Predicting the data structure prior to extreme events from passive observables using echo state network

Abhirup Banerjee, Arindam Mishra, Syamal K. Dana, Chittaranjan Hens, Tomasz Kapitaniak, Jürgen Kurths, Norbert Marwan

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

Extreme events are defined as events that largely deviate from the nominal state of the system as observed in a time series. Due to the rarity and uncertainty of their occurrence, predicting extreme events has been challenging. In real life, some variables (passive variables) often encode significant information about the occurrence of extreme events manifested in another variable (active variable). For example, observables such as temperature, pressure, etc., act as passive variables in case of extreme precipitation events. These passive variables do not show any large excursion from the nominal condition yet carry the fingerprint of the extreme events. In this study, we propose a reservoir computation-based framework that can predict the preceding structure or pattern in the time evolution of the active variable that leads to an extreme event using information from the passive variable. An appropriate threshold height of events is a prerequisite for detecting extreme events and improving the skill of their prediction. We demonstrate that the magnitude of extreme events and the appearance of a coherent pattern before the arrival of the extreme event in a time series affect the prediction skill. Quantitatively, we confirm this using a metric describing the mean phase difference between the input time signals, which decreases when the magnitude of the extreme event is relatively higher, thereby increasing the predictability skill.

Original languageEnglish
Article number955044
JournalFrontiers in Applied Mathematics and Statistics
Volume8
DOIs
StatePublished - 20 Oct 2022
Externally publishedYes

Bibliographical note

Publisher Copyright:
Copyright © 2022 Banerjee, Mishra, Dana, Hens, Kapitaniak, Kurths and Marwan.

Funding

This research has been funded by the Deutsche Forschungsgemeinschaft (DFG) within graduate research training group GRK 2043/1 Natural risk in a changing world (NatRiskChange) at the University of Potsdam. TK and AM have been supported by the National Science Centre, Poland, OPUS Program Project No. 2018/29/B/ST8/00457. CH was supported by the INSPIRE-Faculty Grant (code: IFA17-PH193).

FundersFunder number
Deutsche Forschungsgemeinschaft
Universität Potsdam
Narodowe Centrum Nauki2018/29/B/ST8/00457, IFA17-PH193

    Keywords

    • active and passive variable
    • coupled neuron model
    • echo state network
    • extreme events
    • phase coherence
    • precursory structure

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