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Title: Assessing the predictability of nonlinear dynamics under smooth parameter changes
Short-term forecasts of nonlinear dynamics are important for risk-assessment studies and to inform sustainable decision-making for physical, biological and financial problems, among others. Generally, the accuracy of short-term forecasts depends upon two main factors: the capacity of learning algorithms to generalize well on unseen data and the intrinsic predictability of the dynamics. While generalization skills of learning algorithms can be assessed with well-established methods, estimating the predictability of the underlying nonlinear generating process from empirical time series remains a big challenge. Here, we show that, in changing environments, the predictability of nonlinear dynamics can be associated with the time-varying stability of the system with respect to smooth changes in model parameters, i.e. its local structural stability. Using synthetic data, we demonstrate that forecasts from locally structurally unstable states in smoothly changing environments can produce significantly large prediction errors, and we provide a systematic methodology to identify these states from data. Finally, we illustrate the practical applicability of our results using an empirical dataset. Overall, this study provides a framework to associate an uncertainty level with short-term forecasts made in smoothly changing environments.  more » « less
Award ID(s):
1655203 1660584
NSF-PAR ID:
10204792
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Journal of The Royal Society Interface
Volume:
17
Issue:
162
ISSN:
1742-5689
Page Range / eLocation ID:
20190627
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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