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

Tyrus Berry; Dimitrios Giannakis; John Harlim

doi:10.1103/PhysRevE.93.036202

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

Tyrus Berry, Dimitrios Giannakis, John Harlim

Mathematics

Research output: Contribution to journal › Article › peer-review

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 language	English (US)
Article number	036202
Journal	Physical Review E
Volume	93
Issue number	3
DOIs	https://doi.org/10.1103/PhysRevE.93.036202
State	Published - Mar 16 2016

ASJC Scopus subject areas

Statistical and Nonlinear Physics
Statistics and Probability
Condensed Matter Physics

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10.1103/PhysRevE.93.036202

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

Abstract

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