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math.DS2023
A dynamic -Laplacian
Alvaro de Diego Unanue, Gary Froyland, Oliver Junge +1
We generalise the dynamic Laplacian introduced in (Froyland, 2015) to a dynamic -Laplacian, in analogy to the generalisation of the standard -Laplacian to the standard -La…
math.DS2023
A Koopman-Takens theorem: Linear least squares prediction of nonlinear time series
Péter Koltai, Philipp Kunde
The least squares linear filter, also called the Wiener filter, is a popular tool to predict the next element(s) of time series by linear combination of time-delayed observations.…
math.DS2023
Continuous-time extensions of discrete-time cocycles
Robin Chemnitz, Maximilian Engel, Péter Koltai
We consider linear cocycles taking values in driven by homeomorphic transformations of a smooth manifold, in discrete and continuous time. We show that…