Variance

Basics

Slow return rates back to a stable state close to a transition also can make the system state drift widely around the stable state. Moreover, strong disturbances potentially can push the system across boundaries of alternative states – a phenomenon termed flickering. Both slowing down and flickering will cause variance to increase prior to a complete transition. Variance is the second moment around the mean μ of a distribution and serves as early warning measured either as standard deviation:  or alternatively as the coefficient of variation.

Ensemble example for rolling window metrics