Modeling and Forecasting by Manifold Learning
Statistics & Analytical Sciences
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.
Ni, Xuelei (Sherry). "Modeling and Forecasting by Manifold Learning." Wiley Encyclopedia of Operations Research and Management Science. Eds. James J. Cochran, et al. New York: John Wiley & Sons, Inc., 2010. Print.