Abrupt transitions in time series with uncertainties
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.
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| Hauptverfasser: | , , , , , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Nature Portfolio
2018-01-01
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| Schriftenreihe: | Nature Communications |
| Online-Zugang: | https://doi.org/10.1038/s41467-017-02456-6 |
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