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

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

Topological data analysis of contagion maps for examining spreading processes on networks

Social and biological contagions are influenced by the spatial embeddedness of networks. Historically, many epidemics spread as a wave across part of the Earth's surface; however, in modern contagions long-range edges -- for example, due to airline transportation or communication media -- allow clusters of a contagion to appear in distant locations. Here we study the spread of contagions on networks through a methodology grounded in topological data analysis and nonlinear dimension reduction. We construct "contagion maps" that use multiple contagions on a network to map the nodes as a point cloud. By analyzing the topology, geometry, and dimensionality of manifold structure in such point clouds, we reveal insights to aid in the modeling, forecast, and control of spreading processes. Our approach highlights contagion maps also as a viable tool for inferring low-dimensional structure in networks.Comment: Main Text and Supplementary Informatio

Efficient Algorithms for Distributed Detection of Holes and Boundaries in Wireless Networks

We propose two novel algorithms for distributed and location-free boundary recognition in wireless sensor networks. Both approaches enable a node to decide autonomously whether it is a boundary node, based solely on connectivity information of a small neighborhood. This makes our algorithms highly applicable for dynamic networks where nodes can move or become inoperative. We compare our algorithms qualitatively and quantitatively with several previous approaches. In extensive simulations, we consider various models and scenarios. Although our algorithms use less information than most other approaches, they produce significantly better results. They are very robust against variations in node degree and do not rely on simplified assumptions of the communication model. Moreover, they are much easier to implement on real sensor nodes than most existing approaches.Comment: extended version of accepted submission to SEA 201

Topological properties and fractal analysis of recurrence network constructed from fractional Brownian motions

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks constructed from fractional Brownian motions (FBMs). First, our results indicate that the constructed recurrence networks have exponential degree distributions; the relationship between $H$ and $$can be represented by a cubic polynomial function. We next focus on the motif rank distribution of recurrence networks, so that we can better understand networks at the local structure level. We find the interesting superfamily phenomenon, i.e. the recurrence networks with the same motif rank pattern being grouped into two superfamilies. Last, we numerically analyze the fractal and multifractal properties of recurrence networks. We find that the average fractal dimension$$ of recurrence networks decreases with the Hurst index $H$ of the associated FBMs, and their dependence approximately satisfies the linear formula $\approx 2 - H$. Moreover, our numerical results of multifractal analysis show that the multifractality exists in these recurrence networks, and the multifractality of these networks becomes stronger at first and then weaker when the Hurst index of the associated time series becomes larger from 0.4 to 0.95. In particular, the recurrence network with the Hurst index $H=0.5$ possess the strongest multifractality. In addition, the dependence relationships of the average information dimension $$and the average correlation dimension$$ on the Hurst index $H$ can also be fitted well with linear functions. Our results strongly suggest that the recurrence network inherits the basic characteristic and the fractal nature of the associated FBM series.Comment: 25 pages, 1 table, 15 figures. accepted by Phys. Rev.

Nonlinear time-series analysis revisited

In 1980 and 1981, two pioneering papers laid the foundation for what became known as nonlinear time-series analysis: the analysis of observed data---typically univariate---via dynamical systems theory. Based on the concept of state-space reconstruction, this set of methods allows us to compute characteristic quantities such as Lyapunov exponents and fractal dimensions, to predict the future course of the time series, and even to reconstruct the equations of motion in some cases. In practice, however, there are a number of issues that restrict the power of this approach: whether the signal accurately and thoroughly samples the dynamics, for instance, and whether it contains noise. Moreover, the numerical algorithms that we use to instantiate these ideas are not perfect; they involve approximations, scale parameters, and finite-precision arithmetic, among other things. Even so, nonlinear time-series analysis has been used to great advantage on thousands of real and synthetic data sets from a wide variety of systems ranging from roulette wheels to lasers to the human heart. Even in cases where the data do not meet the mathematical or algorithmic requirements to assure full topological conjugacy, the results of nonlinear time-series analysis can be helpful in understanding, characterizing, and predicting dynamical systems