Correlated noise can lead to bad transition recognition if standard CSD is applied (variance, lag1-autocorelation, AR1 parameter). Therefore use an adapted formula that addresses this. Works bad for small window sizes.
Reference
Boettner and Boers (2021), Critical Slowing Down In Dynamical Systems Driven By Non-Stationary Correlated Noise
Also of interest in that context: work of Frank Kwasniok (in preparation?)
Indicator summary
Correlated noise can lead to bad transition recognition if standard CSD is applied (variance, lag1-autocorelation, AR1 parameter). Therefore use an adapted formula that addresses this. Works bad for small window sizes.
Reference
Also of interest in that context: work of Frank Kwasniok (in preparation?)
Codebase
Nope
Implementation plan
See eq (17-20) of Boettner and Boers (2021)