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Data-Driven Forecasting of High-Dimensional Transient and Stationary Processes via Space-Time Projection

  • Space-Time Projection (STP) is introduced as a data-driven forecasting approach for high-dimensional and time-resolved data.
  • STP computes extended space-time proper orthogonal modes from training data to generate forecasts by projecting these modes onto new data.
  • The method relies on the orthogonality and optimal correlation of the modes, and no additional hyperparameters are required.
  • Comparative studies with LSTM neural networks showed that STP consistently provided more accurate forecasts.

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