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arXiv · 2609.27877

Noise-Induced Predictability Redistribution Across Forecast Horizons of Extreme Events in Chaotic Dynamics

Andrei Velichko·Viet-Thanh Pham
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Abstract

Extreme events (EEs) in chaotic dynamics are rare broad excursions whose forecastability can be altered by dynamical noise. We investigate how noise changes EE occurrence and prediction skill across forecast horizons in a third-order autonomous chaotic flow. A single clean-data threshold is frozen for all realizations, broad events are defined by one maximum per excursion, and a future window W=15 is predicted from a 15-time-unit history using HistGradientBoosting with chronological data separation. As the forecast gap G between the observed history and the future event window increases, the clean Matthews correlation coefficient (MCC) decreases from 0.641 at G=0 to 0.165 at G=15. Noise dependence is evaluated with ten paired realizations at eight amplitudes. The mean short-horizon score increases from 0.456 in clean data to 0.546 at sigma=0.007; the paired gain is 0.0895 (95% CI 0.0494-0.1295; Holm-adjusted p=0.0234). Noise strongly increases EE occurrence while event amplitude and width remain comparatively stable. Equalizing positive training counts across noise levels substantially attenuates the short-horizon gain, whereas strong noise reduces intermediate-horizon skill. We term this horizon-dependent, nonuniform change in forecast skill noise-induced predictability redistribution (NIPR).

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Andrei Velichko, Viet-Thanh Pham. 2026-08-20. Noise-Induced Predictability Redistribution Across Forecast Horizons of Extreme Events in Chaotic Dynamics. https://arxiv.org/abs/2609.27877

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