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    Abrupt transitions in time series with uncertainties
    (London : Nature Publishing Group, 2018) Goswami, B.; Boers, N.; Rheinwalt, A.; Marwan, N.; Heitzig, J.; Breitenbach, S.F.M.; Kurths, J.
    Identifying abrupt transitions is a key question in various disciplines. Existing transition detection methods, however, do not rigorously account for time series uncertainties, often neglecting them altogether or assuming them to be independent and qualitatively similar. Here, we introduce a novel approach suited to handle uncertainties by representing the time series as a time-ordered sequence of probability density functions. We show how to detect abrupt transitions in such a sequence using the community structure of networks representing probabilities of recurrence. Using our approach, we detect transitions in global stock indices related to well-known periods of politico-economic volatility. We further uncover transitions in the El Niño-Southern Oscillation which coincide with periods of phase locking with the Pacific Decadal Oscillation. Finally, we provide for the first time an 'uncertainty-aware' framework which validates the hypothesis that ice-rafting events in the North Atlantic during the Holocene were synchronous with a weakened Asian summer monsoon.
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    Non-linear regime shifts in Holocene Asian monsoon variability: Potential impacts on cultural change and migratory patterns
    (München : European Geopyhsical Union, 2015) Donges, J.F.; Donner, R.V.; Marwan, N.; Breitenbach, S.F.M.; Rehfeld, K.; Kurths, J.
    The Asian monsoon system is an important tipping element in Earth's climate with a large impact on human societies in the past and present. In light of the potentially severe impacts of present and future anthropogenic climate change on Asian hydrology, it is vital to understand the forcing mechanisms of past climatic regime shifts in the Asian monsoon domain. Here we use novel recurrence network analysis techniques for detecting episodes with pronounced non-linear changes in Holocene Asian monsoon dynamics recorded in speleothems from caves distributed throughout the major branches of the Asian monsoon system. A newly developed multi-proxy methodology explicitly considers dating uncertainties with the COPRA (COnstructing Proxy Records from Age models) approach and allows for detection of continental-scale regime shifts in the complexity of monsoon dynamics. Several epochs are characterised by non-linear regime shifts in Asian monsoon variability, including the periods around 8.5–7.9, 5.7–5.0, 4.1–3.7, and 3.0–2.4 ka BP. The timing of these regime shifts is consistent with known episodes of Holocene rapid climate change (RCC) and high-latitude Bond events. Additionally, we observe a previously rarely reported non-linear regime shift around 7.3 ka BP, a timing that matches the typical 1.0–1.5 ky return intervals of Bond events. A detailed review of previously suggested links between Holocene climatic changes in the Asian monsoon domain and the archaeological record indicates that, in addition to previously considered longer-term changes in mean monsoon intensity and other climatic parameters, regime shifts in monsoon complexity might have played an important role as drivers of migration, pronounced cultural changes, and the collapse of ancient human societies.
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    Comparison of correlation analysis techniques for irregularly sampled time series
    (Göttingen : Copernicus GmbH, 2011) Rehfeld, K.; Marwan, N.; Heitzig, J.; Kurths, J.
    Geoscientific measurements often provide time series with irregular time sampling, requiring either data reconstruction (interpolation) or sophisticated methods to handle irregular sampling. We compare the linear interpolation technique and different approaches for analyzing the correlation functions and persistence of irregularly sampled time series, as Lomb-Scargle Fourier transformation and kernel-based methods. In a thorough benchmark test we investigate the performance of these techniques. All methods have comparable root mean square errors (RMSEs) for low skewness of the inter-observation time distribution. For high skewness, very irregular data, interpolation bias and RMSE increase strongly. We find a 40 % lower RMSE for the lag-1 autocorrelation function (ACF) for the Gaussian kernel method vs. the linear interpolation scheme,in the analysis of highly irregular time series. For the cross correlation function (CCF) the RMSE is then lower by 60 %. The application of the Lomb-Scargle technique gave results comparable to the kernel methods for the univariate, but poorer results in the bivariate case. Especially the high-frequency components of the signal, where classical methods show a strong bias in ACF and CCF magnitude, are preserved when using the kernel methods. We illustrate the performances of interpolation vs. Gaussian kernel method by applying both to paleo-data from four locations, reflecting late Holocene Asian monsoon variability as derived from speleothem δ18O measurements. Cross correlation results are similar for both methods, which we attribute to the long time scales of the common variability. The persistence time (memory) is strongly overestimated when using the standard, interpolation-based, approach. Hence, the Gaussian kernel is a reliable and more robust estimator with significant advantages compared to other techniques and suitable for large scale application to paleo-data.