Published November 9, 2009
| Version v1
Journal article
Complex network approach for recurrence analysis of time series
Creators
- 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.2009.09.042Additional 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.