DOAJ Open Access 2018

Abrupt transitions in time series with uncertainties

Bedartha Goswami Niklas Boers Aljoscha Rheinwalt Norbert Marwan Jobst Heitzig +2 lainnya

Abstrak

Most time series techniques tend to ignore data uncertainties, which results in inaccurate conclusions. Here, Goswami et al. represent time series as a sequence of probability density functions, and reliably detect abrupt transitions by identifying communities in probabilistic recurrence networks.

Topik & Kata Kunci

Science

Penulis (7)

Bedartha Goswami

Niklas Boers

Aljoscha Rheinwalt

Norbert Marwan

Jobst Heitzig

Sebastian F. M. Breitenbach

Jürgen Kurths

Format Sitasi

APA MLA BibTeX

Goswami, B., Boers, N., Rheinwalt, A., Marwan, N., Heitzig, J., Breitenbach, S.F.M. et al. (2018). Abrupt transitions in time series with uncertainties. https://doi.org/10.1038/s41467-017-02456-6

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Lihat di Sumber doi.org/10.1038/s41467-017-02456-6

Informasi Jurnal

Tahun Terbit: 2018
Sumber Database: DOAJ
DOI: 10.1038/s41467-017-02456-6
Akses: Open Access ✓