@misc{GoswamiBoersRheinwaltetal.2018, author = {Goswami, Bedartha and Boers, Niklas and Rheinwalt, Aljoscha and Marwan, Norbert and Heitzig, Jobst and Breitenbach, Sebastian Franz Martin and Kurths, J{\"u}rgen}, title = {Abrupt transitions in time series with uncertainties}, series = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam Mathematisch-Naturwissenschaftliche Reihe}, number = {576}, issn = {1866-8372}, doi = {10.25932/publishup-42311}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-423111}, pages = {10}, year = {2018}, 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 Nino-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.}, language = {en} } @article{GoswamiBoersRheinwaltetal.2018, author = {Goswami, Bedartha and Boers, Niklas and Rheinwalt, Aljoscha and Marwan, Norbert and Heitzig, Jobst and Breitenbach, Sebastian Franz Martin and Kurths, J{\"u}rgen}, title = {Abrupt transitions in time series with uncertainties}, series = {Nature Communications}, volume = {9}, journal = {Nature Communications}, publisher = {Nature Publ. Group}, address = {London}, issn = {2041-1723}, doi = {10.1038/s41467-017-02456-6}, pages = {10}, year = {2018}, 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 Ni{\~n}o-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.}, language = {en} } @article{KraemerDonnerHeitzigetal.2018, author = {Kr{\"a}mer, Hauke Kai and Donner, Reik Volker and Heitzig, Jobst and Marwan, Norbert}, title = {Recurrence threshold selection for obtaining robust recurrence characteristics in different embedding dimensions}, series = {Chaos : an interdisciplinary journal of nonlinear science}, volume = {28}, journal = {Chaos : an interdisciplinary journal of nonlinear science}, number = {8}, publisher = {American Institute of Physics}, address = {Melville}, issn = {1054-1500}, doi = {10.1063/1.5024914}, pages = {11}, year = {2018}, abstract = {The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors in the studied system's state space reconstructed by means of time-delay embedding as the key characteristic that should guide the corresponding choice for obtaining an adequate resolution of a recurrence plot. Specifically, we present an empirical description of the distance distribution, focusing on characteristic changes of its shape with increasing embedding dimension. Our results suggest that selecting the recurrence threshold according to a fixed percentile of this distribution reduces the dependence of recurrence characteristics on the embedding dimension in comparison with other commonly used threshold selection methods. Numerical investigations on some paradigmatic model systems with time-dependent parameters support these empirical findings. Recurrence plots (RPs) provide an intuitive tool for visualizing the (potentially multi-dimensional) trajectory of a dynamical system in state space. In case only univariate observations of the system's overall state are available, time-delay embedding has become a standard procedure for qualitatively reconstructing the dynamics in state space. The selection of a threshold distance 𝜀 , which distinguishes close from distant pairs of (reconstructed) state vectors, is known to have a substantial impact on the recurrence plot and its quantitative characteristics, but its corresponding interplay with the embedding dimension has not yet been explicitly addressed. Here, we point out that the results of recurrence quantification analysis (RQA) and related methods are qualitatively robust under changes of the (sufficiently high) embedding dimension only if the full distribution of pairwise distances between state vectors is considered for selecting 𝜀, which is achieved by consideration of a fixed recurrence rate.}, language = {en} }