Abrupt transitions in time series with uncertainties

Bedartha Goswami (), Niklas Boers, Aljoscha Rheinwalt, Norbert Marwan, Jobst Heitzig, Sebastian F. M. Breitenbach and Jürgen Kurths
Additional contact information
Bedartha Goswami: Transdisciplinary Concepts & Methods
Niklas Boers: Transdisciplinary Concepts & Methods
Aljoscha Rheinwalt: Transdisciplinary Concepts & Methods
Norbert Marwan: Transdisciplinary Concepts & Methods
Jobst Heitzig: Transdisciplinary Concepts & Methods
Sebastian F. M. Breitenbach: Ruhr-Universität Bochum
Jürgen Kurths: Transdisciplinary Concepts & Methods

Nature Communications, 2018, vol. 9, issue 1, 1-10

Abstract: 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.

Date: 2018
References: Add references at CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
https://www.nature.com/articles/s41467-017-02456-6 Abstract (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:nat:natcom:v:9:y:2018:i:1:d:10.1038_s41467-017-02456-6

Ordering information: This journal article can be ordered from
https://www.nature.com/ncomms/

DOI: 10.1038/s41467-017-02456-6

Access Statistics for this article

Nature Communications is currently edited by Nathalie Le Bot, Enda Bergin and Fiona Gillespie

More articles in Nature Communications from Nature
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().