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

The early detection of tipping points, which describe a rapid departure from a stable state, is an important theoretical and practical challenge. Tipping points are most commonly associated with the disappearance of steady-state or periodic…

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…

We present a general and flexible framework for detecting regime changes in complex, non-stationary data across multi-trial experiments. Traditional change point detection methods focus on identifying abrupt changes within a single time…

In this paper, we investigate the parameter estimation for threshold Ornstein$\mathit{-}$Uhlenbeck processes. Least squares method is used to obtain continuous-type and discrete-type estimators for the drift parameters based on continuous…

In modern business modeling and analytics, data monitoring plays a critical role. Nowadays, sophisticated models often rely on hundreds or even thousands of input variables. Over time, structural changes such as abrupt level shifts or trend…

For a power system operating in the vicinity of the power transfer limit of its transmission system, effect of stochastic fluctuations of power loads can become critical as a sufficiently strong such fluctuation may activate voltage…

Balanced truncation and singular perturbation approximation for linear dynamical systems yield reduced-order models that satisfy a well-known error bound involving the Hankel singular values. We show that this bound holds with equality for…

An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have…

A technique is introduced for estimating unknown parameters when time series of only one variable from a multivariate nonlinear dynamical system is given. The technique employs a combination of two different control methods, a linear…

In the monitoring of a complex electric grid, it is of paramount importance to provide operators with early warnings of anomalies detected on the network, along with a precise classification and diagnosis of the specific fault type. In this…

One of the main features of interest in analysing the light curves of stars is the underlying periodic behaviour. The corresponding observations are a complex type of time series with unequally spaced time points and are sometimes…

In this paper we investigate the problem of detecting a change in the drift parameters of a generalized Ornstein-Uhlenbeck process which is defined as the solution of $dX_t=(L(t)-\alpha X_t) dt + \sigma dB_t$, and which is observed in…

Friction is ubiquitous in daily life, from nanoscale machines to large engineering components. By probing the intricate interplay between system parameters and frictional behavior, scientists seek to unveil the underlying mechanisms that…

We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2,\ldots \), we observe a deformed Wigner matrix \(…

Many complex dynamical systems in the real world, including ecological, climate, financial, and power-grid systems, often show critical transitions, or tipping points, in which the system's dynamics suddenly transit into a qualitatively…

Time series data often contain initial transient periods before reaching a stable state, posing challenges in analysis and interpretation. In this paper, we propose a novel approach to detect and estimate the end of the initial transient in…

We study identifiability in continuous-time linear stationary stochastic differential equations with known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's…

Real-life systems often experience regime shifts. An early warning signal (EWS) is a quantity that attempts to anticipate such a regime shift. Because complex systems of practical interest showing regime shifts are often dynamics on…

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…

Usually, in order to investigate the evolution of a theory, one may find the critical points of the system and then perform perturbations around these critical points to see whether they are stable or not. This local method is very useful…