EconPapers    
Economics at your fingertips  
 

Deep Learning for Bifurcation Detection: Extending Early Warning Signals to Dynamical Systems with Coloured Noise

Yazdan Babazadeh Maghsoodlo (), Daniel Dylewsky, Madhur Anand and Chris T. Bauch
Additional contact information
Yazdan Babazadeh Maghsoodlo: Department of Applied Mathematics, University of Waterloo, Waterloo, ON N2L 3G1, Canada
Daniel Dylewsky: Department of Biology, Carleton University, Ottawa, ON K1S 5B6, Canada
Madhur Anand: School of Environmental Sciences, University of Guelph, Guelph, ON N1G 2W1, Canada
Chris T. Bauch: Department of Applied Mathematics, University of Waterloo, Waterloo, ON N2L 3G1, Canada

Mathematics, 2025, vol. 13, issue 17, 1-20

Abstract: Deep learning models have demonstrated remarkable success in recognising tipping points and providing early warning signals. However, there has been limited exploration of their application to dynamical systems governed by coloured noise, which characterizes many real-world systems. In this study, we show that it is possible to leverage the normal forms of three primary types of bifurcations (fold, transcritical, and Hopf) to construct a training set that enables deep learning architectures to perform effectively. Furthermore, we showed that this approach could accommodate coloured noise by replacing white noise with red noise during the training process. To evaluate the classifier trained on red noise compared to one trained on white noise, we tested their performance on mathematical models using Receiver Operating Characteristic (ROC) curves and Area Under the Curve (AUC) scores. Our findings reveal that the deep learning architecture can be effectively trained on coloured noise inputs, as evidenced by high validation accuracy and minimal sensitivity to redness (ranging from 0.83 to 0.85). However, classifiers trained on white noise also demonstrate impressive performance in identifying tipping points in coloured time series. This is further supported by high AUC scores (ranging from 0.9 to 1) for both classifiers across different coloured stochastic time series.

Keywords: bifurcation detection; early warning signals; deep learning; coloured noise; normal forms (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/13/17/2782/pdf (application/pdf)
https://www.mdpi.com/2227-7390/13/17/2782/ (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:gam:jmathe:v:13:y:2025:i:17:p:2782-:d:1737142

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().

 
Page updated 2025-10-04
Handle: RePEc:gam:jmathe:v:13:y:2025:i:17:p:2782-:d:1737142