Neuman, Y, et. al., "Change in the Embedding Dimension as an Indicator of an Approaching Transition" (2014)

Interesting article about a novel method for predicting the onset of a change.  Summarized in Conclusions below.

https://drive.google.com/open?id=0B9oPg7GYw1qnSHladDN1NFRvVE0


Conclusions 

In this paper, we introduce a new method for identifying an approaching transition in behavioral data. The idea is that the complexity of behavioral signals usually resides in what social scientists describe as ‘‘context’’, or what [22] in his classical work describes as the totality of signals that directed the behavior of the organism. A transition in the behavior of the signal is expected if the context in which this signal is embedded undergoes changes in itself. Using changes in the embedding dimension as an indication of an approaching transition is therefore a shift from focusing on the dynamics of the signal to the dynamics of the meta-system in which it is subordinated. This idea is here tested for the first time and currently under further developments. We also see a wide applicability of the suggested optimal embedding transition detection (OPERAND) approach. Changes in embedding as well as transitivity dimension might also be able to detect important transition points, e.g, in the climate system or in financial markets [5].

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