论文标题

部分可观测时空混沌系统的无模型预测

Functional Regression Models with Functional Response: A New Approach and a Comparative Study

论文作者

Bande, Manuel Febrero, de la Fuente, Manuel Oviedo, Darbalaei, Mohammad, Amini, Morteza

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

This paper proposes a new nonlinear approach for additive functional regression with functional response based on kernel methods along with some slight reformulation and implementation of the linear regression and the spectral additive model. The latter methods have in common that the covariates and the response are represented in a basis and so, can only be applied when the response and the covariates belong to a Hilbert space, while the proposed method only uses the distances among data and thus can be applied to those situations where any of the covariates or the response is not Hilbert, typically normed or even metric spaces with a real vector structure. A comparison of these methods with other procedures readily available in R is preformed in a simulation study and in real datasets showing the results of the advantages of the nonlinear proposals and the small loss of efficiency when the simulation scenario is truly linear. The comparison is done in the Hilbert case as it is the only scenario where all the procedures can be compared. Finally, the supplementary material provides a visualization tool for checking the linearity of the relationship between a single covariate and the response, another real data example, and a link to a GitHub repository where the code and data are available.} %and an example considering that the response is not Hilbertian.

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