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Next-month anomaly forecasting on NCEP/NCAR Reanalysis 1 (held-out period 1980-2023)

0.641Test R^2FSGD
-1.02924-0.59562-0.1620.27162May 19, 2026

Evaluation results

MethodLinks
FSGD2026.050.641
PPCA2026.050.631
Persistence2026.050.601
FSGD2026.050.592
PPCA2026.050.576
Vanilla SGD2026.050.549
Random Proj2026.050.542
Persistence2026.050.502
Vanilla SGD2026.050.449
PPCA2026.050.418
FSGD2026.050.379
Random Proj2026.050.375
Random Proj2026.050.329
Vanilla SGD2026.050.175
Persistence2026.050.104
Prev. Mean2026.05-0.581
Prev. Mean2026.05-0.655
Prev. Mean2026.05-0.965