Uncertainty quantification (UQ) is increasingly critical for modelling complex systems in which input parameters or environmental conditions vary unpredictably. Polynomial chaos methods offer a ...

Abstract. We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series ...

SIAM Journal on Numerical Analysis, Vol. 55, No. 1 (2017), pp. 63-86 (24 pages) A new space-time discontinuous Galerkin (dG) method utilizing special Trefftz polynomial basis functions is proposed and ...

We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series of the ...