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Why preferring parametric forecasting to nonparametric methods?

Abstract : A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting.
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Soumis le : mardi 7 juin 2016 - 14:18:07
Dernière modification le : mercredi 20 mai 2020 - 20:28:33

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F. Jabot. Why preferring parametric forecasting to nonparametric methods?. Journal of Theoretical Biology, Elsevier, 2015, 372, pp.205-210. ⟨10.1016/j.jtbi.2014.07.038⟩. ⟨hal-01328031⟩

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