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- ItemInferring causation from time series in Earth system sciences([London] : Nature Publishing Group UK, 2019) Runge, Jakob; Bathiany, Sebastian; Bollt, Erik; Camps-Valls, Gustau; Coumou, Dim; Deyle, Ethan; Glymour, Clark; Kretschmer, Marlene; Mahecha, Miguel D.; Muñoz-MarÃ, Jordi; van Nes, Egbert H.; Peters, Jonas; Quax, Rick; Reichstein, Markus; Scheffer, Marten; Schölkopf, Bernhard; Spirtes, Peter; Sugihara, George; Sun, Jie; Zhang, Kun; Zscheischler, JakobThe heart of the scientific enterprise is a rational effort to understand the causes behind the phenomena we observe. In large-scale complex dynamical systems such as the Earth system, real experiments are rarely feasible. However, a rapidly increasing amount of observational and simulated data opens up the use of novel data-driven causal methods beyond the commonly adopted correlation techniques. Here, we give an overview of causal inference frameworks and identify promising generic application cases common in Earth system sciences and beyond. We discuss challenges and initiate the benchmark platform causeme.net to close the gap between method users and developers. © 2019, The Author(s).
- ItemAbrupt 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.
- ItemSleep apnea-hypopnea quantification by cardiovascular data analysis(San Francisco, CA : Public Library of Science (PLoS), 2014) Camargo, S.; Riedl, M.; Anteneodo, C.; Kurths, J.; Penzel, T.; Wessel, N.Sleep disorders are a major risk factor for cardiovascular diseases. Sleep apnea is the most common sleep disturbance and its detection relies on a polysomnography, i.e., a combination of several medical examinations performed during a monitored sleep night. In order to detect occurrences of sleep apnea without the need of combined recordings, we focus our efforts on extracting a quantifier related to the events of sleep apnea from a cardiovascular time series, namely systolic blood pressure (SBP). Physiologic time series are generally highly nonstationary and entrap the application of conventional tools that require a stationary condition. In our study, data nonstationarities are uncovered by a segmentation procedure which splits the signal into stationary patches, providing local quantities such as mean and variance of the SBP signal in each stationary patch, as well as its duration L. We analysed the data of 26 apneic diagnosed individuals, divided into hypertensive and normotensive groups, and compared the results with those of a control group. From the segmentation procedure, we identified that the average duration 〈L〉, as well as the average variance 〈σ2〉, are correlated to the apnea-hypoapnea index (AHI), previously obtained by polysomnographic exams. Moreover, our results unveil an oscillatory pattern in apneic subjects, whose amplitude S∗ is also correlated with AHI. All these quantities allow to separate apneic individuals, with an accuracy of at least 79%. Therefore, they provide alternative criteria to detect sleep apnea based on a single time series, the systolic blood pressure.
- ItemProbing the Statistical Properties of Unknown Texts: Application to the Voynich Manuscript(San Francisco, CA : Public Library of Science (PLoS), 2013) Amancio, D.R.; Altmann, E.G.; Rybski, D.; Oliveira Jr., O.N.; da Costa, L.F.While the use of statistical physics methods to analyze large corpora has been useful to unveil many patterns in texts, no comprehensive investigation has been performed on the interdependence between syntactic and semantic factors. In this study we propose a framework for determining whether a text (e.g., written in an unknown alphabet) is compatible with a natural language and to which language it could belong. The approach is based on three types of statistical measurements, i.e. obtained from first-order statistics of word properties in a text, from the topology of complex networks representing texts, and from intermittency concepts where text is treated as a time series. Comparative experiments were performed with the New Testament in 15 different languages and with distinct books in English and Portuguese in order to quantify the dependency of the different measurements on the language and on the story being told in the book. The metrics found to be informative in distinguishing real texts from their shuffled versions include assortativity, degree and selectivity of words. As an illustration, we analyze an undeciphered medieval manuscript known as the Voynich Manuscript. We show that it is mostly compatible with natural languages and incompatible with random texts. We also obtain candidates for keywords of the Voynich Manuscript which could be helpful in the effort of deciphering it. Because we were able to identify statistical measurements that are more dependent on the syntax than on the semantics, the framework may also serve for text analysis in language-dependent applications.
- ItemChange 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.
- ItemAdvances in Time Series Analysis and Its Applications(New York, NY : Hindawi Publishing Corporation, 2016) Gao, Z.-K.; Small, M.; Donner, R.; Meng, D.; Ghaffari, H.O.
