Ridge Regression for Manifold-valued Time-Series with Application to Meteorological Forecast

Esfandiar Nava-Yazdani
[stat.AP,stat.ML]

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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