Recurrence networks - A novel paradigm for nonlinear time series analysis

This paper presents a new approach for analysing structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network which links different points in time if the evolution of the considered states is very similar. A critical comparison of these recurrence networks with similar existing techniques is presented, revealing strong conceptual benefits of the new approach which can be considered as a unifying framework for transforming time series into complex networks that also includes other methods as special cases. It is demonstrated that there are fundamental relationships between the topological properties of recurrence networks and the statistical properties of the phase space density of the underlying dynamical system. Hence, the network description yields new quantitative characteristics of the dynamical complexity of a time series, which substantially complement existing measures of recurrence quantification analysis

Delay Parameter Selection in Permutation Entropy Using Topological Data Analysis

Permutation Entropy (PE) is a powerful tool for quantifying the predictability of a sequence which includes measuring the regularity of a time series. Despite its successful application in a variety of scientific domains, PE requires a judicious choice of the delay parameter $\tau$. While another parameter of interest in PE is the motif dimension $n$, Typically $n$ is selected between $4$ and $8$ with $5$ or $6$ giving optimal results for the majority of systems. Therefore, in this work we focus solely on choosing the delay parameter. Selecting $\tau$ is often accomplished using trial and error guided by the expertise of domain scientists. However, in this paper, we show that persistent homology, the flag ship tool from Topological Data Analysis (TDA) toolset, provides an approach for the automatic selection of $\tau$. We evaluate the successful identification of a suitable $\tau$ from our TDA-based approach by comparing our results to a variety of examples in published literature

Persistent Homology of Attractors For Action Recognition

In this paper, we propose a novel framework for dynamical analysis of human actions from 3D motion capture data using topological data analysis. We model human actions using the topological features of the attractor of the dynamical system. We reconstruct the phase-space of time series corresponding to actions using time-delay embedding, and compute the persistent homology of the phase-space reconstruction. In order to better represent the topological properties of the phase-space, we incorporate the temporal adjacency information when computing the homology groups. The persistence of these homology groups encoded using persistence diagrams are used as features for the actions. Our experiments with action recognition using these features demonstrate that the proposed approach outperforms other baseline methods.Comment: 5 pages, Under review in International Conference on Image Processin

Persistent Homology of Delay Embeddings

The objective of this study is to detect and quantify the periodic behavior of the signals using topological methods. We propose to use delay-coordinate embeddings as a tool to measure the periodicity of signals. Moreover, we use persistent homology for analyzing the structure of point clouds of delay-coordinate embeddings. A method for finding the appropriate value of delay is proposed based on the autocorrelation function of the signals. We apply this topological approach to wheeze signals by introducing a model based on their harmonic characteristics. Wheeze detection is performed using the first Betti numbers of a few number of landmarks chosen from embeddings of the signals.Comment: 16 pages, 8 figure

Topological properties and fractal analysis of recurrence network constructed from fractional Brownian motions

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks constructed from fractional Brownian motions (FBMs). First, our results indicate that the constructed recurrence networks have exponential degree distributions; the relationship between $H$ and $$can be represented by a cubic polynomial function. We next focus on the motif rank distribution of recurrence networks, so that we can better understand networks at the local structure level. We find the interesting superfamily phenomenon, i.e. the recurrence networks with the same motif rank pattern being grouped into two superfamilies. Last, we numerically analyze the fractal and multifractal properties of recurrence networks. We find that the average fractal dimension$$ of recurrence networks decreases with the Hurst index $H$ of the associated FBMs, and their dependence approximately satisfies the linear formula $\approx 2 - H$. Moreover, our numerical results of multifractal analysis show that the multifractality exists in these recurrence networks, and the multifractality of these networks becomes stronger at first and then weaker when the Hurst index of the associated time series becomes larger from 0.4 to 0.95. In particular, the recurrence network with the Hurst index $H=0.5$ possess the strongest multifractality. In addition, the dependence relationships of the average information dimension $$and the average correlation dimension$$ on the Hurst index $H$ can also be fitted well with linear functions. Our results strongly suggest that the recurrence network inherits the basic characteristic and the fractal nature of the associated FBM series.Comment: 25 pages, 1 table, 15 figures. accepted by Phys. Rev.