Forecasting critical transitions using data-driven nonstationary dynamical modeling

Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics
Frank Kwasniok

Abstract

An approach to predicting critical transitions from time series is introduced. A nonstationary low-order stochastic dynamical model of appropriate complexity to capture the transition mechanism under consideration is estimated from data. In the simplest case, the model is a one-dimensional effective Langevin equation, but also higher-dimensional dynamical reconstructions based on time-delay embedding and local modeling are considered. Integrations with the nonstationary models are performed beyond the learning data window to predict the nature and timing of critical transitions. The technique is generic, not requiring detailed a priori knowledge about the underlying dynamics of the system. The method is demonstrated to successfully predict a fold and a Hopf bifurcation well beyond the learning data window.

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Citations

Sep 17, 2020·Journal of the Royal Society, Interface·Matthew W AdamsonFrank M Hilker
Apr 17, 2018·Royal Society Open Science·Giacomo BoncioliniNicolas Noiray

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