Modeling and Forecasting by Manifold Learning
Department
Statistics and Analytical Sciences
Document Type
Book Chapter
Publication Date
2010
Abstract
Forecasting can benefit from recently emerged manifold learning algorithms. We describe the connection between manifold learning and forecasting. Moreover, we study the properties of different manifold learning methods and their reconstruction. These will be the technical core of the forecasting. Because manifold-based forecasting is model-free and totally nonlinear, it is promising in dealing with complex data.
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