Stochastic methods for the prediction of complex multiscale phenomena
James G. Glimm, David Sharp · Quarterly of Applied Mathematics · 1998
The purpose of this paper is to develop a general framework for the prediction of complex multiscale phenomena and to illustrate this framework through comparison to two examples of current interest to the authors. Prediction involves a two-step process of inverse prediction to describe the system, given observations of its behavior, and forward prediction, to specify system behavior, given its description.