Discussion on “Assessing Predictability of Environmental Time Series With Statistical and Machine Learning Models”

We contribute to the discussion of the insightful article “Assessing predictability of environmental time series with statistical and machine learning models” by Bonas et al. (2024), in which the authors commend their effort in comparing a wide range of methodologies for the challenging task of predicting environmental time series data. We focus our discussion on two topics of interest to us. First, we consider extensions of the explored methodologies that allow for heteroscedastic error terms. Second, we consider non‐Gaussianity and fitting models on transformed data. For both of these points, we will make use of the authors' supplied code and data in order to extend their examples. Ultimately, we find that modeling of heteroscedasticity error terms has the potential to improve both point and interval estimates for these environmental time series. We also find that the use of transformations to handle non‐Gaussianity can improve interval estimates.