The problem of statistical inference for open chaotic systems measured with error is complicated by the interaction of the uncertainty introduced by chaos, and the various sources of random or external variation. Here a method of representing measured data from large open chaotic systems subject to error as collections of threads of plausible pseudo future histories to enable statistical analysis is described. This representation provides asymptotically consistent predictive distributions, for use in developing predictive likelihood methods which: 1. provide a framework for variable selection, 2. provide a framework for Bayesian updating, so for example 4 season ahead predictions learn naturally as the 3rd season ahead is measured. 3. allows examination of conditional scenarios along the future histories for planning purposes. 4. allows the ranking of variable, delay combinations with higher signal to noise ratio. The method is tested for learning and variable selection by examining its behavior in predicting 9 years across 4 seasons of climate variables, including local temperature and rainfall measurements at two locations, predicting up to 4 seasons ahead.

翻译：暂无翻译