Monitoring resilience in bursts

Abstract

The possibility to anticipate critical transitions through detecting loss of resilience has attracted attention in many fields. Resilience indicators rely on the mathematical concept of critical slowing down, which means that a system recovers more slowly from external perturbations when it gets closer to tipping point. This decrease in recovery rate can be reflected in rising autocorrelation and variance in data. To test whether resilience is changing, resilience indicators are often calculated using a moving window in long, continuous time series of the system. However, for some systems, it may be more feasible to collect several high-resolution time series in short periods of time, i.e., in bursts. Resilience indicators can then be calculated to detect a change of resilience between such bursts. Here, we compare the performance of both methods using simulated data and showcase the possible use of bursts in a case study using mood data to anticipate depression in a patient. With the same number of data points, the burst approach outperformed the moving window method, suggesting that it is possible to downsample the continuous time series and still signal an upcoming transition. We suggest guidelines to design an optimal sampling strategy. Our results imply that using bursts of data instead of continuous time series may improve the capacity to detect changes in resilience. This method is promising for a variety of fields, such as human health, epidemiology, or ecology, where continuous monitoring can be costly or unfeasible.