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

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.

@article{nava-yazdani2025_2411.18339,
  title={ Ridge Regression for Manifold-valued Time-Series with Application to Meteorological Forecast },
  author={ Esfandiar Nava-Yazdani },
  journal={arXiv preprint arXiv:2411.18339},
  year={ 2025 }
}