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

Tyrus Berry1, Dimitrios Giannakis2, John Harlim3,4

  • 1Department of Mathematical Sciences, George Mason University, Fairfax, Virginia 22030, USA.

Physical Review. E
|April 15, 2016
PubMed
Summary

This study compares diffusion forecasting with past-noise forecasting (PNF) for El Niño index predictions. Diffusion forecasts offer qualitative differences and can be used to predict extreme event probabilities.

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