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RECURRENCE-BASED TIME SERIES ANALYSIS BY MEANS OF COMPLEX NETWORK METHODS

REIK V. DONNER

Max Planck Institute for Physics of Complex Systems, Nöthnitzer Str. 38, 01187 Dresden, Germany

Potsdam Institute for Climate Impact Research, P.O. Box 60 12 03, 14412 Potsdam, Germany

Institute for Transport and Economics, Dresden University of Technology, Würzburger Str. 35, 01187 Dresden, Germany

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MICHAEL SMALL

Department of Electronic and Information Engineering, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

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JONATHAN F. DONGES

Potsdam Institute for Climate Impact Research, P.O. Box 60 12 03, 14412 Potsdam, Germany

Department of Physics, Humboldt University Berlin, Newtonstr. 15, 12489 Berlin, Germany

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NORBERT MARWAN

Potsdam Institute for Climate Impact Research, P.O. Box 60 12 03, 14412 Potsdam, Germany

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YONG ZOU

Potsdam Institute for Climate Impact Research, P.O. Box 60 12 03, 14412 Potsdam, Germany

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RUOXI XIANG

Department of Electronic and Information Engineering, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

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and

JÜRGEN KURTHS

Potsdam Institute for Climate Impact Research, P.O. Box 60 12 03, 14412 Potsdam, Germany

Department of Physics, Humboldt University Berlin, Newtonstr. 15, 12489 Berlin, Germany

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https://doi.org/10.1142/S0218127411029021Cited by:245

Abstract

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 to 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.

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RECURRENCE-BASED TIME SERIES ANALYSIS BY MEANS OF COMPLEX NETWORK METHODS

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References

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