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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 details: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
Title of parent work (English):Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe
Publication series (Volume number):Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe (576)
Publication type:Postprint
Language:English
Date of first publication:2019/02/05
Publication year:2018
Publishing institution:Universität Potsdam
Release date:2019/02/05
Tag:Holocene; Indian monsoon; North-Atlantic climate; periods; records; teleconnections; variability
Issue:576
Number of pages:10
Source:Nature Communications 9 (2018) 48 DOI: 10.1038/s41467-017-02456-6
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät
DDC classification:5 Naturwissenschaften und Mathematik / 50 Naturwissenschaften / 500 Naturwissenschaften und Mathematik
Peer review:Referiert
Publishing method:Open Access
License (German):License LogoCC-BY - Namensnennung 4.0 International
External remark:Bibliographieeintrag der Originalveröffentlichung/Quelle
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