Practical guide to using Kendall's τ in the context of forecasting critical transitions.

Recent studies demonstrate that trends in indicators extracted from measured time series can indicate an approach of an impending transition. Kendall's τ coefficient is often used to study the trend of statistics related to the critical slowing down phenomenon and other methods to forecast critical transitions. Because statistics are estimated from time series, the values of Kendall's τ are affected by parameters such as window size, sample rate and length of the time series, resulting in challenges and uncertainties in interpreting results. In this study, we examine the effects of different parameters on the distribution of the trend obtained from Kendall's τ, and provide insights into how to choose these parameters. We also suggest the use of the non-parametric Mann-Kendall test to evaluate the significance of a Kendall's τ value. The non-parametric test is computationally much faster compared with the traditional parametric auto-regressive, moving-average model test.

Deep learning for centre manifold reduction and stability analysis in nonlinear systems.

Bifurcations cause large qualitative and quantitative changes in the dynamics of nonlinear systems with slowly varying parameters. These changes most often are due to modifications that occur in a low-dimensional subspace of the overall system dynamics. The key challenge is to determine what that low-dimensional subspace is, and construct a low-order model that governs the dynamics in that subspace. Centre manifold theory can provide a theoretical means to construct such low-order models for strongly nonlinear systems that undergo bifurcations. Performing a centre manifold analysis, however, is particularly challenging when the system dimensionality is high or impossible when an accurate model of the system is not available. This paper introduces a data-driven approach for identifying a reduced order model of the system based on centre manifold theory. The approach does not require a model of the full order system. Instead, a deep learning approach capable of identifying the centre manifold and the transformation to the centre space is created using measurements of the system dynamics from random perturbations. This approach unravels the characteristics of the system dynamics in the vicinity of bifurcations, providing critical information regarding the behaviour of the system. This article is part of the theme issue 'Data-driven prediction in dynamical systems'.

Data-driven prediction in dynamical systems: recent developments.

In recent years, we have witnessed a significant shift toward ever-more complex and ever-larger-scale systems in the majority of the grand societal challenges tackled in applied sciences. The need to comprehend and predict the dynamics of complex systems have spurred developments in large-scale simulations and a multitude of methods across several disciplines. The goals of understanding and prediction in complex dynamical systems, however, have been hindered by high dimensionality, complexity and chaotic behaviours. Recent advances in data-driven techniques and machine-learning approaches have revolutionized how we model and analyse complex systems. The integration of these techniques with dynamical systems theory opens up opportunities to tackle previously unattainable challenges in modelling and prediction of dynamical systems. While data-driven prediction methods have made great strides in recent years, it is still necessary to develop new techniques to improve their applicability to a wider range of complex systems in science and engineering. This focus issue shares recent developments in the field of complex dynamical systems with emphasis on data-driven, data-assisted and artificial intelligence-based discovery of dynamical systems. This article is part of the theme issue 'Data-driven prediction in dynamical systems'.

Mathematical model of the feedback between global supply chain disruption and COVID-19 dynamics.

The pandemic of COVID-19 has become one of the greatest threats to human health, causing severe disruptions in the global supply chain, and compromising health care delivery worldwide. Although government authorities sought to contain the spread of SARS-CoV-2, by restricting travel and in-person activities, failure to deploy time-sensitive strategies in ramping-up of critical resource production exacerbated the outbreak. Here, we developed a mathematical model to analyze the effects of the interaction between supply chain disruption and infectious disease dynamics using coupled production and disease networks built on global data. Analysis of the supply chain model suggests that time-sensitive containment strategies could be created to balance objectives in pandemic control and economic losses, leading to a spatiotemporal separation of infection peaks that alleviates the societal impact of the disease. A lean resource allocation strategy can reduce the impact of supply chain shortages from 11.91 to 1.11% in North America. Our model highlights the importance of cross-sectoral coordination and region-wise collaboration to optimally contain a pandemic and provides a framework that could advance the containment and model-based decision making for future pandemics.

Data-driven identification of reliable sensor species to predict regime shifts in ecological networks.

Signals of critical slowing down are useful for predicting impending transitions in ecosystems. However, in a system with complex interacting components not all components provide the same quality of information to detect system-wide transitions. Identifying the best indicator species in complex ecosystems is a challenging task when a model of the system is not available. In this paper, we propose a data-driven approach to rank the elements of a spatially distributed ecosystem based on their reliability in providing early-warning signals of critical transitions. The proposed method is rooted in experimental modal analysis techniques traditionally used to identify structural dynamical systems. We show that one could use natural system fluctuations and the system responses to small perturbations to reveal the slowest direction of the system dynamics and identify indicator regions that are best suited for detecting abrupt transitions in a network of interacting components. The approach is applied to several ecosystems to demonstrate how it successfully ranks regions based on their reliability to provide early-warning signals of regime shifts. The significance of identifying the indicator species and the challenges associated with ranking nodes in networks of interacting components are also discussed.

Rate of recovery from perturbations as a means to forecast future stability of living systems.

Anticipating critical transitions in complex ecological and living systems is an important need because it is often difficult to restore a system to its pre-transition state once the transition occurs. Recent studies demonstrate that several indicators based on changes in ecological time series can indicate that the system is approaching an impending transition. An exciting question is, however, whether we can predict more characteristics of the future system stability using measurements taken away from the transition. We address this question by introducing a model-less forecasting method to forecast catastrophic transition of an experimental ecological system. The experiment is based on the dynamics of a yeast population, which is known to exhibit a catastrophic transition as the environment deteriorates. By measuring the system's response to perturbations prior to transition, we forecast the distance to the upcoming transition, the type of the transition (i.e., catastrophic/non-catastrophic) and the future equilibrium points within a range near the transition. Experimental results suggest a strong potential for practical applicability of this approach for ecological systems which are at risk of catastrophic transitions, where there is a pressing need for information about upcoming thresholds.