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

Modeling the Internet

We model the Internet as a network of interconnected Autonomous Systems which self-organize under an absolute lack of centralized control. Our aim is to capture how the Internet evolves by reproducing the assembly that has led to its actual structure and, to this end, we propose a growing weighted network model driven by competition for resources and adaptation to maintain functionality in a demand and supply ``equilibrium''. On the demand side, we consider the environment, a pool of users which need to transfer information and ask for service. On the supply side, ASs compete to gain users, but to be able to provide service efficiently, they must adapt their bandwidth as a function of their size. Hence, the Internet is not modeled as an isolated system but the environment, in the form of a pool of users, is also a fundamental part which must be taken into account. ASs compete for users and big and small come up, so that not all ASs are identical. New connections between ASs are made or old ones are reinforced according to the adaptation needs. Thus, the evolution of the Internet can not be fully understood if just described as a technological isolated system. A socio-economic perspective must also be considered.Comment: Submitted to the Proceedings of the 3rd International Conference NEXT-SigmaPh

Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application

The limited penetrable horizontal visibility algorithm is a new time analysis tool and is a further development of the horizontal visibility algorithm. We present some exact results on the topological properties of the limited penetrable horizontal visibility graph associated with random series. We show that the random series maps on a limited penetrable horizontal visibility graph with exponential degree distribution $P(k)\sim exp[-\lambda (k-2\rho-2)], \lambda = ln[(2\rho+3)/(2\rho+2)],\rho=0,1,2,...,k=2\rho+2,2\rho+3,...$, independent of the probability distribution from which the series was generated. We deduce the exact expressions of the mean degree and the clustering coefficient and demonstrate the long distance visibility property. Numerical simulations confirm the accuracy of our theoretical results. We then examine several deterministic chaotic series (a logistic map, the H$\acute{e}$non map, the Lorentz system, and an energy price chaotic system) and a real crude oil price series to test our results. The empirical results show that the limited penetrable horizontal visibility algorithm is direct, has a low computational cost when discriminating chaos from uncorrelated randomness, and is able to measure the global evolution characteristics of the real time series.Comment: 23 pages, 12 figure