Pascal Yiou

Paul Platzer, Pascal Yiou, Philippe Naveau et al.

Some properties of chaotic dynamical systems can be probed through features of recurrences, also called analogs. In practice, analogs are nearest neighbours of the state of a system, taken from a large database called the catalog. Analogs have been used in many atmospheric applications including forecasts, downscaling, predictability estimation, and attribution of extreme events. The distances of the analogs to the target state condition the performances of analog applications. These distances can be viewed as random variables, and their probability distributions can be related to the catalog size and properties of the system at stake. A few studies have focused on the first moments of return time statistics for the best analog, fixing an objective of maximum distance from this analog to the target state. However, for practical use and to reduce estimation variance, applications usually require not just one, but many analogs. In this paper, we evaluate from a theoretical standpoint and with numerical experiments the probability distributions of the $K$-best analog-to-target distances. We show that dimensionality plays a role on the size of the catalog needed to find good analogs, and also on the relative means and variances of the $K$-best analogs. Our results are based on recently developed tools from dynamical systems theory. These findings are illustrated with numerical simulations of a well-known chaotic dynamical system and on 10m-wind reanalysis data in north-west France. A practical application of our derivations for the purpose of objective-based dimension reduction is shown using the same reanalysis data.

P Platzer, P. Yiou, P. Naveau et al.

Analogs are nearest neighbors of the state of a system. By using analogs and their successors in time, one is able to produce empirical forecasts. Several analog forecasting methods have been used in atmospheric applications and tested on well-known dynamical systems. Although efficient in practice, theoretical connections between analog methods and dynamical systems have been overlooked. Analog forecasting can be related to the real dynamical equations of the system of interest. This study investigates the properties of different analog forecasting strategies by taking local approximations of the system's dynamics. We find that analog forecasting performances are highly linked to the local Jacobian matrix of the flow map, and that analog forecasting combined with linear regression allows to capture projections of this Jacobian matrix. The proposed methodology allows to estimate analog forecasting errors, and to compare different analog methods. These results are derived analytically and tested numerically on two simple chaotic dynamical systems.