In the stochastic time series analyzed here, we first visually identified shifts between E-to-E/M state and M-to-E state. Then we took time-series segments (the regions marked with boxes in Figs. 2 and and3)3) before a critical transition and examined them for the presence of EWSs. For stationarity in residuals, we used the Gaussian detrending before performing any statistical analysis of the data. The residuals were then used to calculate the EWS variance, AR(1), and conditional heteroskedasticity. The time-series analysis has been performed using the “Early Warning Signals Toolbox” (http://www.early-warning-signals.org). A concurrent rise in the variance and/or AR(1) forewarn an upcoming critical transition. The indicator conditional heteroskedasticity also works similarly (for details, see SI Appendix, section 4: Early Warning Indicators).
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