Adaptive Nonlinear Vector Autoregression: Robust Forecasting for Noisy Chaotic Time Series

Sherkhon Azimov, Susana Lopez-Moreno, Eric Dolores-Cuenca +3

Nonlinear vector autoregression (NVAR) and reservoir computing (RC) have shown promise in forecasting chaotic dynamical systems, such as the Lorenz-63 model and El Nino-Southern Os…