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Over the past decades, there has been a growing interest in ‘extreme events’ owing to the increasing threats that climate-related extremes such as floods, heatwaves, droughts, etc., pose to society. While extreme events have diverse definitions across various disciplines, ranging from earth science to neuroscience, they are characterized mainly as dynamic occurrences within a limited time frame that impedes the normal functioning of a system. Although extreme events are rare in occurrence, it has been found in various hydro-meteorological and physiological time series (e.g., river flows, temperatures, heartbeat intervals) that they may exhibit recurrent behavior, i.e., do not end the lifetime of the system. The aim of this thesis to develop some
sophisticated methods to study various properties of extreme events.
One of the main challenges in analyzing such extreme event-like time series is that they have large temporal gaps due to the paucity of the number of observations of extreme events. As a result, existing time series analysis tools are usually not helpful to decode the underlying
information. I use the edit distance (ED) method to analyze extreme event-like time series in their unaltered form. ED is a specific distance metric, mainly designed to measure the similarity/dissimilarity between point process-like data. I combine ED with recurrence plot techniques to identify the recurrence property of flood events in the Mississippi River in the United States. I also use recurrence quantification analysis to show the deterministic properties
and serial dependency in flood events.
After that, I use this non-linear similarity measure (ED) to compute the pairwise dependency in extreme precipitation event series. I incorporate the similarity measure within the framework of complex network theory to study the collective behavior of climate extremes. Under this architecture, the nodes are defined by the spatial grid points of the given spatio-temporal climate dataset. Each node is associated with a time series corresponding to the temporal evolution
of the climate observation at that grid point. Finally, the network links are functions of the pairwise statistical interdependence between the nodes. Various network measures, such as degree, betweenness centrality, clustering coefficient, etc., can be used to quantify the network’s topology. We apply the methodology mentioned above to study the spatio-temporal coherence pattern of extreme rainfall events in the United States and the Ganga River basin, which reveals its relation to various climate processes and the orography of the region.
The identification of precursors associated with the occurrence of extreme events in the near future is extremely important to prepare the masses for an upcoming disaster and mitigate the potential risks associated with such events. Under this motivation, I propose an in-data prediction recipe for predicting the data structures that typically occur prior to extreme events using the Echo state network, a type of Recurrent Neural Network which is a part of the reservoir
computing framework. However, unlike previous works that identify precursory structures in the same variable in which extreme events are manifested (active variable), I try to predict these structures by using data from another dynamic variable (passive variable) which does not show large excursions from the nominal condition but carries imprints of these extreme events. Furthermore, my results demonstrate that the quality of prediction depends on the magnitude
of events, i.e., the higher the magnitude of the extreme, the better is its predictability skill. I show quantitatively that this is because the input signals collectively form a more coherent pattern for an extreme event of higher magnitude, which enhances the efficiency of the machine to predict the forthcoming extreme events.
Encounters with neighbours
(2003)
In this work, different aspects and applications of the recurrence plot analysis are presented. First, a comprehensive overview of recurrence plots and their quantification possibilities is given. New measures of complexity are defined by using geometrical structures of recurrence plots. These measures are capable to find chaos-chaos transitions in processes. Furthermore, a bivariate extension to cross recurrence plots is studied. Cross recurrence plots exhibit characteristic structures which can be used for the study of differences between two processes or for the alignment and search for matching sequences of two data series. The selected applications of the introduced techniques to various kind of data demonstrate their ability. Analysis of recurrence plots can be adopted to the specific problem and thus opens a wide field of potential applications. Regarding the quantification of recurrence plots, chaos-chaos transitions can be found in heart rate variability data before the onset of life threatening cardiac arrhythmias. This may be of importance for the therapy of such cardiac arrhythmias. The quantification of recurrence plots allows to study transitions in brain during cognitive experiments on the base of single trials. Traditionally, for the finding of these transitions the averaging of a collection of single trials is needed. Using cross recurrence plots, the existence of an El Niño/Southern Oscillation-like oscillation is traced in northwestern Argentina 34,000 yrs. ago. In further applications to geological data, cross recurrence plots are used for time scale alignment of different borehole data and for dating a geological profile with a reference data set. Additional examples from molecular biology and speech recognition emphasize the suitability of cross recurrence plots.
The habilitation deals with the numerical analysis of the recurrence properties of geological and climatic processes. The recurrence of states of dynamical processes can be analysed with recurrence plots and various recurrence quantification options. In the present work, the meaning of the structures and information contained in recurrence plots are examined and described. New developments have led to extensions that can be used to describe the recurring patterns in both space and time. Other important developments include recurrence plot-based approaches to identify abrupt changes in the system's dynamics, to detect and investigate external influences on the dynamics of a system, the couplings between different systems, as well as a combination of recurrence plots with the methodology of complex networks. Typical problems in geoscientific data analysis, such as irregular sampling and uncertainties, are tackled by specific modifications and additions. The development of a significance test allows the statistical evaluation of quantitative recurrence analysis, especially for the identification of dynamical transitions. Finally, an overview of typical pitfalls that can occur when applying recurrence-based methods is given and guidelines on how to avoid such pitfalls are discussed. In addition to the methodological aspects, the application potential especially for geoscientific research questions is discussed, such as the identification and analysis of transitions in past climates, the study of the influence of external factors to ecological or climatic systems, or the analysis of landuse dynamics based on remote sensing data.
We investigate the bifurcation structures in a two-dimensional parameter space (PS) of a parametrically excited system with two degrees of freedom both analytically and numerically. By means of the Renyi entropy of second order K-2, which is estimated from recurrence plots, we uncover that regions of chaotic behavior are intermingled with many complex periodic windows, such as shrimp structures in the PS. A detailed numerical analysis shows that, the stable solutions lose stability either via period doubling, or via intermittency when the parameters leave these shrimps in different directions, indicating different bifurcation properties of the boundaries. The shrimps of different sizes offer promising ways to control the dynamics of such a complex system.