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

Complex Network Approach for Recurrence Analysis of Time Series

We propose a novel approach for analysing time series using complex network theory. We identify the recurrence matrix calculated from time series with the adjacency matrix of a complex network, and apply measures for the characterisation of complex networks to this recurrence matrix. By using the logistic map, we illustrate the potentials of these complex network measures for detecting dynamical transitions. Finally we apply the proposed approach to a marine palaeo-climate record and identify subtle changes of the climate regime.Comment: 23 pages, 7 figure

Revealing networks from dynamics: an introduction

What can we learn from the collective dynamics of a complex network about its interaction topology? Taking the perspective from nonlinear dynamics, we briefly review recent progress on how to infer structural connectivity (direct interactions) from accessing the dynamics of the units. Potential applications range from interaction networks in physics, to chemical and metabolic reactions, protein and gene regulatory networks as well as neural circuits in biology and electric power grids or wireless sensor networks in engineering. Moreover, we briefly mention some standard ways of inferring effective or functional connectivity.Comment: Topical review, 48 pages, 7 figure

Rate-Distortion Classification for Self-Tuning IoT Networks

Many future wireless sensor networks and the Internet of Things are expected to follow a software defined paradigm, where protocol parameters and behaviors will be dynamically tuned as a function of the signal statistics. New protocols will be then injected as a software as certain events occur. For instance, new data compressors could be (re)programmed on-the-fly as the monitored signal type or its statistical properties change. We consider a lossy compression scenario, where the application tolerates some distortion of the gathered signal in return for improved energy efficiency. To reap the full benefits of this paradigm, we discuss an automatic sensor profiling approach where the signal class, and in particular the corresponding rate-distortion curve, is automatically assessed using machine learning tools (namely, support vector machines and neural networks). We show that this curve can be reliably estimated on-the-fly through the computation of a small number (from ten to twenty) of statistical features on time windows of a few hundreds samples

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

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

Geometric signature of complex synchronisation scenarios

Synchronisation between coupled oscillatory systems is a common phenomenon in many natural as well as technical systems. Varying the strength of coupling often leads to qualitative changes in the complex dynamics of the mutually coupled systems including different types of synchronisation such as phase, lag, generalised, or even complete synchronisation. Here, we study the geometric signatures of coupling along with the onset of generalised synchronisation between two coupled chaotic oscillators by mapping the systems' individual as well as joint recurrences in phase space to a complex network. For a paradigmatic continuous-time model system, the transitivity properties of the resulting joint recurrence networks display distinct variations associated with changes in the structural similarity between different parts of the considered trajectories. They therefore provide a useful indicator for the emergence of generalised synchronisation. This paper is dedicated to the 25th anniversary of the introduction of recurrence plots by Eckmann et al. (Europhys. Lett. 4 (1987), 973).Comment: 7 pages, 3 figure