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ResearchFormerly WizWand

Drift Estimation on Lorenz 96 mu5 (out-of-sample)

7.92OOS Drift Error (E_20^mu)FC+-Conv
-698.00324,066.97848,831.9613,596.9416Feb 19, 2026
Updated 8mo ago

Evaluation results

MethodLinks
FC+-ConvF (Forcing parameter)=0.5, D (System dimension)=202026.027.92
DNF (Forcing parameter)=0.5, D (System dimension)=202026.028.718
DN-LinF (Forcing parameter)=0.5, D (System dimension)=402026.0211.134
DN-LinF (Forcing parameter)=0.5, D (System dimension)=202026.0212.024
DNF (Forcing parameter)=0.5, D (System dimension)=402026.0212.198
FC+-ConvF (Forcing parameter)=0.5, D (System dimension)=402026.0212.802
FC+F (Forcing parameter)=0.5, D (System dimension)=202026.0244.376
FCF (Forcing parameter)=0.5, D (System dimension)=202026.0256.041
FC+F (Forcing parameter)=0.5, D (System dimension)=402026.0299.322
FCF (Forcing parameter)=0.5, D (System dimension)=402026.02167.826
DN-LinF (Forcing parameter)=8, D (System dimension)=202026.02172.786
FC+-ConvF (Forcing parameter)=8, D (System dimension)=202026.02226.361
DN-LinF (Forcing parameter)=8, D (System dimension)=402026.02332.905
FC+-ConvF (Forcing parameter)=8, D (System dimension)=402026.02527.726
DNF (Forcing parameter)=8, D (System dimension)=402026.021,243
DNF (Forcing parameter)=8, D (System dimension)=202026.023,973
FC+F (Forcing parameter)=8, D (System dimension)=202026.027,457
FCF (Forcing parameter)=8, D (System dimension)=202026.028,425
FC+F (Forcing parameter)=8, D (System dimension)=402026.0216,280
FCF (Forcing parameter)=8, D (System dimension)=402026.0217,656