We investigate whether the past of an auxiliary time series provides predictive information about a target beyond that contained in the target's own history. We compare matched out-of-sample target-only and target-plus-source forecasts and introduce the forecast-error distribution entropy (FEDE) predictive-causality fr...
Extreme events (EEs) in chaotic dynamics are rare broad excursions whose forecastability can be altered by dynamical noise. We investigate how noise changes EE occurrence and prediction skill across forecast horizons in a third-order autonomous chaotic flow. A single clean-data threshold is frozen for all realizations,...
Largest Lyapunov exponents (LLEs) quantify exponential sensitivity, but data-driven estimates are often obtained from finite-precision trajectories. We show that increasing the length of a single reduced-precision chaotic record can eventually degrade a forecast-error LLE estimate. Using the logistic map at r=4, an ESP...
Estimating positive largest Lyapunov exponents from data is comparatively natural because neighboring trajectories separate, whereas stable dynamics require resolving contraction before measurement noise or finite precision erases the signal. We introduce a period-aware forecast-error contraction procedure for estimati...
Andrei Velichko, N'gbo N'gbo, Viet-Thanh Pham· 0 citations
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