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 l...

Full description

Saved in:
Bibliographic Details
Published inPhysics letters. A Vol. 373; no. 46; pp. 4246 - 4254
Main Authors Marwan, Norbert, Donges, Jonathan F., Zou, Yong, Donner, Reik V., Kurths, Jürgen
Format Journal Article
LanguageEnglish
Published Elsevier B.V 09.11.2009
Subjects
Complex networks
Dynamical transitions
Palaeo-climate
Recurrence plot
91.50.Jc
05.45.Tp
Complex networks
05.40.-a
91.10.Vr
Recurrence plot
Dynamical transitions
05.45.-a
Palaeo-climate
Online AccessGet full text

Cover

More Information
Summary: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 potential of these complex network measures for the detection of dynamical transitions. Finally, we apply the proposed approach to a marine palaeo-climate record and identify the subtle changes to the climate regime.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0375-9601
1873-2429
DOI:10.1016/j.physleta.2009.09.042