most citedPredictability Analysis and Prediction of Discrete Weather and Financial Time-Series Data with a Hamiltonian-Based Filter-Projection Approach

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physics.data-an2024★ 1 cited

Predictability Analysis and Prediction of Discrete Weather and Financial Time-Series Data with a Hamiltonian-Based Filter-Projection Approach

Henrik Kiefer, Denis Furtel, Cihan Ayaz +3

The generalized Langevin equation (GLE), derived by projection from a general many-body Hamiltonian, exactly describes the dynamics of an arbitrary coarse-grained variable in a com…