Reply to "comment on 'Nonparametric forecasting of low-dimensional dynamical systems' " COMMENTS COMMENTS

Tyrus Berry, Dimitrios Giannakis, John Harlim

Research output: Contribution to journalArticle

Abstract

In this Reply we provide additional results which allow a better comparison of the diffusion forecast and the "past-noise" forecasting (PNF) approach for the El Niño index. We remark on some qualitative differences between the diffusion forecast and PNF, and we suggest an alternative use of the diffusion forecast for the purposes of forecasting the probabilities of extreme events.

Original languageEnglish (US)
Article number036202
JournalPhysical Review E
Volume93
Issue number3
DOIs
StatePublished - Mar 16 2016

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forecasting
dynamical systems
Forecast
Forecasting
Dynamical system
Extreme Events
Alternatives

ASJC Scopus subject areas

  • Condensed Matter Physics
  • Statistical and Nonlinear Physics
  • Statistics and Probability

Cite this

Reply to "comment on 'Nonparametric forecasting of low-dimensional dynamical systems' " COMMENTS COMMENTS. / Berry, Tyrus; Giannakis, Dimitrios; Harlim, John.

In: Physical Review E, Vol. 93, No. 3, 036202, 16.03.2016.

Research output: Contribution to journalArticle

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