Abrupt transitions in time series with uncertainties

Goswami, Bedartha, Boers, Niklas, Rheinwalt, Aljoscha, Marwan, Norbert, Heitzig, Jobst, Breitenbach, Sebastian and Kurths, Jürgen (2017) Abrupt transitions in time series with uncertainties. Nature Communications, 9 (1). ISSN 2041-1723

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Official URL: https://doi.org/10.1038/s41467-017-02456-6

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 Niño-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.

Item Type: Article
Uncontrolled Keywords: Time series analysis, uncertainties, probabilities, ENSO, recurrence
Subjects: F600 Geology
F700 Ocean Sciences
F800 Physical and Terrestrial Geographical and Environmental Sciences
F900 Others in Physical Sciences
Department: Faculties > Engineering and Environment > Geography and Environmental Sciences
Depositing User: Rachel Branson
Date Deposited: 20 Feb 2020 13:37
Last Modified: 20 Feb 2020 13:45
URI: http://nrl.northumbria.ac.uk/id/eprint/42158

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