Recurrence networks: a novel paradigm for non-linear timeseries analysis

Reik V Donner, Yong Zou, Jonathan F Donges, Norbert Marwan, Juergen Kurths

Research output: Contribution to journalArticle

313 Citations (Scopus)

Abstract

This paper presents a new approach for analysing the structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network, which links different points in time if the considered states are closely neighboured in phase space. In comparison with similar network-based techniques the new approach has important conceptual advantages, and can be considered as a unifying framework for transforming time series into complex networks that also includes other existing methods as special cases. It has been demonstrated here that there are fundamental relationships between many topological properties of recurrence networks and different nontrivial statistical properties of the phase space density of the underlying dynamical system. Hence, this novel interpretation of the recurrence matrix yields new quantitative characteristics (such as average path length, clustering coefficient, or centrality measures of the recurrence network) related to the dynamical complexity of a time series, most of which are not yet provided by other existing methods of nonlinear time series analysis.
Original languageEnglish
Article number033025
Number of pages40
JournalNew Journal of Physics
Volume12
DOIs
Publication statusPublished - 15 Mar 2010

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matrices
time series analysis
space density
complex systems
dynamical systems
coefficients

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Recurrence networks : a novel paradigm for non-linear timeseries analysis. / Donner, Reik V; Zou, Yong; Donges, Jonathan F; Marwan, Norbert; Kurths, Juergen.

In: New Journal of Physics, Vol. 12, 033025, 15.03.2010.

Research output: Contribution to journalArticle

Donner, Reik V ; Zou, Yong ; Donges, Jonathan F ; Marwan, Norbert ; Kurths, Juergen. / Recurrence networks : a novel paradigm for non-linear timeseries analysis. In: New Journal of Physics. 2010 ; Vol. 12.
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