A differential geometric approach to time series forecasting
作者：
Highlights：
• The methodology section in the paper is now divided into two sections namely, Mathematical Framework (Section 2) and (Computation Steps (Section 3) to improve the narrative.
• Section 2.1 has been added to introduce some of the key concepts and definitions that are central to this work. While most of these definitions are standard, presenting them will help with establishing the notation used in the paper.
• Section 2.3 has been added to discuss the existence and uniqueness of a solution to the geodesic equations.
• Section 3.5 has been added to discuss the existence and uniqueness of a solution to the adjoint equations.
• A typo is fixed.
摘要
•The methodology section in the paper is now divided into two sections namely, Mathematical Framework (Section 2) and (Computation Steps (Section 3) to improve the narrative.•Section 2.1 has been added to introduce some of the key concepts and definitions that are central to this work. While most of these definitions are standard, presenting them will help with establishing the notation used in the paper.•Section 2.3 has been added to discuss the existence and uniqueness of a solution to the geodesic equations.•Section 3.5 has been added to discuss the existence and uniqueness of a solution to the adjoint equations.•A typo is fixed.
论文关键词：Time series,Forecast,Manifolds,Geodesic
论文评审过程：Received 1 August 2020, Revised 21 February 2021, Accepted 28 February 2021, Available online 10 March 2021, Version of Record 10 March 2021.
论文官网地址：https://doi.org/10.1016/j.amc.2021.126150
