Evidence shows that species interactions are not constant but change as the ecosystem shifts to new states. Although controlled experiments and model investigations demonstrate how nonlinear interactions can arise in principle, empirical tools to track and predict them in nature are lacking. Here we present a practical method, using available time-series data, to measure and forecast changing interactions in real systems, and identify the underlying mechanisms. The method is illustrated with model data from a marine mesocosm experiment and limnologic field data from Sparkling Lake, WI, USA. From simple to complex, these examples demonstrate the feasibility of quantifying, predicting and understanding state-dependent, nonlinear interactions as they occur in situ and in real time-a requirement for managing resources in a nonlinear, non-equilibrium world.