The whole of the PDSI time series (214 years of data from 1801 to 2014) was segregated into sub-sets for the purposes of training and validation (Fig. \ref{div-640074}a). Forecasts were performed for the 40-year follow-up period (Fig. \ref{div-640074}b). Alternative initial conditions were simulated for each run, taking periods with a different start year (in 10-year steps-up from year 1801 to 1900) and periodical cycles (41, 42 and 43 years) for model training (training datasets).