Anticipating the novel coronavirus disease (COVID-19) pandemic

Taranjot Kaur; Sukanta Sarkar; Sourangsu Chowdhury; Sudipta Kumar Sinha; Mohit Kumar Jolly; Partha Sharathi Dutta

Autocorrelation at first lag and return rate. The fluctuations in the time-series reveal different novel phenomena such as sudden transition, flickering and stochastic switching, etc. It is established that followed by a perturbation, the rate of return of the system slows down near an impending transition or a tipping point. This phenomenon of slow return rate or recovery from a perturbation in the vicinity of a sudden transition is known as critical slowing down (CSD). We capture the signals of CSD by estimating short term autocorrelation (at lag-1) and return rate of the time-series. Furthermore, CSD also increases the short term memory of the time-series, which is observed through the correlation structure of the time-series before a transition. We compute autocorrelation at lag-1 by fitting an autoregressive model of order 1 (of the form z t+1 = α 1 z t + t ) using an ordinary . CC-BY-NC 4.0 International license It is made available under a author/funder, who has granted medRxiv a license to display the preprint in perpetuity.