A CNN trained on embedded windows of the Hénon map flags pre-extreme-event (transition) stretches with recall above 80% up to three steps ahead, with skill degrading for longer leads.
Chang, Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures, Energy Economics130, 107318 (2024)
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Approach to predicting extreme events in time series of chaotic dynamical systems using machine learning techniques
A CNN trained on embedded windows of the Hénon map flags pre-extreme-event (transition) stretches with recall above 80% up to three steps ahead, with skill degrading for longer leads.