Ridge Regression for Manifold-valued Time-Series with Application to Meteorological Forecast
under review
- We propose a natural intrinsic extension of the ridge regression from Euclidean spaces to general manifolds, which relies on Riemannian least-squares fitting, empirical covariance, and Mahalanobis distance. We utilize it for time-series prediction and apply the approach to forecast hurricane tracks and their wind speeds.
| Author: | Esfandiar Navayazdani |
|---|---|
| Document Type: | Article |
| Parent Title (English): | SIAM Journal on Mathematics of Data Science |
| Year of first publication: | 2024 |
| ArXiv Id: | http://arxiv.org/abs/2411.18339 |
| DOI: | https://doi.org/https://doi.org/10.48550/arXiv.2411.18339 |
