title: Fast time-series prediction using high-dimensional data: evaluating confidence interval credibility.
abstract: I propose an index for evaluating the credibility of confidence intervals for future observables predicted from high-dimensional time-series data. The index evaluates the distance from the current state to the data manifold. I demonstrate the index with artificial datasets generated from the Lorenz'96 II model [Lorenz, in Proceedings of the Seminar on Predictability, Vol. 1 (ECMWF, Reading, UK, 1996), p. 1], the Lorenz'96 I model [Hansen and Smith, 2859:TROOCI>2.0.CO;2">J. Atmos. Sci. 57, 2859 (2000).
authors.affiliation: Institute of Industrial Science, The University of Tokyo, Tokyo 153-8505, Japan.
authors.forename: Yoshito
authors.initials: Y
authors.lastname: Hirata