TY  - GEN
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
T2  - Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe
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 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.
T3  - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - 576 
KW  - North-Atlantic climate
KW  - Indian monsoon
KW  - Holocene
KW  - teleconnections
KW  - variability
KW  - periods
KW  - records
Y1  - 2019
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-423111
SN  - 1866-8372
IS  - 576
ER  -