Skip to content

Commit 37d68b1

Browse files
authored
Merge pull request #9 from QuantEcon/author-year
MAINT: update bibtex to author-year
2 parents 473b71c + a71a6a0 commit 37d68b1

File tree

3 files changed

+10
-7
lines changed

3 files changed

+10
-7
lines changed

lectures/_config.yml

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -34,6 +34,7 @@ latex:
3434
sphinx:
3535
extra_extensions: [sphinx_multitoc_numbering, sphinxext.rediraffe, sphinx_tojupyter, sphinxcontrib.youtube, sphinx.ext.todo, sphinx_exercise, sphinx_togglebutton, sphinx.ext.intersphinx, sphinx_reredirects]
3636
config:
37+
bibtex_reference_style: author_year
3738
nb_mime_priority_overrides: [
3839
# HTML
3940
['html', 'application/vnd.jupyter.widget-view+json', 10],

lectures/_static/quant-econ.bib

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -2717,3 +2717,11 @@ @article{stachurski2019impossibility
27172717
year = "2019",
27182718
publisher = "Elsevier"
27192719
}
2720+
2721+
@book{Brunton_Kutz_2019,
2722+
place = {Cambridge},
2723+
title = {Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control},
2724+
publisher = {Cambridge University Press},
2725+
author = {Brunton, Steven L. and Kutz, J. Nathan},
2726+
year = {2019}
2727+
}

lectures/var_dmd.md

Lines changed: 1 addition & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -260,23 +260,18 @@ $$ (eq:AhatSVDformula)
260260
261261
## Dynamic Mode Decomposition (DMD)
262262
263-
264-
265263
We turn to the $ m >>n $ **tall and skinny** case associated with **Dynamic Mode Decomposition**.
266264
267265
Here an $ m \times n+1 $ data matrix $ \tilde X $ contains many more attributes (or variables) $ m $ than time periods $ n+1 $.
268266
269-
270267
Dynamic mode decomposition was introduced by {cite}`schmid2010`,
271268
272-
You can read about Dynamic Mode Decomposition here {cite}`DMD_book` and here [[BK19](https://python.quantecon.org/zreferences.html#id25)] (section 7.2).
269+
You can read about Dynamic Mode Decomposition here {cite}`DMD_book` and here {cite}`Brunton_Kutz_2019` (section 7.2).
273270
274271
**Dynamic Mode Decomposition** (DMD) computes a rank $ r < p $ approximation to the least squares regression coefficients $ \hat A $ described by formula {eq}`eq:AhatSVDformula`.
275272
276-
277273
We'll build up gradually to a formulation that is useful in applications.
278274
279-
280275
We'll do this by describing three alternative representations of our first-order linear dynamic system, i.e., our vector autoregression.
281276
282277
**Guide to three representations:** In practice, we'll mainly be interested in Representation 3.
@@ -289,7 +284,6 @@ We use such a small subset of DMD modes to construct a reduced-rank approximat
289284
290285
To do that, we'll want to use the **reduced** SVD's affiliated with representation 3, not the **full** SVD's affiliated with representations 1 and 2.
291286
292-
293287
**Guide to impatient reader:** In our applications, we'll be using Representation 3.
294288
295289
You might want to skip the stage-setting representations 1 and 2 on first reading.

0 commit comments

Comments
 (0)