Ridge Regression for Manifold-Valued Time-Series with Application to Hurricane Forecasting
摘要
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 intensities (maximum wind speeds).