Nearest-neighbor tangent-plane regression on delay maps is claimed to give asymptotically consistent extreme-event predictions, supported by a new disjoint-embedding lemma and an unresolved extrapolation assumption.
Ergodic Theory of chaos and strange attractors, Reviews of modern Physics, 57, 617-656, (1985)
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Asymptotically consistent prediction of extremes in chaotic systems:1 stationary case
Nearest-neighbor tangent-plane regression on delay maps is claimed to give asymptotically consistent extreme-event predictions, supported by a new disjoint-embedding lemma and an unresolved extrapolation assumption.