This theoretical example utilises data generated by the infamous Lorenz system. The data Analysis Histogram Power spectrum Autocorrelation Mutual information Delay reconstruction Forecasts Parameter estimation Measurement errors have been added to the data to synthetically mimic observational uncertainty. The learning set is 8192 points long, approximately 800 periods. There are 32 test sets each of length 16.
Example quantify the quality of each forecast as a function of time.