A data-driven statistical-stochastic surrogate modeling strategy for complex nonlinear non-stationary dynamics.
Di QiJohn HarlimPublished in: J. Comput. Phys. (2023)
Keyphrases
- non stationary
- data driven
- highly nonlinear
- fractional brownian motion
- temporal evolution
- physical processes
- markov processes
- stochastic models
- adaptive algorithms
- white noise
- stock price
- complex systems
- autoregressive
- financial time series
- blind source separation
- stochastic processes
- feature extraction
- agent based models
- dynamic bayesian networks
- nonlinear dynamics
- dynamical systems
- feature space
- multi component
- signal processing
- evolutionary game theory
- multiscale