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Anticipating bifurcation-induced transitions in dynamical systems has gained relevance in various fields of the natural, social, and economic sciences. Before the annihilation of a system's equilibrium point by means of a bifurcation, the…

Dynamical Systems · Mathematics 2024-09-06 Andreas Morr , Keno Riechers , Leonardo Rydin Gorjão , Niklas Boers

Couplings in complex real-world systems are often nonlinear and scale-dependent. In many cases, it is crucial to consider a multitude of interlinked variables and the strengths of their correlations to adequately fathom the dynamics of a…

Data Analysis, Statistics and Probability · Physics 2022-10-26 Tobias Braun , K. Hauke Kraemer , Norbert Marwan

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems. We approach…

Computational Finance · Quantitative Finance 2018-11-30 Ben Moews , J. Michael Herrmann , Gbenga Ibikunle

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

Reinforcement learning (RL) agents typically assume stationary environment dynamics. Yet in real-world applications such as healthcare, robotics, and finance, transition probabilities or reward functions may evolve, leading to model drift.…

Machine Learning · Computer Science 2025-09-16 Chang-Hwan Lee , Alexander Shim

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

Data Structures and Algorithms · Computer Science 2019-11-05 Roni Mateless , Michael Segal , Robert Moskovitch

The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…

Dynamical Systems · Mathematics 2023-05-18 Sen Lin , Gianmarco Mengaldo , Romit Maulik

Deep learning models achieve state-of-the-art performance across domains but face scalability challenges in real-time or resource-constrained scenarios. To address this, we propose Correlation of Loss Differences (CLD), a simple and…

Machine Learning · Computer Science 2025-11-20 Manish Nagaraj , Deepak Ravikumar , Kaushik Roy

In this study, we present a method for classifying dynamical systems using a hybrid approach involving recurrence plots and a convolution neural network (CNN). This is performed by obtaining the recurrence matrix of a time series generated…

Data Analysis, Statistics and Probability · Physics 2021-11-02 Daniel Han , Giuseppe Orlando , Sergei Fedotov

The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there…

Medical Physics · Physics 2007-05-23 N. Marwan , N. Wessel , U. Meyerfeldt , A. Schirdewan , J. Kurths

We study the maximum mean discrepancy (MMD) in the context of critical transitions modelled by fast-slow stochastic dynamical systems. We establish a new link between the dynamical theory of critical transitions with the statistical aspects…

Pattern Formation and Solitons · Physics 2019-01-30 Boumediene Hamzi , Christian Kuehn , Sameh Mohamed

Detecting structure in noisy time series is a difficult task. One intuitive feature is the notion of trend. From theoretical hints and using simulated time series, we empirically investigate the efficiency of standard recurrent neural…

Machine Learning · Computer Science 2021-10-22 Alexandre Miot , Gilles Drigout

Feedback dynamic routing is a commonly used control strategy in transportation systems. This class of control strategies relies on real-time information about the traffic state in each link. However, such information may not always be…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Qian Xie , Li Jin

Many systems of interacting elements can be conceptualized as networks, where network nodes represent the elements and network ties represent interactions between the elements. In systems where the underlying network evolves in time, it is…

Methodology · Statistics 2015-05-05 Ian Barnett , Jukka-Pekka Onnela

In this paper, we tackle a challenging problem inherent in a series of applications: tracking the influential nodes in dynamic networks. Specifically, we model a dynamic network as a stream of edge weight updates. This general model…

Social and Information Networks · Computer Science 2017-08-25 Yu Yang , Zhefeng Wang , Jian Pei , Enhong Chen

Dynamic Link Prediction (DLP) addresses the prediction of future links in evolving networks. However, accurately portraying the performance of DLP algorithms poses challenges that might impede progress in the field. Importantly, common…

Social and Information Networks · Computer Science 2024-05-28 Raphaël Romero , Maarten Buyl , Tijl De Bie , Jefrey Lijffijt

High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…

Methodology · Statistics 2019-03-19 Jun Li , Minya Xu , Ping-Shou Zhong , Lingjun Li

This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…

Systems and Control · Electrical Eng. & Systems 2024-07-31 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

We consider a setting, where the output of a linear dynamical system (LDS) is, with an unknown but fixed probability, replaced by noise. There, we present a robust method for the prediction of the outputs of the LDS and identification of…

Machine Learning · Computer Science 2018-08-06 Jakub Marecek , Tigran Tchrakian

This work is dedicated to the topological analysis of complex transitional networks for dynamic state detection. Transitional networks are formed from time series data and they leverage graph theory tools to reveal information about the…

Machine Learning · Statistics 2023-08-08 Audun D. Myers , Max M. Chumley , Firas A. Khasawneh , Elizabeth Munch