Ridge Regression for Manifold-valued Time-Series with Application to Meteorological Forecast

Autor:	Nava-Yazdani, Esfandiar
Rok vydání:	2024
Předmět:	Mathematics - Differential Geometry Mathematics - Numerical Analysis Statistics - Applications Statistics - Machine Learning 53B 53C (Primary) 62 65D (Secondary)
Druh dokumentu:	Working Paper
Popis:	We propose a natural intrinsic extension of the ridge regression from Euclidean spaces to general manifolds, which relies on Riemannian least-squares fitting, empirical covariance, and Mahalanobis distance. We utilize it for time-series prediction and apply the approach to forecast hurricane tracks and their wind speeds.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2411.18339 Zobrazit plný text záznamu View this record from Arxiv