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.…
Verfasserangaben: | Bedartha GoswamiORCiDGND, Niklas BoersORCiDGND, Aljoscha RheinwaltORCiDGND, Norbert MarwanORCiDGND, Jobst HeitzigORCiDGND, Sebastian Franz Martin BreitenbachORCiDGND, Jürgen KurthsORCiDGND |
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URN: | urn:nbn:de:kobv:517-opus4-423111 |
DOI: | https://doi.org/10.25932/publishup-42311 |
ISSN: | 1866-8372 |
Titel des übergeordneten Werks (Englisch): | Postprints der Universität Potsdam Mathematisch-Naturwissenschaftliche Reihe |
Schriftenreihe (Bandnummer): | Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe (576) |
Publikationstyp: | Postprint |
Sprache: | Englisch |
Datum der Erstveröffentlichung: | 05.02.2019 |
Erscheinungsjahr: | 2018 |
Veröffentlichende Institution: | Universität Potsdam |
Datum der Freischaltung: | 05.02.2019 |
Freies Schlagwort / Tag: | Holocene; Indian monsoon; North-Atlantic climate; periods; records; teleconnections; variability |
Ausgabe: | 576 |
Seitenanzahl: | 10 |
Quelle: | Nature Communications 9 (2018) 48 DOI: 10.1038/s41467-017-02456-6 |
Organisationseinheiten: | Mathematisch-Naturwissenschaftliche Fakultät |
DDC-Klassifikation: | 5 Naturwissenschaften und Mathematik / 50 Naturwissenschaften / 500 Naturwissenschaften und Mathematik |
Peer Review: | Referiert |
Publikationsweg: | Open Access |
Lizenz (Deutsch): | CC-BY - Namensnennung 4.0 International |
Externe Anmerkung: | Bibliographieeintrag der Originalveröffentlichung/Quelle |