Complex network approach for recurrence analysis of time series

Norbert Marwan; Jonathan F. Donges; Yong Zou; Reik V. Donner; Jürgen Kurths

doi:10.1016/j.physleta.2009.09.042

Complex network approach for recurrence analysis of time series

Norbert Marwan^*
, Jonathan F. Donges
, Yong Zou
, Reik V. Donner
, Jürgen Kurths

^*Corresponding author for this work

Potsdam Institute for Climate Impact Research
Humboldt University of Berlin
Technische Universität Dresden
Osaka Metropolitan University

Research output: Contribution to journal › Article › peer-review

520 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	4246-4254
Number of pages	9
Journal	Physics Letters, Section A: General, Atomic and Solid State Physics
Volume	373
Issue number	46
DOIs	https://doi.org/10.1016/j.physleta.2009.09.042
State	Published - 9 Nov 2009
Externally published	Yes

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This output contributes to the following UN Sustainable Development Goals (SDGs)

SDG 14 Life Below Water

Keywords

Complex networks
Dynamical transitions
Palaeo-climate
Recurrence plot

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10.1016/j.physleta.2009.09.042

Cite this

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title = "Complex network approach for recurrence analysis of time series",

abstract = "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.",

keywords = "Complex networks, Dynamical transitions, Palaeo-climate, Recurrence plot",

author = "Norbert Marwan and Donges, \{Jonathan F.\} and Yong Zou and Donner, \{Reik V.\} and J{\"u}rgen Kurths",

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doi = "10.1016/j.physleta.2009.09.042",

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T1 - Complex network approach for recurrence analysis of time series

AU - Marwan, Norbert

AU - Donges, Jonathan F.

AU - Zou, Yong

AU - Donner, Reik V.

AU - Kurths, Jürgen

PY - 2009/11/9

Y1 - 2009/11/9

N2 - 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.

AB - 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.

KW - Complex networks

KW - Dynamical transitions

KW - Palaeo-climate

KW - Recurrence plot

UR - https://www.scopus.com/pages/publications/74249123605

U2 - 10.1016/j.physleta.2009.09.042

DO - 10.1016/j.physleta.2009.09.042

M3 - 文章

AN - SCOPUS:74249123605

SN - 0375-9601

VL - 373

SP - 4246

EP - 4254

JO - Physics Letters, Section A: General, Atomic and Solid State Physics

JF - Physics Letters, Section A: General, Atomic and Solid State Physics

IS - 46

ER -

Complex network approach for recurrence analysis of time series

Abstract

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Keywords

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