title: Reply to "Comment on 'Nonparametric forecasting of low-dimensional dynamical systems' ".
abstract: In this Reply we provide additional results which allow a better comparison of the diffusion forecast and the "past-noise" forecasting (PNF) approach for the El Niño index. We remark on some qualitative differences between the diffusion forecast and PNF, and we suggest an alternative use of the diffusion forecast for the purposes of forecasting the probabilities of extreme events.
authors.affiliation: Department of Mathematical Sciences, George Mason University, Fairfax, Virginia 22030, USA.
authors.forename: Tyrus
authors.initials: T
authors.lastname: Berry
authors.affiliation: Courant Institute of Mathematical Sciences, New York University, New York, New York 10012, USA.
authors.forename: Dimitrios
authors.initials: D
authors.lastname: Giannakis
authors.affiliation: Department of Mathematics, The Pennsylvania State University, University Park, Pennsylvania 16802-6400, USA.|Department of Meteorology, The Pennsylvania State University, University Park, Pennsylvania 16802-5013, USA.
authors.forename: John
authors.initials: J
authors.lastname: Harlim