[Talks@IDSIA] Monday 30 July, 11:30 - "Minimal time series models for critical transitions in complex systems"

::Speaker Flavio Pons ::Title Keeping it simple: minimal time series models for critical transitions in complex systems ::Abstract Many dynamical systems feature bistability, i.e. they are characterized by a double-well potential, where the minima correspond to stable equilibrium points, and the interposed maximum to an unstable equilibrium. Generally, a system in its stable states exhibits a fairly regular behavior, which can be effectively described by simple stochastic models. On the other hand, the passage from one stable point to the other is fast, sudden, and characterized by abrupt changes in the dynamics. Examples can be found both in systems with few degrees of freedom, such as the Lorenz63 model, and in complex natural phaenomena, such as protein folding, turbulence, or the passage from ice ages to non-glacial regimes. Even though the jumps between stable states are generally thought to be governed by the slow variables in the system, growing evidence suggests that an appropriate statistical description of the fast variables enables defining early warning indicators of the upcoming critical transition. The aim of this talk is to show that it is possible to build effective early warning indicators through simple, linear time series models. In particular, two methods are presented, both based on exploiting the misspecification affecting the stochastic model postulated for the stable states, as the system approaches the critical transition. *Bio: Flavio Pons holds a PhD in Statistics from University of Bologna, on the topic: "Statistical modelling of turbulence in a close von Kàrman flow". *Location: IDSIA's meeting room =