Predicting discrete-time bifurcations with deep learning.

Many natural and man-made systems are prone to critical transitions-abrupt and potentially devastating changes in dynamics. Deep learning classifiers can provide an early warning signal for critical transitions by learning generic features of bifurcations from large simulated training data sets. So far, classifiers have only been trained to predict continuous-time bifurcations, ignoring rich dynamics unique to discrete-time bifurcations. Here, we train a deep learning classifier to provide an early warning signal for the five local discrete-time bifurcations of codimension-one. We test the classifier on simulation data from discrete-time models used in physiology, economics and ecology, as well as experimental data of spontaneously beating chick-heart aggregates that undergo a period-doubling bifurcation. The classifier shows higher sensitivity and specificity than commonly used early warning signals under a wide range of noise intensities and rates of approach to the bifurcation. It also predicts the correct bifurcation in most cases, with particularly high accuracy for the period-doubling, Neimark-Sacker and fold bifurcations. Deep learning as a tool for bifurcation prediction is still in its nascence and has the potential to transform the way we monitor systems for critical transitions.

Universal early warning signals of phase transitions in climate systems.

The potential for complex systems to exhibit tipping points in which an equilibrium state undergoes a sudden and often irreversible shift is well established, but prediction of these events using standard forecast modelling techniques is quite difficult. This has led to the development of an alternative suite of methods that seek to identify signatures of critical phenomena in data, which are expected to occur in advance of many classes of dynamical bifurcation. Crucially, the manifestations of these critical phenomena are generic across a variety of systems, meaning that data-intensive deep learning methods can be trained on (abundant) synthetic data and plausibly prove effective when transferred to (more limited) empirical datasets. This paper provides a proof of concept for this approach as applied to lattice phase transitions: a deep neural network trained exclusively on two-dimensional Ising model phase transitions is tested on a number of real and simulated climate systems with considerable success. Its accuracy frequently surpasses that of conventional statistical indicators, with performance shown to be consistently improved by the inclusion of spatial indicators. Tools such as this may offer valuable insight into climate tipping events, as remote sensing measurements provide increasingly abundant data on complex geospatially resolved Earth systems.

Principal component trajectories for modeling spectrally continuous dynamics as forced linear systems.

Delay embeddings of time series data have emerged as a promising coordinate basis for data-driven estimation of the Koopman operator, which seeks a linear representation for observed nonlinear dynamics. Recent work has demonstrated the efficacy of dynamic mode decomposition (DMD) for obtaining finite-dimensional Koopman approximations in delay coordinates. In this paper we demonstrate how nonlinear dynamics with sparse Fourier spectra can be (i) represented by a superposition of principal component trajectories and (ii) modeled by DMD in this coordinate space. For continuous or mixed (discrete and continuous) spectra, DMD can be augmented with an external forcing term. We present a method for learning linear control models in delay coordinates while simultaneously discovering the corresponding exogenous forcing signal in a fully unsupervised manner. This extends the existing DMD with control (DMDc) algorithm to cases where a control signal is not known a priori. We provide examples to validate the learned forcing against a known ground truth and illustrate their statistical similarity. Finally, we offer a demonstration of this method applied to real-world power grid load data to show its utility for diagnostics and interpretation on systems in which somewhat periodic behavior is strongly forced by unknown and unmeasurable environmental variables.

Sparse identification of slow timescale dynamics.

Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the emergent slow scale evolution is unknown. Yet the course-grained, slow scale dynamics is often of greatest interest in practice. In this work we present an accurate and efficient method for extracting the slow timescale dynamics from signals exhibiting multiple timescales that are amenable to averaging. The method relies on tracking the signal at evenly spaced intervals with length given by the period of the fast timescale, which is discovered by using clustering techniques in conjunction with the dynamic mode decomposition. Sparse regression techniques are then used to discover a mapping which describes iterations from one data point to the next. We show that, for sufficiently disparate timescales, this discovered mapping can be used to discover the continuous-time slow dynamics, thus providing a novel tool for extracting dynamics on multiple timescales.

Dynamic mode decomposition for multiscale nonlinear physics.

We present a data-driven method for separating complex, multiscale systems into their constituent timescale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed subsets of the data, and dominant timescales are discovered using spectral clustering on their eigenvalues. This approach produces time series data for each identified component, which sum to a faithful reconstruction of the input signal. It differs from most other methods in the field of multiresolution analysis (MRA) in that it (1) accounts for spatial and temporal coherencies simultaneously, making it more robust to scale overlap between components, and (2) yields a closed-form expression for local dynamics at each scale, which can be used for short-term prediction of any or all components. Our technique is an extension of multi-resolution dynamic mode decomposition (mrDMD), generalized to treat a broader variety of multiscale systems and more faithfully reconstruct their isolated components. In this paper we present an overview of our algorithm and its results on two example physical systems, and briefly discuss some advantages and potential forecasting applications for the technique.