Fluctuation of similarity to detect transitions between distinct dynamical regimes in short time series

Nishant Malik, Norbert Marwan, Yong Zou, Peter J Mucha, Jurgen Kurths

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

A method to identify distinct dynamical regimes and transitions between those regimes in a short univariate time series was recently introduced [N. Malik et al., Europhys. Lett. 97, 40009 (2012)], employing the computation of fluctuations in a measure of nonlinear similarity based on local recurrence properties. In this work, we describe the details of the analytical relationships between this newly introduced measure and the well-known concepts of attractor dimensions and Lyapunov exponents. We show that the new measure has linear dependence on the effective dimension of the attractor and it measures the variations in the sum of the Lyapunov spectrum. To illustrate the practical usefulness of the method, we identify various types of dynamical transitions in different nonlinear models. We present testbed examples for the new method's robustness against noise and missing values in the time series. We also use this method to analyze time series of social dynamics, specifically an analysis of the US crime record time series from 1975 to 1993. Using this method, we find that dynamical complexity in robberies was influenced by the unemployment rate until the late 1980s. We have also observed a dynamical transition in homicide and robbery rates in the late 1980s and early 1990s, leading to increase in the dynamical complexity of these rates.
Original languageEnglish
Article number062908
JournalPhysical Review. E, Statistical, Nonlinear and Soft Matter Physics
Volume89
Issue number6
DOIs
Publication statusPublished - Jun 2014

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