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

Conceptual delay models have played a key role in the understanding of El Ni\~no-Southern Oscillation (ENSO) variability. Based on such delay models, we propose a novel scenario for the fabric of ENSO variability resulting from the subtle…

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…

Vector autoregressions (VARs) are popular model for analyzing multivariate economic time series. However, VARs can be over-parameterized if the numbers of variables and lags are moderately large. Tensor VAR, a recent solution to…

Vector autoregressions (VARs) with multivariate stochastic volatility are widely used for structural analysis. Often the structural model identified through economically meaningful restrictions--e.g., sign restrictions--is supposed to be…

Model studies indicate that many climate subsystems, especially ecosystems, may be vulnerable to 'tipping': a 'catastrophic process' in which a system, driven by gradually changing external factors, abruptly transitions (or 'collapses')…

Visual AutoRegressive (VAR) models based on next-scale prediction enable efficient hierarchical generation, yet the inference cost grows quadratically at high resolutions. We observe that the computationally intensive later scales…

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…

The multiple-subject vector autoregression (multi-VAR) model captures heterogeneous network Granger causality across subjects by decomposing individual sparse VAR transition matrices into commonly shared and subject-unique paths. The model…

There is a growing awareness that catastrophic phenomena in biology and medicine can be mathematically represented in terms of saddle-node bifurcations. In particular, the term `tipping', or critical transition has in recent years entered…

This paper proposes a time-zone vector autoregression (VAR) model to investigate comovements in the global financial market. Analyzing daily data from 36 national equity markets, we explore the subprime and European debt crises using static…

The phenomenon of slow passage through a Hopf bifurcation is ubiquitous in multiple-timescale dynamical systems, where a slowly-varying quantity replacing a static parameter induces the solutions of the resulting slow-fast system to feel…

There is a ongoing debate whether generic early warning signals for critical transitions exist that can be applied across diverse systems. The human epileptic brain is often considered as a prototypical system, given the devastating and, at…

This paper introduces a flexible time-varying network vector autoregressive model framework for large-scale time series. A latent group structure is imposed on the heterogeneous and node-specific time-varying momentum and network spillover…

We apply the Hierarchical Autoregressive Neural (HAN) network sampling algorithm to the two-dimensional $Q$-state Potts model and perform simulations around the phase transition at $Q=12$. We quantify the performance of the approach in the…

Learning the dynamics of complex systems features a large number of applications in data science. Graph-based modeling and inference underpins the most prominent family of approaches to learn complex dynamics due to their ability to capture…

Assuming stationarity is unrealistic in many time series applications. A more realistic alternative is to allow for piecewise stationarity, where the model is allowed to change at given time points. In this article, the problem of detecting…

Tipping to an undesired state in the climate when a control parameter slowly approaches a critical value is a growing concern with increasing greenhouse gas concentrations. Predictions rely on detecting early warning signals (EWSs) in…

Bayesian On-line Changepoint Detection is extended to on-line model selection and non-stationary spatio-temporal processes. We propose spatially structured Vector Autoregressions (VARs) for modelling the process between changepoints (CPs)…

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…

Maintaining stability in feedback systems, from aircraft and autonomous robots to biological and physiological systems, relies on monitoring their behavior and continuously adjusting their inputs. Incremental damage can make such control…