Assessing the predictability of nonlinear dynamics

An interesting exploration of the limits of data-driven predictions in nonlinear dynamic problems:

Assessing the predictability of nonlinear dynamics under smooth parameter changes
Simone Cenci, Lucas P. Medeiros, George Sugihara and Serguei Saavedra
https://doi.org/10.1098/rsif.2019.0627

Short-term forecasts of nonlinear dynamics are important for risk-assessment studies and to inform sustainable decision-making for physical, biological and financial problems, among others. Generally, the accuracy of short-term forecasts depends upon two main factors: the capacity of learning algorithms to generalize well on unseen data and the intrinsic predictability of the dynamics. While generalization skills of learning algorithms can be assessed with well-established methods, estimating the predictability of the underlying nonlinear generating process from empirical time series remains a big challenge. Here, we show that, in changing environments, the predictability of nonlinear dynamics can be associated with the time-varying stability of the system with respect to smooth changes in model parameters, i.e. its local structural stability. Using synthetic data, we demonstrate that forecasts from locally structurally unstable states in smoothly changing environments can produce significantly large prediction errors, and we provide a systematic methodology to identify these states from data. Finally, we illustrate the practical applicability of our results using an empirical dataset. Overall, this study provides a framework to associate an uncertainty level with short-term forecasts made in smoothly changing environments.

Vi Hart on positive feedback driving polarization

Vi Hart’s interesting comments on the dynamics of political polarization, following the release of an innocuous video:

I wonder what made those commenters think we have opposite views; surely it couldn’t just be that I suggest people consider the consequences of their words and actions. My working theory is that other markers have placed me on the opposite side of a cultural divide that they feel exists, and they are in the habit of demonizing the people they’ve put on this side of their imaginary divide with whatever moral outrage sounds irreproachable to them. It’s a rather common tool in the rhetorical toolset, because it’s easy to make the perceived good outweigh the perceived harm if you add fear to the equation.

Many groups have grown their numbers through this feedback loop: have a charismatic leader convince people there’s a big risk that group x will do y, therefore it seems worth the cost of being divisive with those who think that risk is not worth acting on, and that divisiveness cuts out those who think that risk is lower, which then increases the perceived risk, which lowers the cost of being increasingly divisive, and so on.

The above feedback loop works great when the divide cuts off a trust of the institutions of science, or glorifies a distrust of data. It breaks the feedback loop if you act on science’s best knowledge of the risk, which trends towards staying constant, rather than perceived risk, which can easily grow exponentially, especially when someone is stoking your fear and distrust.

If a group believes that there’s too much risk in trusting outsiders about where the real risk and harm are, then, well, of course I’ll get distrustful people afraid that my mathematical views on risk/benefit are in danger of creating a fascist state. The risk/benefit calculation demands it be so.

Announcing Leverage Networks

Leverage Networks is filling the gap left by the shutdown of Pegasus Communications:

We are excited to announce our new company, Leverage Networks, Inc. We have acquired most of the assets of Pegasus Communications and are looking forward to driving its reinvention.  Below is our official press release which provides more details. We invite you to visit our interim website at leveragenetworks.com to see what we have planned for the upcoming months. You will soon be able to access most of the existing Pegasus products through a newly revamped online store that offers customer reviews, improved categorization, and helpful suggestions for additional products that you might find interesting. Features and applications will include a calendar of events, a service marketplace, and community forums

As we continue the reinvention, we encourage suggestions, thoughts, inquiries and any notes on current and future products, services or resources that you feel support our mission of bringing the tools of Systems Thinking, System Dynamics, and Organizational Learning to the world.

Please share or forward this email to friends and colleagues and watch for future emails as we roll out new initiatives.

Thank you,

Kris Wile, Co-President

Rebecca Niles, Co-President

Kate Skaare, Director

LeverageNetworks

As we create the Leverage Networks platform, it is important that the entire community surrounding Organizational Learning, Systems Thinking and System Dynamics be part of the evolution. We envision a virtual space that is composed both archival and newly generated (by partners, community members) resources in our Knowledge Base, a peer-supported Service Marketplace where service providers (coaches, graphic facilitators, modelers, and consultants) can hang a virtual “shingle” to connect with new projects, and finally a fully interactive Calendar of events for webinars, seminars, live conferences and trainings.

If you are interested in working with us as a partner or vendor, please email partners@leveragenetworks.com

Why ask why?

Why ask why?

Forward causal inference and reverse causal questions

Andrew Gelman & Guido Imbens

The statistical and econometrics literature on causality is more focused on effects of causes” than on causes of effects.” That is, in the standard approach it is natural to study the effect of a treatment, but it is not in general possible to determine the causes of any particular outcome. This has led some researchers to dismiss the search for causes as “cocktail party chatter” that is outside the realm of science. We argue here that the search for causes can be understood within traditional statistical frameworks as a part of model checking and hypothesis generation. We argue that it can make sense to ask questions about the causes of effects, but the answers to these questions will be in terms of effects of causes.

I haven’t had a chance to digest this yet, but it’s an interesting topic. It’s particularly relevant to system dynamics modeling, where we are seldom seeking only y = f(x), but rather an endogenous theory where x = g(y) also.

See also: Causality in Nonlinear Systems

h/t Peter Christiansen.