Detection of approaching critical transitions in natural systems driven by red noise

A Morr, N Boers - Physical Review X, 2024 - APS
Detection of critical slowing down (CSD) is the dominant avenue for anticipating critical
transitions from noisy time-series data. Most commonly, changes in variance and lag-1 …

Red noise in continuous-time stochastic modelling

A Morr, D Kreher, N Boers - arXiv preprint arXiv:2212.03566, 2022 - arxiv.org
The concept of correlated noise is well-established in discrete-time stochastic modelling but
there is no generally agreed-upon definition of the notion of red noise in continuous-time …