63 citations · 95 across the 8 of their papers we have counts for
Showing 2012 · stat.MEShow all
3 papers · 2 filters
stat.ME2012★ 6 cited
Mixed LICORS: A Nonparametric Algorithm for Predictive State Reconstruction
Georg M. Goerg, Cosma Rohilla Shalizi
We introduce 'mixed LICORS', an algorithm for learning nonlinear, high-dimensional dynamics from spatio-temporal data, suitable for both prediction and simulation. Mixed LICORS ext…
stat.ME2012★ 16 cited
LICORS: Light Cone Reconstruction of States for Non-parametric Forecasting of Spatio-Temporal Systems
Georg M. Goerg, Cosma Rohilla Shalizi
We present a new, non-parametric forecasting method for data where continuous values are observed discretely in space and time. Our method, "light-cone reconstruction of states" (L…
stat.ME2012★ 1 cited
Forecastable Component Analysis (ForeCA)
Georg M. Goerg
I introduce Forecastable Component Analysis (ForeCA), a novel dimension reduction technique for temporally dependent signals. Based on a new forecastability measure, ForeCA finds a…