相关论文: Early-warning indicators in the dynamic regime

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…

We address the problem of defining early warning indicators of critical transition. To this purpose, we fit the relevant time series through a class of linear models, known as Auto-Regressive Moving-Average (ARMA(p,q)) models. We define two…

A generic saddle-node bifurcation is proposed to modelize fast transitions of finite amplitude arising in geophysical (and perhaps other) contexts, when they result from the intrinsic dynamics of the system. The fast transition is…

Real-world non-autonomous systems are open, out-of-equilibrium systems that evolve in and are driven by temporally varying environments. Such systems can show multiple timescale and transient dynamics together with transitions to very…

In order to minimize the generalization error in neural networks, a novel technique to identify overfitting phenomena when training the learner is formally introduced. This enables support of a reliable and trustworthy early stopping…

The future behavioural fate of a forced nonlinear system can depend sensitively on the forcing profile as well as natural fluctuations within the system. This is especially the case for rate-induced tipping, where the forcing pushes the…

We investigate how nonlinear behaviour (both of forcing in time and of the system itself) can affect the skill of early warning signals to predict tipping in (directionally) coupled bistable systems when using measures based on critical…

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…

We develop an early-warning signal for bifurcations of one-dimensional random difference equations with additive bounded noise, based on the asymptotic behaviour of the stationary density near a boundary of its support. We demonstrate the…

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…

Approaching a dangerous bifurcation, from which a dynamical system such as the Earth's climate will jump (tip) to a different state, the current stable state lies within a shrinking basin of attraction. Persistence of the state becomes…

Market instability has been extensively studied using mathematical approaches to characterize complex trading dynamics and detect structural change points. This study explores the potential for early warning of market instability by…

Conditions such as insomnia, cardiac arrhythmia and jet-lag share a common feature: they are all related to the ability of biological systems to synchronize with the day-night cycle. When organisms lose resilience, this ability of…

Change points in real-world systems mark significant regime shifts in system dynamics, possibly triggered by exogenous or endogenous factors. These points define regimes for the time evolution of the system and are crucial for understanding…

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…

Monitoring economic conditions and financial stability with an early warning system serves as a prevention mechanism for unexpected economic events. In this paper, we investigate the statistical performance of sequential break-point…

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…

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…

In this paper, we construct and discuss early-warning signs of the approach of a parameter to a deterministic bifurcation on a stochastic partial differential equation (SPDE) model with Gaussian white-noise on the boundary. We specifically…

Nonlinear dynamical systems may be exposed to tipping points, critical thresholds at which small changes in the external inputs or in the systems parameters abruptly shift the system to an alternative state with a contrasting dynamical…