopman operators, Perron–Frobenius operators, Dynamic mode decomposition, Ergodic dynamical systems, Time change, Nonparametric forecasting, Kernel methods, Diffusion maps
Journal
APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS
Volume 47, Issue 2, Pages 338-396
Publisher
Elsevier BV
Online
2017-09-16
DOI
10.1016/j.acha.2017.09.001

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