Physics Constrained Nonlinear Regression Models for Time Series

Monday, March 11, 2013 - 4:00pm - 4:30pm
Keller 3-180
John Harlim (North Carolina State University)
I will discuss a new class of physics constrained multi-level quadratic regression models for predicting invariant marginal statistics. These paradigm models incorporates memory effects in time and the nonlinear noise from energy conserving nonlinear interactions. I will discuss the mathematical conditions for ergodic solutions and present some preliminary results on their statistical predictive skill.
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