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

Geometry of the ergodic quotient reveals coherent structures in flows

Dynamical systems that exhibit diverse behaviors can rarely be completely understood using a single approach. However, by identifying coherent structures in their state spaces, i.e., regions of uniform and simpler behavior, we could hope to study each of the structures separately and then form the understanding of the system as a whole. The method we present in this paper uses trajectory averages of scalar functions on the state space to: (a) identify invariant sets in the state space, (b) form coherent structures by aggregating invariant sets that are similar across multiple spatial scales. First, we construct the ergodic quotient, the object obtained by mapping trajectories to the space of trajectory averages of a function basis on the state space. Second, we endow the ergodic quotient with a metric structure that successfully captures how similar the invariant sets are in the state space. Finally, we parametrize the ergodic quotient using intrinsic diffusion modes on it. By segmenting the ergodic quotient based on the diffusion modes, we extract coherent features in the state space of the dynamical system. The algorithm is validated by analyzing the Arnold-Beltrami-Childress flow, which was the test-bed for alternative approaches: the Ulam's approximation of the transfer operator and the computation of Lagrangian Coherent Structures. Furthermore, we explain how the method extends the Poincar\'e map analysis for periodic flows. As a demonstration, we apply the method to a periodically-driven three-dimensional Hill's vortex flow, discovering unknown coherent structures in its state space. In the end, we discuss differences between the ergodic quotient and alternatives, propose a generalization to analysis of (quasi-)periodic structures, and lay out future research directions.Comment: Submitted to Elsevier Physica D: Nonlinear Phenomen

A Force-Directed Approach for Offline GPS Trajectory Map Matching

We present a novel algorithm to match GPS trajectories onto maps offline (in batch mode) using techniques borrowed from the field of force-directed graph drawing. We consider a simulated physical system where each GPS trajectory is attracted or repelled by the underlying road network via electrical-like forces. We let the system evolve under the action of these physical forces such that individual trajectories are attracted towards candidate roads to obtain a map matching path. Our approach has several advantages compared to traditional, routing-based, algorithms for map matching, including the ability to account for noise and to avoid large detours due to outliers in the data whilst taking into account the underlying topological restrictions (such as one-way roads). Our empirical evaluation using real GPS traces shows that our method produces better map matching results compared to alternative offline map matching algorithms on average, especially for routes in dense, urban areas.Comment: 10 pages, 12 figures, accepted version of article submitted to ACM SIGSPATIAL 2018, Seattle, US

Path Similarity Analysis: a Method for Quantifying Macromolecular Pathways

Diverse classes of proteins function through large-scale conformational changes; sophisticated enhanced sampling methods have been proposed to generate these macromolecular transition paths. As such paths are curves in a high-dimensional space, they have been difficult to compare quantitatively, a prerequisite to, for instance, assess the quality of different sampling algorithms. The Path Similarity Analysis (PSA) approach alleviates these difficulties by utilizing the full information in 3N-dimensional trajectories in configuration space. PSA employs the Hausdorff or Fr\'echet path metrics---adopted from computational geometry---enabling us to quantify path (dis)similarity, while the new concept of a Hausdorff-pair map permits the extraction of atomic-scale determinants responsible for path differences. Combined with clustering techniques, PSA facilitates the comparison of many paths, including collections of transition ensembles. We use the closed-to-open transition of the enzyme adenylate kinase (AdK)---a commonly used testbed for the assessment enhanced sampling algorithms---to examine multiple microsecond equilibrium molecular dynamics (MD) transitions of AdK in its substrate-free form alongside transition ensembles from the MD-based dynamic importance sampling (DIMS-MD) and targeted MD (TMD) methods, and a geometrical targeting algorithm (FRODA). A Hausdorff pairs analysis of these ensembles revealed, for instance, that differences in DIMS-MD and FRODA paths were mediated by a set of conserved salt bridges whose charge-charge interactions are fully modeled in DIMS-MD but not in FRODA. We also demonstrate how existing trajectory analysis methods relying on pre-defined collective variables, such as native contacts or geometric quantities, can be used synergistically with PSA, as well as the application of PSA to more complex systems such as membrane transporter proteins.Comment: 9 figures, 3 tables in the main manuscript; supplementary information includes 7 texts (S1 Text - S7 Text) and 11 figures (S1 Fig - S11 Fig) (also available from journal site