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

Quasiperiodic graphs: structural design, scaling and entropic properties

A novel class of graphs, here named quasiperiodic, are constructed via application of the Horizontal Visibility algorithm to the time series generated along the quasiperiodic route to chaos. We show how the hierarchy of mode-locked regions represented by the Farey tree is inherited by their associated graphs. We are able to establish, via Renormalization Group (RG) theory, the architecture of the quasiperiodic graphs produced by irrational winding numbers with pure periodic continued fraction. And finally, we demonstrate that the RG fixed-point degree distributions are recovered via optimization of a suitably defined graph entropy

Detecting series periodicity with horizontal visibility graphs

The horizontal visibility algorithm has been recently introduced as a mapping between time series and networks. The challenge lies in characterizing the structure of time series (and the processes that generated those series) using the powerful tools of graph theory. Recent works have shown that the visibility graphs inherit several degrees of correlations from their associated series, and therefore such graph theoretical characterization is in principle possible. However, both the mathematical grounding of this promising theory and its applications are on its infancy. Following this line, here we address the question of detecting hidden periodicity in series polluted with a certain amount of noise. We first put forward some generic properties of horizontal visibility graphs which allow us to define a (graph theoretical) noise reduction filter. Accordingly, we evaluate its performance for the task of calculating the period of noisy periodic signals, and compare our results with standard time domain (autocorrelation) methods. Finally, potentials, limitations and applications are discussed.Comment: To be published in International Journal of Bifurcation and Chao

Feigenbaum graphs: a complex network perspective of chaos

The recently formulated theory of horizontal visibility graphs transforms time series into graphs and allows the possibility of studying dynamical systems through the characterization of their associated networks. This method leads to a natural graph-theoretical description of nonlinear systems with qualities in the spirit of symbolic dynamics. We support our claim via the case study of the period-doubling and band-splitting attractor cascades that characterize unimodal maps. We provide a universal analytical description of this classic scenario in terms of the horizontal visibility graphs associated with the dynamics within the attractors, that we call Feigenbaum graphs, independent of map nonlinearity or other particulars. We derive exact results for their degree distribution and related quantities, recast them in the context of the renormalization group and find that its fixed points coincide with those of network entropy optimization. Furthermore, we show that the network entropy mimics the Lyapunov exponent of the map independently of its sign, hinting at a Pesin-like relation equally valid out of chaos.Comment: Published in PLoS ONE (Sep 2011

Derivative-variable correlation reveals the structure of dynamical networks

We propose a conceptually novel method of reconstructing the topology of dynamical networks. By examining the correlation between the variable of one node and the derivative of another node, we derive a simple matrix equation yielding the network adjacency matrix. Our assumptions are the possession of time series describing the network dynamics, and the precise knowledge of the interaction functions. Our method involves a tunable parameter, allowing for the reconstruction precision to be optimized within the constraints of given dynamical data. The method is illustrated on a simple example, and the dependence of the reconstruction precision on the dynamical properties of time series is discussed. Our theory is in principle applicable to any weighted or directed network whose internal interaction functions are known.Comment: Submitted to EPJ

Побудова передвісників кризових явищ засобами рекурентного аналізу складних мереж

Мета статті – провести мережний аналіз часових послідовностей, які включають кризові явища і встановити, яким чином кількісні характеристики таких мереж змінюються у власне кризові періоди

Complex Networks Unveiling Spatial Patterns in Turbulence

Numerical and experimental turbulence simulations are nowadays reaching the size of the so-called big data, thus requiring refined investigative tools for appropriate statistical analyses and data mining. We present a new approach based on the complex network theory, offering a powerful framework to explore complex systems with a huge number of interacting elements. Although interest on complex networks has been increasing in the last years, few recent studies have been applied to turbulence. We propose an investigation starting from a two-point correlation for the kinetic energy of a forced isotropic field numerically solved. Among all the metrics analyzed, the degree centrality is the most significant, suggesting the formation of spatial patterns which coherently move with similar vorticity over the large eddy turnover time scale. Pattern size can be quantified through a newly-introduced parameter (i.e., average physical distance) and varies from small to intermediate scales. The network analysis allows a systematic identification of different spatial regions, providing new insights into the spatial characterization of turbulent flows. Based on present findings, the application to highly inhomogeneous flows seems promising and deserves additional future investigation.Comment: 12 pages, 7 figures, 3 table