| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10735688 | Physica D: Nonlinear Phenomena | 2012 | 18 Pages |
Abstract
⺠Relative entropy as a metric of predictive skill and model error. ⺠Long-range predictive skill revealed through coarse-grained partitions of phase space. ⺠Equilibrium consistency condition in long-range forecasts. ⺠Predictive fidelity of nonstationary autoregressive models with periodic external factors.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Dimitrios Giannakis, Andrew J. Majda, Illia Horenko,