Flood early warning systems (FLEWSs) contribute remarkably to reducing economic and life losses during a flood. The theory of critical slowing down (CSD) has been successfully used as a generic indicator of early warning signals in various fields. A new tool called persistent homology (PH) was recently introduced for data analysis. PH employs a qualitative approach to assess a data set and provide new information on the topological features of the data set. In the present paper, we propose the use of PH as a preprocessing step to achieve a FLEWS through CSD. We test our proposal on water level data of the Kelantan River, which tends to flood nearly every year. The results suggest that the new information obtained by PH exhibits CSD and, therefore, can be used as a signal for a FLEWS. Further analysis of the signal, we manage to establish an early warning signal for ten of the twelve flood events recorded in the river; the two other events are detected on the first day of the flood. Finally, we compare our results with those of a FLEWS constructed directly from water level data and find that FLEWS via PH creates fewer false alarms than the conventional technique.

A correlation analysis of pollutant variables provides comprehensive information on dependency behaviour and is thus useful in relating the risk and consequences of pollution events. However, common correlation measurements fail to capture the various properties of air pollution data, such as their non-normal distribution, heavy tails, and dynamic changes over time. Hence, they cannot generate highly accurate information. To overcome this issue, this study proposes a combination of the Generalized Autoregressive Conditional Heteroskedasticity model, Generalized Pareto distribution, and stochastic copulas as a tool to investigate the dependence structure between the PM₁₀ variable and other pollutant variables, including CO, NO₂, O₃, and SO₂. Results indicate that the dynamic dependence structure between PM₁₀ and other pollutant variables can be described with a ranking of PM₁₀–CO > PM₁₀–SO₂ > PM₁₀–NO₂ > PM₁₀–O₃ for the overall time paths (δ) and the upper tail (τ^U) or lower tail (τ^L) dependency measures. This study reveals an evident correlation among pollutant variables that changes over time; such correlation reflects dynamic dependency.

This study explores persistent homology to detect early warning signals of the 2017 and 2019 major financial crashes in Bitcoin. Sliding window is used to obtain point cloud datasets from a multidimensional time series (Bitcoin, Ethereum, Litecoin and Ripple). We apply persistent homology to quantify transient loops that appear in multiscale topological spaces, which associated on each point cloud dataset and encode the quantified information in a persistence landscape. Temporal changes in persistence landscapes are measured via their L1-norms. Consequently, a new representative is attained, called L1-norms time series. The L1-norms is associated with indicators: autocorrelation function at lag 1, variance and mean power spectrum at low frequencies to detect the signals. By using Kendall’s tau correlation and significance test, significant rising trend events that occur before major financial crashes in Bitcoin are defined as the signals. A threshold is determined to scan entire data and record all the significant rising trend events. Lastly, we compare L1-norms with residuals time series, which is another representative obtained from de-trending approach. Our result portrays that autocorrelation function at lag 1 and variance of the L1-norms successfully detect early warning signals before the 2017 and 2019 major financial crashes. However, variance of the L1-norms is better since it able to signal another 2018 major financial crash. For the residuals, no early warning signals are detected. Hence, persistent homology provides a better representative than de-trending approach. Overall, persistent homology is a promising method to detect early warning signals of major financial crashes in Bitcoin.

The theory of critical slowing down (CSD) suggests an increasing pattern in the time series of CSD indicators near catastrophic events. This theory has been successfully used as a generic indicator of early warning signals in various fields, including climate research. In this paper, we present an application of CSD on water level data with the aim of producing an early warning signal for floods. To achieve this, we inspect the trend of CSD indicators using quantile estimation instead of using the standard method of Kendall’s tau rank correlation, which we found is inconsistent for our data set. For our flood early warning system (FLEWS), quantile estimation is used to provide thresholds to extract the dates associated with significant increases on the time series of the CSD indicators. We apply CSD theory on water level data of Kelantan River and found that it is a reliable technique to produce a FLEWS as it demonstrates an increasing pattern near the flood events. We then apply quantile estimation on the time series of CSD indicators and we manage to establish an early warning signal for ten of the twelve flood events. The other two events are detected on the first day of the flood.