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Author: Marwan, N. × Has files: Yes × Subject: human × Subject: time series analysis ×

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Now showing 1 - 2 of 2
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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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    Change in the embedding dimension as an indicator of an approaching transition
    (San Francisco, CA : Public Library of Science (PLoS), 2014) Neuman, Y.; Marwan, N.; Cohen, Y.
    Predicting a transition point in behavioral data should take into account the complexity of the signal being influenced by contextual factors. In this paper, we propose to analyze changes in the embedding dimension as contextual information indicating a proceeding transitive point, called OPtimal Embedding tRANsition Detection (OPERAND). Three texts were processed and translated to time-series of emotional polarity. It was found that changes in the embedding dimension proceeded transition points in the data. These preliminary results encourage further research into changes in the embedding dimension as generic markers of an approaching transition point.