Published November 9, 2009 | Version v1
Journal article

Complex network approach for recurrence analysis of time series

  • 1. Potsdam Institute for Climate Impact Research, PO Box 601203, 14412 Potsdam (Germany)
  • 2. Department of Physics, Humboldt University Berlin, Newtonstr. 15, 12489 Berlin (Germany)
  • 3. Graduate School of Science, Osaka Prefecture University, 1-1 Gakuencho, Naka-ku, Sakai 599-8531 (Japan)
  • 4. Institute for Transport and Economics, Dresden University of Technology, Andreas-Schubert-Str. 23, 01062 Dresden (Germany)

Description

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.

Availability note (English)

Available from http://dx.doi.org/10.1016/j.physleta.2009.09.042

Additional details

Identifiers

DOI
10.1016/j.physleta.2009.09.042;
arXiv
arXiv:0907.3368v2;
PII
S0375-9601(09)01185-2;

Publishing Information

Journal Title
Physics Letters. A
Journal Volume
373
Journal Issue
46
Journal Page Range
p. 4246-4254
ISSN
0375-9601
CODEN
PYLAAG

INIS

Country of Publication
Netherlands
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
41107801
Subject category
S97: MATHEMATICAL METHODS AND COMPUTING;
Descriptors DEI
CLIMATES; MATRICES; NETWORK ANALYSIS; RECURSION RELATIONS; TIME-SERIES ANALYSIS
Descriptors DEC
MATHEMATICS; STATISTICS

Optional Information

Copyright
Copyright (c) 2009 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.