Abrupt transitions in time series with uncertainties

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...

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Detalles Bibliográficos
Autores principales: Goswami, Bedartha, Boers, Niklas, Rheinwalt, Aljoscha, Marwan, Norbert, Heitzig, Jobst, Breitenbach, Sebastian F. M., Kurths, Jürgen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5752700/
https://www.ncbi.nlm.nih.gov/pubmed/29298987
http://dx.doi.org/10.1038/s41467-017-02456-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5752700/
https://www.ncbi.nlm.nih.gov/pubmed/29298987
http://dx.doi.org/10.1038/s41467-017-02456-6

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