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Abrupt transitions in time series with uncertainties

  • 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 aIdentifying 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.show moreshow less

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Metadaten
Author:Bedartha GoswamiORCiDGND, Niklas BoersORCiDGND, Aljoscha RheinwaltORCiDGND, Norbert MarwanORCiDGND, Jobst HeitzigORCiDGND, Sebastian Franz Martin BreitenbachGND, Jürgen KurthsORCiDGND
URN:urn:nbn:de:kobv:517-opus4-423111
DOI:https://doi.org/10.25932/publishup-42311
ISSN:1866-8372
Parent Title (English):Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe
Series (Serial Number):Postprints der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe (576)
Document Type:Postprint
Language:English
Date of first Publication:2019/02/05
Year of Completion:2018
Publishing Institution:Universität Potsdam
Release Date:2019/02/05
Tag:Holocene; Indian monsoon; North-Atlantic climate; periods; records; teleconnections; variability
Issue:576
Pagenumber:10
Source:Nature Communications 9 (2018) 48 DOI: 10.1038/s41467-017-02456-6
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 50 Naturwissenschaften / 500 Naturwissenschaften und Mathematik
Peer Review:Referiert
Publication Way:Open Access
Licence (German):License LogoCreative Commons - Namensnennung, 4.0 International