How one might miss early warning signals of critical transitions in time series data: A systematic study of two major currency pairs

There is growing interest in the use of critical slowing down and critical fluctuations as early warning signals for critical transitions in different complex systems. However, while some studies found them effective, others found the opposite. In this paper, we investigated why this might be so, by...

Полное описание

Библиографические подробности
Главные авторы: Wen, Haoyu, Cheong, Siew Ann, Pica Ciamarra, Massimo
Другие авторы: Hernandez-Lemus, Enrique
Формат: Journal Article
Язык:English
Опубликовано: 2018
Предметы:
Online-ссылка:https://hdl.handle.net/10356/89339
http://hdl.handle.net/10220/44869