Search

Real-world non-autonomous systems are open, out-of-equilibrium systems that evolve in and are driven by temporally varying environments. Such systems can show multiple timescale and transient dynamics together with transitions to very different and, at times, even disastrous dynamical regimes. Since such critical transitions disrupt the systems' intended or desired functionality, it is crucial to understand the underlying mechanisms, to identify precursors of such transitions and to reliably detect them in time series of suitable system observables to enable forecasts. This review critically assesses the various steps of investigation involved in time-series-analysis-based detection of critical transitions in real-world non-autonomous systems: from the data recording to evaluating the reliability of offline and online detections. It will highlight pros and cons to stimulate further developments, which would be necessary to advance understanding and forecasting nonlinear behavior such as critical transitions in complex systems., Comment: 14 pages, 5 figures

We investigate topological and spectral properties of models of European and US-American power grids and of paradigmatic network models as well as their implications for the synchronization dynamics of phase oscillators with heterogeneous natural frequencies. We employ the complex-valued order parameter --~a widely-used indicator for phase ordering~-- to assess the synchronization dynamics and observe the order parameter to exhibit either constant or periodic or non-periodic, possibly chaotic temporal evolutions for a given coupling strength but depending on initial conditions and the systems' disorder. Interestingly, both topological and spectral characteristics of the power grids point to a diminished capability of these networks to support a temporarily stable synchronization dynamics. We find non-trivial commonalities between the synchronization dynamics of oscillators on seemingly opposing topologies., Comment: 8 pages, 8 figures, accepted by Chaos

Constructing networks from empirical time series data is often faced with the as yet unsolved issue of how to avoid potentially superfluous network constituents. Such constituents can result, e.g., from spatial and temporal oversampling of the system's dynamics, and neglecting them can lead to severe misinterpretations of network characteristics ranging from global to local scale. We derive a perturbation-based method to identify potentially superfluous network constituents that makes use of vertex and edge centrality concepts. We investigate the suitability of our approach through analyses of weighted small-world, scale-free, random, and complete networks., Comment: 15 pages, 8 figures

Stochastic processes are encountered in many contexts, ranging from generation sizes of bacterial colonies and service times in a queueing system to displacements of Brownian particles and frequency fluctuations in an electrical power grid. If such processes are Markov, then their probability distribution is governed by the Kramers-Moyal (KM) equation, a partial differential equation that involves an infinite number of coefficients, which depend on the state variable. The KM coefficients must be evaluated based on measured time series for a data-driven reconstruction of the governing equations for the stochastic dynamics. We present an accurate method of computing the KM coefficients, which relies on computing the coefficients' conditional moments based on the statistical moments of the time series. The method's advantages over state-of-the-art approaches are demonstrated by investigating prototypical stochastic processes with well-known properties., Comment: matches published version (New Journal of Physics)

Ordinal time series analysis is based on the idea to map time series to ordinal patterns, i.e., order relations between the values of a time series and not the values themselves, as introduced in 2002 by C. Bandt and B. Pompe. Despite a resulting loss of information, this approach captures meaningful information about the temporal structure of the underlying system dynamics as well as about properties of interactions between coupled systems. This - together with its conceptual simplicity and robustness against measurement noise - makes ordinal time series analysis well suited to improve characterization of the still poorly understood spatial-temporal dynamics of the human brain. This minireview briefly summarizes the state-of-the-art of uni- and bivariate ordinal time-series-analysis techniques together with applications in the neurosciences. It will highlight current limitations to stimulate further developments which would be necessary to advance characterization of evolving functional brain networks., Comment: 8 pages, 2 figures