English
Related papers

Related papers: Approach to predicting extreme events in time seri…

200 papers

Time series models often deal with extreme events and anomalies, both prevalent in real-world datasets. Such models often need to provide careful probabilistic forecasting, which is vital in risk management for extreme events such as…

Machine Learning · Statistics 2022-08-23 Ashkan Farhangi , Jiang Bian , Arthur Huang , Haoyi Xiong , Jun Wang , Zhishan Guo

From the climate system to the effect of the internet on society, chaotic systems appear to have a significant role in our future. Here a method of statistical learning for a class of chaotic systems is described along with underlying…

Applications · Statistics 2020-02-26 Michael LuValle

Extreme precipitation wreaks havoc throughout the world, causing billions of dollars in damage and uprooting communities, ecosystems, and economies. Accurate extreme precipitation prediction allows more time for preparation and disaster…

Machine Learning · Computer Science 2022-02-01 Weichen Huang

In applications of dynamical systems, situations can arise where it is desired to predict the onset of synchronization as it can lead to characteristic and significant changes in the system performance and behaviors, for better or worse. In…

Adaptation and Self-Organizing Systems · Physics 2021-06-30 Huawei Fan , Ling-Wei Kong , Ying-Cheng Lai , Xingang Wang

Abrupt and rapid high-amplitude changes in a dynamical system's states known as extreme event appear in many processes occurring in nature, such as drastic climate patterns, rogue waves, or avalanches. These events often entail catastrophic…

Fluid Dynamics · Physics 2023-06-29 Urszula Golyska , Nguyen Anh Khoa Doan

Advances in machine learning have revolutionized capabilities in applications ranging from natural language processing to marketing to health care. Here, we demonstrate the efficacy of machine learning in predicting chaotic behavior in…

Soft Condensed Matter · Physics 2020-02-28 Hiromi Yasuda , Koshiro Yamaguchi , Yasuhiro Miyazawa , Richard Wiebe , Jordan R. Raney , Jinkyu Yang

Extreme events, such as rogue waves, earthquakes and stock market crashes, occur spontaneously in many dynamical systems. Because of their usually adverse consequences, quantification, prediction and mitigation of extreme events are highly…

Chaotic Dynamics · Physics 2018-03-19 Mohammad Farazmand , Themistoklis P. Sapsis

This paper is the second in a series of two, and describes the current state of the art in modelling and prediction of chaotic time series. Sampled data from deterministic non-linear systems may look stochastic when analysed with linear…

chao-dyn · Physics 2008-02-03 Bjoern Lillekjendlie , Dimitris Kugiumtzis , Nils Christophersen

Multiple studies have now demonstrated that machine learning (ML) can give improved skill for predicting or simulating fairly typical weather events, for tasks such as short-term and seasonal weather forecasting, downscaling simulations to…

Atmospheric and Oceanic Physics · Physics 2023-08-30 Peter AG Watson

This paper demonstrates the application of Bayesian Artificial Neural Networks to Ordinary Differential Equation (ODE) inverse problems. We consider the case of estimating an unknown chaotic dynamical system transition model from state…

Machine Learning · Computer Science 2020-05-28 David K. E. Green , Filip Rindler

We present a general framework to predict precursors to extreme events in turbulent dynamical systems. The approach combines phase-space reconstruction techniques with recurrence matrices and convolutional neural networks to identify…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Rahul Agarwal , Mustafa A. Mohamad

Because of the impact of extreme heat waves and heat domes on society and biodiversity, their study is a key challenge. We specifically study long-lasting extreme heat waves, which are among the most important for climate impacts. Physics…

Machine Learning · Computer Science 2022-01-14 Valérian Jacques-Dumas , Francesco Ragone , Pierre Borgnat , Patrice Abry , Freddy Bouchet

We introduce new machine-learning techniques for analyzing chaotic dynamical systems. The primary objectives of the study include the development of a new and simple method for calculating the Lyapunov exponent using only two trajectory…

Chaotic Dynamics · Physics 2024-08-06 Lazare Osmanov

Extreme events frequently occur in real-world time series and often carry significant practical implications. In domains such as climate and healthcare, these events, such as floods, heatwaves, or acute medical episodes, can lead to serious…

Machine Learning · Computer Science 2025-10-24 Quan Li , Wenchao Yu , Suhang Wang , Minhua Lin , Lingwei Chen , Wei Cheng , Haifeng Chen

The study of chaos has long relied on computationally intensive methods to quantify unpredictability and design control strategies. Recent advances in machine learning, from convolutional neural networks to transformer architectures,…

Chaotic Dynamics · Physics 2026-01-30 David Valle , Alexandre Wagemakers , Miguel A. F. Sanjuán

We study the problem of predicting rare critical transition events for a class of slow-fast nonlinear dynamical systems. The state of the system of interest is described by a slow process, whereas a faster process drives its evolution and…

Computational Physics · Physics 2020-12-14 Soon Hoe Lim , Ludovico Theo Giorgini , Woosok Moon , J. S. Wettlaufer

Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Peter A. G. Watson

Dynamical systems with extreme events are difficult to capture with data-driven modeling, due to the relative scarcity of data within extreme events compared to the typical dynamics of the system, and the strong dependence of the long-time…

Fluid Dynamics · Physics 2023-06-30 Andrew J. Fox , C. Ricardo Constante-Amore , Michael D. Graham

Chaos is omnipresent in nature, and its understanding provides enormous social and economic benefits. However, the unpredictability of chaotic systems is a textbook concept due to their sensitivity to initial conditions, aperiodic behavior,…

The problem of classifying turbulent environments from partial observation is key for some theoretical and applied fields, from engineering to earth observation and astrophysics, e.g. to precondition searching of optimal control policies in…

Fluid Dynamics · Physics 2022-10-19 Michele Buzzicotti , Fabio Bonaccorso