TY - JOUR A1 - Goswami, Bedartha A1 - Boers, Niklas A1 - Rheinwalt, Aljoscha A1 - Marwan, Norbert A1 - Heitzig, Jobst A1 - Breitenbach, Sebastian Franz Martin A1 - Kurths, Jürgen T1 - Abrupt transitions in time series with uncertainties JF - Nature Communications N2 - 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. Y1 - 2018 U6 - https://doi.org/10.1038/s41467-017-02456-6 SN - 2041-1723 VL - 9 PB - Nature Publ. Group CY - London ER - TY - JOUR A1 - Krämer, Hauke Kai A1 - Donner, Reik Volker A1 - Heitzig, Jobst A1 - Marwan, Norbert T1 - Recurrence threshold selection for obtaining robust recurrence characteristics in different embedding dimensions JF - Chaos : an interdisciplinary journal of nonlinear science N2 - 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. Y1 - 2018 U6 - https://doi.org/10.1063/1.5024914 SN - 1054-1500 SN - 1089-7682 VL - 28 IS - 8 PB - American Institute of Physics CY - Melville ER - TY - JOUR A1 - Goswami, Bedartha A1 - Heitzig, Jobst A1 - Rehfeld, Kira A1 - Marwan, Norbert A1 - Anoop, Ambili A1 - Prasad, Sushma A1 - Kurths, Jürgen T1 - Estimation of sedimentary proxy records together with associated uncertainty JF - Nonlinear processes in geophysics N2 - Sedimentary proxy records constitute a significant portion of the recorded evidence that allows us to investigate paleoclimatic conditions and variability. However, uncertainties in the dating of proxy archives limit our ability to fix the timing of past events and interpret proxy record intercomparisons. While there are various age-modeling approaches to improve the estimation of the age-depth relations of archives, relatively little focus has been placed on the propagation of the age (and radiocarbon calibration) uncertainties into the final proxy record. We present a generic Bayesian framework to estimate proxy records along with their associated uncertainty, starting with the radiometric age-depth and proxy-depth measurements, and a radiometric calibration curve if required. We provide analytical expressions for the posterior proxy probability distributions at any given calendar age, from which the expected proxy values and their uncertainty can be estimated. We illustrate our method using two synthetic data sets and then use it to construct the proxy records for groundwater inflow and surface erosion from Lonar lake in central India. Our analysis reveals interrelations between the uncertainty of the proxy record over time and the variance of proxies along the depth of the archive. For the Lonar lake proxies, we show that, rather than the age uncertainties, it is the proxy variance combined with calibration uncertainty that accounts for most of the final uncertainty. We represent the proxy records as probability distributions on a precise, error-free timescale that makes further time series analyses and intercomparisons of proxies relatively simple and clear. Our approach provides a coherent understanding of age uncertainties within sedimentary proxy records that involve radiometric dating. It can be potentially used within existing age modeling structures to bring forth a reliable and consistent framework for proxy record estimation. Y1 - 2014 U6 - https://doi.org/10.5194/npg-21-1093-2014 SN - 1023-5809 VL - 21 IS - 6 SP - 1093 EP - 1111 PB - Copernicus CY - Göttingen ER -