::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
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