Abrupt transitions in time series with uncertainties

Author(s)

Goswami, Bedartha ^{[1, 2]} ; Boers, Niklas ^{[1, 3]} ; Rheinwalt, Aljoscha ^{[1, 2]} ; Marwan, Norbert ^[1] ; Heitzig, Jobst ^[1] ; Breitenbach, Sebastian F. M. ^[4] ; Kurths, Juergen ^{[5, 1, 6]}

Affiliation

^[1] Potsdam Inst Climate Impact Res, Transdisciplinary Concepts & Methods, D-14412 Potsdam - Germany

^[2] Univ Potsdam, Inst Earth & Environm Sci, Karl Liebknecht Str 24-25, D-14476 Potsdam - Germany

^[3] Imperial Coll London, Grantham Inst Climate Change & Environm, South Kensington Campus, London SW7 2AZ - England

^[4] Ruhr Univ Bochum, Inst Geol Mineral & Geophys, Sediment & Isotope Geol, Univ Str 150, D-44801 Bochum - Germany

^[5] Humboldt Univ, Dept Phys, Newtonstr 15, D-12489 Berlin - Germany

^[6] Saratov NG Chernyshevskii State Univ, 83 Astrakhanskaya St, Saratov 410012 - Russia

• Document type: Journal article
• Source: NATURE COMMUNICATIONS; v. 9, JAN 3 2018.
• Web of Science Citations: 8

Abstract

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. (AU)

• FAPESP's process: 11/50151-0 - Dynamical phenomena in complex networks: fundamentals and applications
• Grantee: Elbert Einstein Nehrer Macau
• Support type: Research Projects - Thematic Grants