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...
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ftubpotsdam:oai:kobv.de-opus4-uni-potsdam:42311 2023-05-15T17:32:40+02:00 Abrupt transitions in time series with uncertainties Goswami, Bedartha (Dr.) Boers, Niklas (Dr.) Rheinwalt, Aljoscha (Dr.) Marwan, Norbert (Dr.) Heitzig, Jobst (Dr.) Breitenbach, Sebastian Franz Martin Kurths, Jürgen (Prof. Dr.) 2019-02-05 application/pdf https://publishup.uni-potsdam.de/opus4-ubp/frontdoor/index/index/docId/42311 https://nbn-resolving.org/urn:nbn:de:kobv:517-opus4-423111 https://doi.org/10.25932/publishup-42311 https://publishup.uni-potsdam.de/opus4-ubp/files/42311/pmnr576.pdf eng eng https://publishup.uni-potsdam.de/opus4-ubp/frontdoor/index/index/docId/42311 urn:nbn:de:kobv:517-opus4-423111 https://nbn-resolving.org/urn:nbn:de:kobv:517-opus4-423111 https://doi.org/10.25932/publishup-42311 https://publishup.uni-potsdam.de/opus4-ubp/files/42311/pmnr576.pdf https://creativecommons.org/licenses/by/4.0/ info:eu-repo/semantics/openAccess CC-BY ddc:500 Mathematisch-Naturwissenschaftliche Fakultät postprint doc-type:article 2019 ftubpotsdam https://doi.org/10.25932/publishup-42311 2022-08-21T22:35:28Z 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. Article in Journal/Newspaper North Atlantic University of Potsdam: publish.UP Pacific |
institution |
Open Polar |
collection |
University of Potsdam: publish.UP |
op_collection_id |
ftubpotsdam |
language |
English |
topic |
ddc:500 Mathematisch-Naturwissenschaftliche Fakultät |
spellingShingle |
ddc:500 Mathematisch-Naturwissenschaftliche Fakultät Goswami, Bedartha (Dr.) Boers, Niklas (Dr.) Rheinwalt, Aljoscha (Dr.) Marwan, Norbert (Dr.) Heitzig, Jobst (Dr.) Breitenbach, Sebastian Franz Martin Kurths, Jürgen (Prof. Dr.) Abrupt transitions in time series with uncertainties |
topic_facet |
ddc:500 Mathematisch-Naturwissenschaftliche Fakultät |
description |
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. |
format |
Article in Journal/Newspaper |
author |
Goswami, Bedartha (Dr.) Boers, Niklas (Dr.) Rheinwalt, Aljoscha (Dr.) Marwan, Norbert (Dr.) Heitzig, Jobst (Dr.) Breitenbach, Sebastian Franz Martin Kurths, Jürgen (Prof. Dr.) |
author_facet |
Goswami, Bedartha (Dr.) Boers, Niklas (Dr.) Rheinwalt, Aljoscha (Dr.) Marwan, Norbert (Dr.) Heitzig, Jobst (Dr.) Breitenbach, Sebastian Franz Martin Kurths, Jürgen (Prof. Dr.) |
author_sort |
Goswami, Bedartha (Dr.) |
title |
Abrupt transitions in time series with uncertainties |
title_short |
Abrupt transitions in time series with uncertainties |
title_full |
Abrupt transitions in time series with uncertainties |
title_fullStr |
Abrupt transitions in time series with uncertainties |
title_full_unstemmed |
Abrupt transitions in time series with uncertainties |
title_sort |
abrupt transitions in time series with uncertainties |
publishDate |
2019 |
url |
https://publishup.uni-potsdam.de/opus4-ubp/frontdoor/index/index/docId/42311 https://nbn-resolving.org/urn:nbn:de:kobv:517-opus4-423111 https://doi.org/10.25932/publishup-42311 https://publishup.uni-potsdam.de/opus4-ubp/files/42311/pmnr576.pdf |
geographic |
Pacific |
geographic_facet |
Pacific |
genre |
North Atlantic |
genre_facet |
North Atlantic |
op_relation |
https://publishup.uni-potsdam.de/opus4-ubp/frontdoor/index/index/docId/42311 urn:nbn:de:kobv:517-opus4-423111 https://nbn-resolving.org/urn:nbn:de:kobv:517-opus4-423111 https://doi.org/10.25932/publishup-42311 https://publishup.uni-potsdam.de/opus4-ubp/files/42311/pmnr576.pdf |
op_rights |
https://creativecommons.org/licenses/by/4.0/ info:eu-repo/semantics/openAccess |
op_rightsnorm |
CC-BY |
op_doi |
https://doi.org/10.25932/publishup-42311 |
_version_ |
1766130890724868096 |