English

Eigenvector rotation precedes eigenvalue-based early-warning signals: a TVP-Kalman approach to detecting critical transitions

Data Analysis, Statistics and Probability 2026-07-11 v1 General Economics

Abstract

Early-warning signals (EWS) for critical transitions are predominantly based on changes in the dominant eigenvalue of the system's Jacobian-rising variance and lag-1 autocorrelation (AR(1)). However, eigenvalue-based EWS have O(deltatheta2)O(delta theta^2) sensitivity to perturbations, limiting their lead time. We introduce a complementary EWS based on eigenvector rotation, measured by the time-varying elasticity beta(t)=dlogy/dlogxbeta(t) = d log y / d log x estimated via a TVP-Kalman filter in log-log space. Since eigenvector sensitivity is O(deltatheta)O(delta theta), betabeta is predicted to precede eigenvalue-based signals. We test this hypothesis on 24 years of monthly NASA AIRS data (2002--2026, 284 observations) across three climatically distinct regions (Arctic 65-90N, Tropics 10S-10N, Indian Monsoon), using temperature (TT) and specific humidity (qq) as the coupled variables. betabeta is orthogonal to AR(1) in all regions (Pearson rapprox0r approx 0, n.s.), confirming the distinct information content. Systematic lead-lag analysis reveals that betabeta precedes AR(1) by 14--24 months, consistent with the O(deltatheta)>O(deltatheta2)O(delta theta) > O(delta theta^2) mechanism. Six simulated systems with known tipping points (Stommel AMOC model, fold bifurcation, logistic map, critical slowing down) further validate that betabeta leads AR(1) by 39-153 timesteps when the transition involves coupling degradation. The dimensionless nature of betabeta (scale-free log-log exponent) suggests it may serve as a universal, cross-system EWS, analogous to scaling exponents in critical phenomena.

Keywords

Cite

@article{arxiv.2607.11935,
  title  = {Eigenvector rotation precedes eigenvalue-based early-warning signals: a TVP-Kalman approach to detecting critical transitions},
  author = {Gildas Tiwang Ngueuleweu},
  journal= {arXiv preprint arXiv:2607.11935},
  year   = {2026}
}