Patent attributes
Described is a system for predicting system trajectories toward critical transitions. The system transforms a set of multivariate time series of observables of a complex system into a set of symbolic multivariate time series. Then pair-wise time series of a transfer entropy (TE) measure are determined, wherein the TE measure quantifies the amount of information transfer from a source to a destination in the complex system. An associative transfer entropy (ATE) measure is determined which decomposes the pair-wise time series of TE to associative states of asymmetric, directional information flows, wherein the ATE measure is comprised of an ATE+ influence class and a ATE− influence class. The system estimates ATE+, TE, and ATE− trajectories over time, and at least one of the ATE+, TE, and ATE− trajectories is used to predict a critical transition in the complex system.
