diff --git a/lectures/_static/quant-econ.bib b/lectures/_static/quant-econ.bib index 0d00d3caa..cdca6700c 100644 --- a/lectures/_static/quant-econ.bib +++ b/lectures/_static/quant-econ.bib @@ -3,6 +3,14 @@ Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/ ### +@book{Brunton_Kutz_2019, + place={Cambridge}, + title={Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control}, + publisher={Cambridge University Press}, + author={Brunton, Steven L. and Kutz, J. Nathan}, + year={2019} +} + @article{wallis1980statistical, title={The statistical research group, 1942--1945}, author={Wallis, W Allen}, diff --git a/lectures/kalman_2.md b/lectures/kalman_2.md index 7381eac76..7ce07e33c 100644 --- a/lectures/kalman_2.md +++ b/lectures/kalman_2.md @@ -51,15 +51,12 @@ In addition to what's in Anaconda, this lecture will need the following librarie To conduct simulations, we bring in these imports, as in {doc}`A First Look at the Kalman filter `. ```{code-cell} ipython3 -%matplotlib inline import matplotlib.pyplot as plt -plt.rcParams["figure.figsize"] = (11, 5) #set default figure size import numpy as np from quantecon import Kalman, LinearStateSpace from collections import namedtuple from scipy.stats import multivariate_normal import matplotlib as mpl - mpl.rcParams['text.usetex'] = True mpl.rcParams['text.latex.preamble'] = r'\usepackage{{amsmath}}' ``` diff --git a/lectures/var_dmd.md b/lectures/var_dmd.md index 54d5d2fab..8e24e06b7 100644 --- a/lectures/var_dmd.md +++ b/lectures/var_dmd.md @@ -269,7 +269,7 @@ Here an $ m \times n+1 $ data matrix $ \tilde X $ contains many more attributes Dynamic mode decomposition was introduced by {cite}`schmid2010`, -You can read about Dynamic Mode Decomposition here {cite}`DMD_book` and here [[BK19](https://python.quantecon.org/zreferences.html#id25)] (section 7.2). +You can read about Dynamic Mode Decomposition {cite}`DMD_book` and {cite}`Brunton_Kutz_2019` (section 7.2). **Dynamic Mode Decomposition** (DMD) computes a rank $ r < p $ approximation to the least squares regression coefficients $ \hat A $ described by formula {eq}`eq:AhatSVDformula`.