Reply to ``Comment on `Nonparametric forecasting of low-dimensional dynamical systems' ''

Reply to “Comment on ‘Nonparametric forecasting of low-dimensional dynamical systems' ”

Tyrus Berry, Dimitrios Giannakis, and John Harlim

Phys. Rev. E 93, 036202 – Published 16 March 2016

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.

Received 6 January 2016

DOI:https://doi.org/10.1103/PhysRevE.93.036202

Physics Subject Headings (PhySH)

Fluctuations & noise

Time series analysis

Nonlinear Dynamics

Authors & Affiliations

Tyrus Berry¹, Dimitrios Giannakis², and John Harlim^3,4

¹Department of Mathematical Sciences, George Mason University, Fairfax, Virginia 22030, USA
²Courant Institute of Mathematical Sciences, New York University, New York, New York 10012, USA
³Department of Mathematics, The Pennsylvania State University, University Park, Pennsylvania 16802-6400, USA
⁴Department of Meteorology, The Pennsylvania State University, University Park, Pennsylvania 16802-5013, USA

Comments & Replies

Comment on “Nonparametric forecasting of low-dimensional dynamical systems”

Dmitri Kondrashov, Mickaël D. Chekroun, and Michael Ghil

Phys. Rev. E 93, 036201 (2016)

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Original Article

Nonparametric forecasting of low-dimensional dynamical systems

Tyrus Berry, Dimitrios Giannakis, and John Harlim

Phys. Rev. E 91, 032915 (2015)

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Issue

Vol. 93, Iss. 3 — March 2016

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