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.
This however is not much help in extrapolating to new extremes with new dependent variables
1 Pith paper cite this work. Polarity classification is still indexing.
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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.