- ItemA Rigorous Statistical Assessment of Recent Trends in Intensity of Heavy Precipitation Over Germany(Lausanne : Frontiers Media, 2019) Passow, Christian; Donner, Reik V.Comprehensive and robust statistical estimates of trends during heavy precipitation events are essential in understanding the impact of past and future climate changes in the hydrological cycle. However, methods commonly used in extreme value statistics (EVS) are often unable to detect significant trends, because of their methodologically motivated reduction of the sample size and strong assumptions regarding the underlying distribution. Here, we propose linear quantile regression (QR) as a complementary and robust alternative to estimating trends in heavy precipitation events. QR does not require any assumptions on the underlying distribution and is also able to estimate trends for the full span of the distribution without any reduction of the available data. As an example, we study here a very dense and homogenized data set of daily precipitation amounts over Germany for the period between 1951 and 2006 to compare the results of QR and the so-called block maxima approach, a classical method in EVS. Both methods indicate an overall increase in the intensity of heavy precipitation events. The strongest trends can be found in regions with an elevation of about 500 m above sea level. In turn, larger spatial clusters of moderate or even decreasing trends can only be found in Northeastern Germany. In conclusion, both methods show comparable results. QR, however, allows for a more flexible and comprehensive study of precipitation events. © Copyright © 2019 Passow and Donner.
- ItemOrder patterns networks (orpan) - A method to estimate time-evolving functional connectivity from multivariate time series(Lausanne : Frontiers Research Foundation, 2012) Schinkel, S.; Zamora-López, G.; Dimigen, O.; Sommer, W.; Kurths, J.Complex networks provide an excellent framework for studying the function of the human brain activity. Yet estimating functional networks from measured signals is not trivial, especially if the data is non-stationary and noisy as it is often the case with physiological recordings. In this article we propose a method that uses the local rank structure of the data to define functional links in terms of identical rank structures. The method yields temporal sequences of networks which permits to trace the evolution of the functional connectivity during the time course of the observation. We demonstrate the potentials of this approach with model data as well as with experimental data from an electrophysiological study on language processing.
- ItemCascade-based disaggregation of continuous rainfall time series: The influence of climate(Göttingen : Copernicus GmbH, 2001) Güntner, A.; Olsson, J.; Calver, A.; Gannon, B.Rainfall data of high temporal resolution are required in a multitude of hydrological applications. In the present paper, a temporal rainfall disaggregation model is applied to convert daily time series into an hourly resolution. The model is based on the principles of random multiplicative cascade processes. Its parameters are dependent on (1) the volume and (2) the position in the rainfall sequence of the time interval with rainfall to be disaggregated. The aim is to compare parameters and performance of the model between two contrasting climates with different rainfall generating mechanisms, a semi-arid tropical (Brazil) and a temperate (United Kingdom) climate. In the range of time scales studied, the scale-invariant assumptions of the model are approximately equally well fulfilled for both climates. The model parameters differ distinctly between climates, reflecting the dominance of convective processes in the Brazilian rainfall and of advective processes associated with frontal passages in the British rainfall. In the British case, the parameters exhibit a slight seasonal variation consistent with the higher frequency of convection during summer. When applied for disaggregation, the model reproduces a range of hourly rainfall characteristics with a high accuracy in both climates. However, the overall model performance is somewhat better for the semi-arid tropical rainfall. In particular, extreme rainfall in the UK is overestimated whereas extreme rainfall in Brazil is well reproduced. Transferability of parameters in time is associated with larger uncertainty in the semi-arid climate due to its higher interannual variability and lower percentage of rainy intervals. For parameter transferability in space, no restrictions are found between the Brazilian stations whereas in the UK regional differences are more pronounced. The overall high accuracy of disaggregated data supports the potential usefulness of the model in hydrological applications.
- ItemIdentification of dynamical transitions in marine palaeoclimate records by recurrence network analysis(Göttingen : Copernicus GmbH, 2011) Donges, J.F.; Donner, R.V.; Rehfeld, K.; Marwan, N.; Trauth, M.H.; Kurths, J.The analysis of palaeoclimate time series is usually affected by severe methodological problems, resulting primarily from non-equidistant sampling and uncertain age models. As an alternative to existing methods of time series analysis, in this paper we argue that the statistical properties of recurrence networks - a recently developed approach - are promising candidates for characterising the system's nonlinear dynamics and quantifying structural changes in its reconstructed phase space as time evolves. In a first order approximation, the results of recurrence network analysis are invariant to changes in the age model and are not directly affected by non-equidistant sampling of the data. Specifically, we investigate the behaviour of recurrence network measures for both paradigmatic model systems with non-stationary parameters and four marine records of long-term palaeoclimate variations. We show that the obtained results are qualitatively robust under changes of the relevant parameters of our method, including detrending, size of the running window used for analysis, and embedding delay. We demonstrate that recurrence network analysis is able to detect relevant regime shifts in synthetic data as well as in problematic geoscientific time series. This suggests its application as a general exploratory tool of time series analysis complementing existing methods.