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Register a new userBayesian on-line anticipation of critical transitions
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The design of reliable indicators to anticipate critical transitions in complex systems is an im portant task in order to detect a coming sudden regime shift and to take action in order to either prevent it or mitigate its consequences. We present a data-driven method based on the estimation of a parameterized nonlinear stochastic differential equation that allows for a robust anticipation of critical transitions even in the presence of strong noise levels like they are present in many real world systems. Since the parameter estimation is done by a Markov Chain Monte Carlo approach we have access to credibility bands allowing for a better interpretation of the reliability of the results. By introducing a Bayesian linear segment fit it is possible to give an estimate for the time horizon in which the transition will probably occur based on the current state of information. This approach is also able to handle nonlinear time dependencies of the parameter controlling the transition. In general the method could be used as a tool for on-line analysis to detect changes in the resilience of the system and to provide information on the probability of the occurrence of a critical transition in future.
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Much research effort has been devoted to developing methods for reconstructing the links of a network from dynamics of its nodes. Many current methods require the measurements of the dynamics of all the nodes be known. In real-world problems, it is common that either some nodes of a network of interest are unknown or the measurements of some nodes are unavailable. These nodes, either unknown or whose measurements are unavailable, are called hidden nodes. In this paper, we derive analytical results that explain the effects of hidden nodes on the reconstruction of bidirectional networks. These theoretical results and their implications are verified by numerical studies.
Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendalls {tau} coefficient is often used to study the trend of statistics related to the critical slowing down phenomenon and other methods to forecast critical transitions. Because statistics are estimated from time series, the values of Kendalls {tau} are affected by parameters such as window size, sample rate and length of the time series, resulting in challenges and uncertainties in interpreting results. In this study, we examine the effects of different parameters on the distribution of the trend obtained from Kendalls {tau}, and provide insights into how to choose these parameters. We also suggest the use of the non-parametric Mann-Kendall test to evaluate the significance of a Kendalls {tau} value. The non-parametric test is computationally much faster compared to the traditional parametric ARMA test.
In the last years, researchers have realized the difficulties of fitting power-law distributions properly. These difficulties are higher in Zipfs systems, due to the discreteness of the variables and to the existence of two representations for these systems, i.e., t
Half-lives of radionuclides span more than 50 orders of magnitude. We characterize the probability distribution of this broad-range data set at the same time that explore a method for fitting power-laws and testing goodness-of-fit. It is found that the procedure proposed recently by Clauset et al. [SIAM Rev. 51, 661 (2009)] does not perform well as it rejects the power-law hypothesis even for power-law synthetic data. In contrast, we establish the existence of a power-law exponent with a value around 1.1 for the half-life density, which can be explained by the sharp relationship between decay rate and released energy, for different disintegration types. For the case of alpha emission, this relationship constitutes an original mechanism of power-law generation.
This article presents a derivation of analytical predictions for steady-state distributions of netto time gaps among clusters of vehicles moving inside a traffic stream. Using the thermodynamic socio-physical traffic model with short-ranged repulsion between particles (originally introduced in [Physica A textbf{333} (2004) 370]) we firstly derive the time-clearance distribution in the model. Consecutively, the statistical distributions for the so-called time multi-clearances are calculated by means of theory of functional convolutions. Moreover, all the theoretical surmises used during the above-mentioned calculations are proven by the statistical analysis of traffic data. The mathematical predictions acquired in this paper are thoroughly compared with relevant empirical quantities and discussed in the context of three-phase traffic theory.
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