title: Link between statistical equilibrium fidelity and forecasting skill for complex systems with model error.
abstract: Understanding and improving the predictive skill of imperfect models for complex systems in their response to external forcing is a crucial issue in diverse applications such as for example climate change science. Equilibrium statistical fidelity of the imperfect model on suitable coarse-grained variables is a necessary but not sufficient condition for this predictive skill, and elementary examples are given here demonstrating this. Here, with equilibrium statistical fidelity of the imperfect model, a direct link is developed between the predictive fidelity of specific test problems in the training phase where the perfect natural system is observed and the predictive skill for the forced response of the imperfect model by combining appropriate concepts from information theory with other concepts based on the fluctuation dissipation theorem. Here a suite of mathematically tractable models with nontrivial eddy diffusivity, variance, and intermittent non-Gaussian statistics mimicking crucial features of atmospheric tracers together with stochastically forced standard eddy diffusivity approximation with model error are utilized to illustrate this link.
authors.affiliation: Department of Mathematics and Center for Atmosphere Ocean Science, Courant Institute of Mathematical Sciences, New York University, New York, NY 10012, USA.
authors.forename: Andrew J
authors.initials: AJ
authors.lastname: Majda
authors.forename: Boris
authors.initials: B
authors.lastname: Gershgorin
mesh_terms: D000465:Algorithms; D057231:Climate Change; D003198:Computer Simulation; D005544:Forecasting / Q000379:methods*; D007257:Information Theory; D015233:Models, Statistical; D009488:Neurosciences / Q000379:methods; D015203:Reproducibility of Results