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Related papers: Probabilistic multivariate early warning signals

200 papers

Real-world complex systems such as the climate, ecosystems, stock markets, and combustion engines are prone to dynamical transitions from one state to another, with catastrophic consequences. State variables of such systems often exhibit…

Fluid Dynamics · Physics 2024-01-17 Ankan Banerjee , Induja Pavithran , R. I. Sujith

Financial markets of emerging economies are vulnerable to extreme and cascading information spillovers, surges, sudden stops and reversals. With this in mind, we develop a new online early warning system (EWS) to detect what is referred to…

Econometrics · Economics 2025-05-21 Artem Kraevskiy , Artem Prokhorov , Evgeniy Sokolovskiy

The development of robust Early Warning Signals (EWS) is necessary to quantify the risk of crossing tipping points in the present-day climate change. Classically, EWS are statistical measures based on time series of climate state variables,…

Atmospheric and Oceanic Physics · Physics 2025-03-25 Laure Moinat , Jérôme Kasparian , Maura Brunetti

Detecting early warning signals in climatic time series is essential for anticipating critical transitions and tipping points. Common statistical indicators include increased variance and lag-one autocorrelation prior to bifurcation points.…

Methodology · Statistics 2026-02-11 Sigrunn H. Sørbye , Eirik Myrvoll-Nilsen , Håvard Rue

Developing methods for detecting tipping phenomena at an early stage is an important problem in various fields such as ecology, medicine, and economics. A tipping phenomenon is characterized by a rapid transition resulting from the…

Dynamical Systems · Mathematics 2025-11-25 Yuta Miyauchi , Masahiro Ikeda , Yoshinobu Kawahara

Stemming from physics and later applied to other fields such as ecology, the theory of critical transitions suggests that some regime shifts are preceded by statistical early warning signals. Reddit's r/place experiment, a large-scale…

Physics and Society · Physics 2026-03-23 Guillaume Falmagne , Anna B. Stephenson , Simon A. Levin

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

Objective: This work introduces a framework for multivariate time series analysis aimed at detecting and quantifying collective emerging behaviors in the dynamics of physiological networks. Methods: Given a network system mapped by a vector…

Applications · Statistics 2025-02-04 Luca Faes , Gorana Mijatovic , Laura Sparacino , Alberto Porta

The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…

Disordered Systems and Neural Networks · Physics 2026-02-11 A. V. Goltsev , S. N. Dorogovtsev

Bank crisis is challenging to define but can be manifested through bank contagion. This study presents a comprehensive framework grounded in nonlinear time series analysis to identify potential early warning signals (EWS) for impending…

Risk Management · Quantitative Finance 2023-10-17 Shijia Song , Handong Li

Complex systems can undergo critical transitions, where slowly changing environmental conditions trigger a sudden shift to a new, potentially catastrophic state. Early warning signals for these events are crucial for decision-making in…

Data Analysis, Statistics and Probability · Physics 2024-10-15 Zhiqin Ma , Chunhua Zeng , Yi-Cheng Zhang , Thomas M. Bury

Predicting a driver's cognitive state, or more specifically, modeling a driver's reaction time (RT) in response to the appearance of a potential hazard warrants urgent research. In the last two decades, the electric field that is generated…

Human-Computer Interaction · Computer Science 2019-05-28 Chun-Hsiang Chuang , Zehong Cao , Po-Tsang Chen , Chih-Sheng Huang , Nikhil R. Pal , Chin-Teng Lin

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…

Dynamical Systems · Mathematics 2015-03-17 Christian Kuehn

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

This review synthesizes recent advancements in understanding tipping points and cascading transitions within the Earth system, framing them through the lens of nonlinear dynamics and complexity science. It outlines the fundamental concepts…

Atmospheric and Oceanic Physics · Physics 2025-11-04 Sheng Fang , Ziyan Wang , Jürgen Kurths , Jingfang Fan

Many natural and man-made systems are prone to critical transitions -- abrupt and potentially devastating changes in dynamics. Deep learning classifiers can provide an early warning signal (EWS) for critical transitions by learning generic…

Quantitative Methods · Quantitative Biology 2024-02-12 Thomas M. Bury , Daniel Dylewsky , Chris T. Bauch , Madhur Anand , Leon Glass , Alvin Shrier , Gil Bub

Time-to-event data are often recorded on a discrete scale with multiple, competing risks as potential causes for the event. In this context, application of continuous survival analysis methods with a single risk suffer from biased…

Methodology · Statistics 2024-08-14 Willem van den Boom , Maria De Iorio , Fang Qian , Alessandra Guglielmi

Ecosystems can undergo sudden shifts to undesirable states, but recent studies with simple single species ecosystems have demonstrated that advance warning can be provided by the slowing down of population dynamics near a tipping point.…

Populations and Evolution · Quantitative Biology 2015-06-16 Andrew Chen , Alvaro Sanchez , Lei Dai , Jeff Gore

Real-world deployment of machine learning models is challenging because data evolves over time. While no model can work when data evolves in an arbitrary fashion, if there is some pattern to these changes, we might be able to design methods…

Machine Learning · Computer Science 2024-05-03 Rasool Fakoor , Jonas Mueller , Zachary C. Lipton , Pratik Chaudhari , Alexander J. Smola