相关论文: Early warnings of critical transitions through vec…

Recent economic events, including the global financial crisis and COVID-19 pandemic, have exposed limitations in linear Factor Augmented Vector Autoregressive (FAVAR) models for forecasting and structural analysis. Nonlinear dimension…

We consider discrete-time one-dimensional random dynamical systems with bounded noise, which generate an associated set-valued dynamical system. We provide necessary and sufficient conditions for a discontinuous bifurcation of a minimal…

We propose a topological framework for the detection of Hopf bifurcations directly from time series, based on persistent homology applied to phase space reconstructions via Takens embedding within the framework of Topological Data Analysis.…

Tipping points (TP) are often described as low-dimensional bifurcations, and are associated with early-warning signals (EWS) due to critical slowing down (CSD). CSD is an increase in amplitude and correlation of noise-induced fluctuations…

Early warning signals have been proposed to forecast the possibility of a critical transition, such as the eutrophication of a lake, the collapse of a coral reef, or the end of a glacial period. Because such transitions often unfold on…

We study a two-dimensional low-dissipation dynamical system with a control parameter that is swept linearly in time across a transcritical bifurcation. We investigate the relaxation time of a perturbation applied to a variable of the system…

We consider stochastic electro-mechanical dynamics of an overdamped power system in the vicinity of the saddle-node bifurcation associated with the loss of global stability such as voltage collapse or phase angle instability. Fluctuations…

A data-driven model identification strategy is developed for dynamical systems near a supercritical Hopf bifurcation with nonautonomous inputs. This strategy draws on phase-amplitude reduction techniques, leveraging an analytical…

This paper shows that the variance of load bus voltage magnitude in a small power system test case increases monotonically as the system approaches a Hopf bifurcation. This property can potentially be used as a method for monitoring…

Many economic variables feature changes in their conditional mean and volatility, and Time Varying Vector Autoregressive Models are often used to handle such complexity in the data. Unfortunately, when the number of series grows, they…

Catastrophic regime shifts in complex natural systems may be averted through advanced detection. Recent work has provided a proof-of-principle that many systems approaching a catastrophic transition may be identified through the lens of…

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,…

In this contribution we introduce weakly locally stationary time series through the local approximation of the non-stationary covariance structure by a stationary one. This allows us to define autoregression coefficients in a non-stationary…

The availability of data on economic uncertainty sparked a lot of interest in models that can timely quantify episodes of international spillovers of uncertainty. This challenging task involves trading off estimation accuracy for more…

In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR) and the multivariate Hawkes process. We analyze both…

Nonlinear dynamical systems exposed to changing forcing can exhibit catastrophic transitions between alternative and often markedly different states. The phenomenon of critical slowing down (CSD) can be used to anticipate such transitions…

A Hopf bifurcation is prevalent in many nonlinear dynamical systems. When a system prior to a Hopf bifurcation is exposed to a sufficient level of noise, its noise-induced dynamics can provide valuable information about the impending…

The slow passage through a Hopf bifurcation leads to the delayed appearance of large amplitude oscillations. We construct a smooth scalar feedback control which suppresses the delay and causes the system to follow a stable equilibrium…

We revisit macroeconomic time-varying parameter vector autoregressions (TVP-VARs), whose persistent coefficients may adapt too slowly to large, abrupt shifts such as those during major crises. We explore the performance of an…

High-dimensional financial time series often exhibit complex dependence relations driven by both common market structures and latent connections among assets. To capture these characteristics, this paper proposes Factor-Driven Network…