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Natural geophysical timeseries bear the signature of a number of complex, possibly inseparable, and generally unknown combination of linear, stable non-linear and chaotic processes. Quantifying the relative contribution of, in particular, the non-linear components will allow improved modelling and prediction of natural systems, or at least define some limitations on predictability. However, difficulties arise; for example, in cases where the series are naturally cyclic (e.g. water waves), it is most unclear how this cyclic behaviour impacts on the techniques commonly used to detect the nonlinear behaviour in other fields. Here a non-linear autoregressive forecasting technique which has had success in demonstrating nonlinearity in non-cyclical geophysical timeseries, is applied to a timeseries generated by videoing the waterline on a natural beach (run-up), which has some irregular oscillatory behaviour that is in part induced by the incoming wave field. In such cases, the deterministic shape of each run-up cycle has a strong influence on forecasting results, causing questionable results at small (within a cycle) prediction distances. However, the technique can clearly differentiate between random surrogate series and natural timeseries at larger prediction distances (greater than one cycle). Therefore it was possible to clearly identify nonlinearity in the relationship between observed run-up cycles in that a local autoregressive model was more adept at predicting run-up cycles than a global one. Results suggest that despite forcing from waves impacting on the beach, each run-up cycle evolves somewhat independently, depending on a non-linear interaction with previous run-up cycles. More generally, a key outcome of the study is that oscillatory data provide a similar challenge to differentiating chaotic signals from correlated noise in that the deterministic shape causes an additional source of autocorrelation which in turn influences the predictability at small forecasting distances.