928 research outputs found
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
From time-series to complex networks: Application to the cerebrovascular flow patterns in atrial fibrillation
A network-based approach is presented to investigate the cerebrovascular flow
patterns during atrial fibrillation (AF) with respect to normal sinus rhythm
(NSR). AF, the most common cardiac arrhythmia with faster and irregular
beating, has been recently and independently associated with the increased risk
of dementia. However, the underlying hemodynamic mechanisms relating the two
pathologies remain mainly undetermined so far; thus the contribution of
modeling and refined statistical tools is valuable. Pressure and flow rate
temporal series in NSR and AF are here evaluated along representative cerebral
sites (from carotid arteries to capillary brain circulation), exploiting
reliable artificially built signals recently obtained from an in silico
approach. The complex network analysis evidences, in a synthetic and original
way, a dramatic signal variation towards the distal/capillary cerebral regions
during AF, which has no counterpart in NSR conditions. At the large artery
level, networks obtained from both AF and NSR hemodynamic signals exhibit
elongated and chained features, which are typical of pseudo-periodic series.
These aspects are almost completely lost towards the microcirculation during
AF, where the networks are topologically more circular and present random-like
characteristics. As a consequence, all the physiological phenomena at
microcerebral level ruled by periodicity - such as regular perfusion, mean
pressure per beat, and average nutrient supply at cellular level - can be
strongly compromised, since the AF hemodynamic signals assume irregular
behaviour and random-like features. Through a powerful approach which is
complementary to the classical statistical tools, the present findings further
strengthen the potential link between AF hemodynamic and cognitive decline.Comment: 12 pages, 10 figure
Recurrence-based time series analysis by means of complex network methods
Complex networks are an important paradigm of modern complex systems sciences
which allows quantitatively assessing the structural properties of systems
composed of different interacting entities. During the last years, intensive
efforts have been spent on applying network-based concepts also for the
analysis of dynamically relevant higher-order statistical properties of time
series. Notably, many corresponding approaches are closely related with the
concept of recurrence in phase space. In this paper, we review recent
methodological advances in time series analysis based on complex networks, with
a special emphasis on methods founded on recurrence plots. The potentials and
limitations of the individual methods are discussed and illustrated for
paradigmatic examples of dynamical systems as well as for real-world time
series. Complex network measures are shown to provide information about
structural features of dynamical systems that are complementary to those
characterized by other methods of time series analysis and, hence,
substantially enrich the knowledge gathered from other existing (linear as well
as nonlinear) approaches.Comment: To be published in International Journal of Bifurcation and Chaos
(2011
Geometric and dynamic perspectives on phase-coherent and noncoherent chaos
Statistically distinguishing between phase-coherent and noncoherent chaotic
dynamics from time series is a contemporary problem in nonlinear sciences. In
this work, we propose different measures based on recurrence properties of
recorded trajectories, which characterize the underlying systems from both
geometric and dynamic viewpoints. The potentials of the individual measures for
discriminating phase-coherent and noncoherent chaotic oscillations are
discussed. A detailed numerical analysis is performed for the chaotic R\"ossler
system, which displays both types of chaos as one control parameter is varied,
and the Mackey-Glass system as an example of a time-delay system with
noncoherent chaos. Our results demonstrate that especially geometric measures
from recurrence network analysis are well suited for tracing transitions
between spiral- and screw-type chaos, a common route from phase-coherent to
noncoherent chaos also found in other nonlinear oscillators. A detailed
explanation of the observed behavior in terms of attractor geometry is given.Comment: 12 pages, 13 figure
The effects of spatial constraints on the evolution of weighted complex networks
Motivated by the empirical analysis of the air transportation system, we
define a network model that includes geographical attributes along with
topological and weight (traffic) properties. The introduction of geographical
attributes is made by constraining the network in real space. Interestingly,
the inclusion of geometrical features induces non-trivial correlations between
the weights, the connectivity pattern and the actual spatial distances of
vertices. The model also recovers the emergence of anomalous fluctuations in
the betweenness-degree correlation function as first observed by Guimer\`a and
Amaral [Eur. Phys. J. B {\bf 38}, 381 (2004)]. The presented results suggest
that the interplay between weight dynamics and spatial constraints is a key
ingredient in order to understand the formation of real-world weighted
networks
Ambiguities in recurrence-based complex network representations of time series
Recently, different approaches have been proposed for studying basic
properties of time series from a complex network perspective. In this work, the
corresponding potentials and limitations of networks based on recurrences in
phase space are investigated in some detail. We discuss the main requirements
that permit a feasible system-theoretic interpretation of network topology in
terms of dynamically invariant phase-space properties. Possible artifacts
induced by disregarding these requirements are pointed out and systematically
studied. Finally, a rigorous interpretation of the clustering coefficient and
the betweenness centrality in terms of invariant objects is proposed
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