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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
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