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Ridge Regression for Manifold-valued Time-Series with Application to Meteorological Forecast (2411.18339v2)
Published 27 Nov 2024 in math.DG, cs.NA, math.NA, stat.AP, and stat.ML
Abstract: 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.
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