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Procyclicality of historical risk measure estimation means that one tends to over-estimate future risk when present realized volatility is high and vice versa under-estimate future risk when the realized volatility is low. Out of it…

Risk Management · Quantitative Finance 2020-01-03 Marcel Bräutigam , Marie Kratz

Given a nonlinear model, a probabilistic forecast may be obtained by Monte Carlo simulations. At a given forecast horizon, Monte Carlo simulations yield sets of discrete forecasts, which can be converted to density forecasts. The resulting…

Chaotic Dynamics · Physics 2013-07-24 Reason Lesego Machete

The high-frequency band of the $\delta^{18}\mbox{O}$ variations in the North Greenland Ice Core Project displays fluctuation levels that increase as one approaches the onset of an interstadial (warm) period. For some of the events it is…

Geophysics · Physics 2016-06-29 M. Rypdal

The integration and innovation of finance and technology have gradually transformed the financial system into a complex one. Analyses of the causesd of abnormal fluctuations in the financial market to extract early warning indicators…

Risk Management · Quantitative Finance 2024-03-20 Shige Peng , Shuzhen Yang , Wenqing Zhang

Decisions in organizations are about evaluating alternatives and choosing the one that would best serve organizational goals. To the extent that the evaluation of alternatives could be formulated as a predictive task with appropriate…

Human-Computer Interaction · Computer Science 2022-06-30 Charles Wan , Rodrigo Belo , Leid Zejnilović

Machine Learning explainability techniques have been proposed as a means of `explaining' or interrogating a model in order to understand why a particular decision or prediction has been made. Such an ability is especially important at a…

Machine Learning · Statistics 2022-02-28 Matthew J. Vowels

Critical transitions or regime shifts are sudden and unexpected changes in the state of an ecosystem, that are usually associated with dangerous levels of environmental change. However, recent studies show that critical transitions can also…

Populations and Evolution · Quantitative Biology 2019-08-16 Anna Vanselow , Sebastian Wieczorek , Ulrike Feudel

One of the most prominent climate tipping elements is the Atlantic Meridional Overturning Circulation (AMOC), which can potentially collapse due to the input of fresh water in the North Atlantic. Although AMOC collapses have been induced in…

Atmospheric and Oceanic Physics · Physics 2023-08-04 René M. van Westen , Michael Kliphuis , Henk A. Dijkstra

Gradual changes in exploitation, nutrient loading, etc. produce shifts between alternative stable states (ASS) in ecosystems which, quite often, are not smooth but abrupt or catastrophic. Early warnings of such catastrophic regime shifts…

Populations and Evolution · Quantitative Biology 2009-10-07 Ariel Fernandez , Hugo Fort

The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We…

Data Analysis, Statistics and Probability · Physics 2022-12-14 Martin Heßler , Oliver Kamps

Climate change and natural disasters are recognized as worldwide challenges requiring complex and efficient ecosystems to deal with social, economic, and environmental effects. This chapter advocates a holistic approach, distinguishing…

Computers and Society · Computer Science 2025-06-25 Fuzel Shaik , Getnet Demil , Mourad Oussalah

There is a ongoing debate whether generic early warning signals for critical transitions exist that can be applied across diverse systems. The human epileptic brain is often considered as a prototypical system, given the devastating and, at…

Medical Physics · Physics 2019-10-23 Theresa Wilkat , Thorsten Rings , Klaus Lehnertz

The aggravating effects of climate change and the growing population in hurricane-prone areas escalate the challenges in large-scale hurricane evacuations. While hurricane preparedness and response strategies vastly rely on the accuracy and…

Machine Learning · Computer Science 2023-03-14 Yuran Sun , Shih-Kai Huang , Xilei Zhao

The article discusses the possibilities of three-step early warning and short-term prediction of earthquakes based on the classical geological model of fault formation and a model of the generation of electromagnetic emissions detected…

Various verification techniques for temporal properties transform temporal verification to safety verification. For infinite-state systems, these transformations are inherently imprecise. That is, for some instances, the temporal property…

Logic in Computer Science · Computer Science 2021-06-03 Oded Padon , Jochen Hoenicke , Kenneth L. McMillan , Andreas Podelski , Mooly Sagiv , Sharon Shoham

Paleoclimate proxy records and models suggest that the Atlantic Meridional Overturning Circulation (AMOC) can transition abruptly between a strong and a weak state. Empirical warning signals in observational fingerprints indeed suggest a…

Nonlinear dynamical systems exposed to changing forcing can exhibit catastrophic transitions between alternative and often markedly different states. The phenomenon of critical slowing down (CSD) can be used to anticipate such transitions…

Machine Learning · Computer Science 2024-09-13 Yu Huang , Sebastian Bathiany , Peter Ashwin , Niklas Boers

The early detection of anomalous events in time series data is essential in many domains of application. In this paper we deal with critical health events, which represent a significant cause of mortality in intensive care units of…

Machine Learning · Statistics 2020-10-23 Vitor Cerqueira , Luis Torgo , Carlos Soares

In this study, we investigate prediction methods for an early warning system for a large STEM undergraduate course. Recent studies have provided evidence in favour of adopting early warning systems as a means of identifying at-risk…

History and Overview · Mathematics 2025-01-15 Emma Howard , Maria Meehan , Andrew Parnell

A variety of real world and experimental systems can display a drastic regime shift, as the evolution in one its paramaters crosses a threshold value. Assimilation of such a transition with a bifurcation has allowed to identify so called…

Adaptation and Self-Organizing Systems · Physics 2016-02-22 Anselmo García Cantú Ros , Till Fluschnik , Juergen Kropp
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