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Abrupt transitions in time series with uncertainties.


ABSTRACT: Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by representing the time series as a time-ordered sequence of probability density functions. We show how to detect abrupt transitions in such a sequence using the community structure of networks representing probabilities of recurrence. Using our approach, we detect transitions in global stock indices related to well-known periods of politico-economic volatility. We further uncover transitions in the El Niño-Southern Oscillation which coincide with periods of phase locking with the Pacific Decadal Oscillation. Finally, we provide for the first time an 'uncertainty-aware' framework which validates the hypothesis that ice-rafting events in the North Atlantic during the Holocene were synchronous with a weakened Asian summer monsoon.

SUBMITTER: Goswami B 

PROVIDER: S-EPMC5752700 | biostudies-literature | 2018 Jan

REPOSITORIES: biostudies-literature

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Abrupt transitions in time series with uncertainties.

Goswami Bedartha B   Boers Niklas N   Rheinwalt Aljoscha A   Marwan Norbert N   Heitzig Jobst J   Breitenbach Sebastian F M SFM   Kurths Jürgen J  

Nature communications 20180103 1


Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by representing the time series as a time-ordered sequence of probability density functions. We show how to detect abrupt transitions in such a sequence using t  ...[more]

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