Filter Collapse Dynamics: Universal Precursor Signals Across Physical, Biological, and Financial Systems

Complex systems approaching catastrophic state transitions exhibit a universal signature: increasing variance and autocorrelation as recovery rate from perturbations slows. This study presents evidence that a single criterion, the Rate Mismatch Criterion, detects this signature with 80-85% accuracy across 14 domains spanning seven orders of magnitude in scale, from Ising spin models to sovereign debt crises. 187 cases tested. Warning times range from 38 minutes (epileptic seizures) to 367 days (cryptocurrency markets). The criterion correctly returns negative results in domains where filter-collapse dynamics are theoretically absent. A unifying theoretical framework — the Thalamic Filter Model — is proposed. Version 2.0 adds ROC analysis and coupling analysis.