JuliaDynamics / TransitionsInTimeseries.jl

Transition Indicators / Early Warning Signals / Regime Shifts / Change Point Detection
MIT License
18 stars 5 forks source link

Neural networks as TIs #23

Open JanJereczek opened 1 year ago

JanJereczek commented 1 year ago

Indicator summary

Some pre-trained artificial neural network have shown to be able to predict transitions (and their underlying normal form). I suppose it works well if data corresponds to training set (relatively large for the below-mentioned reference), worse if it is not the case.

Reference

Bury et al. (2021), Deep learning for early warning signals of tipping points.

Codebase

Rely on some deep-learning library in julia (Flux.jl standard but canbe discussed)

Implementation plan

Find and incorporate pre-trained network.