Time-series-based prediction of complex oscillator networks via compressive sensing

Wen-Xu Wang, Rui Yang, Ying-Cheng Lai, Vassilios Kovanis, Mary Ann F. Harrison

Research output: Contribution to journalArticle

69 Citations (Scopus)

Abstract

Complex dynamical networks consisting of a large number of interacting units are ubiquitous in nature and society. There are situations where the interactions in a network of interest are unknown and one wishes to reconstruct the full topology of the network through measured time series. We present a general method based on compressive sensing. In particular, by using power series expansions to arbitrary order, we demonstrate that the network-reconstruction problem can be casted into the form X = G . a, where the vector X and matrix G are determined by the time series and a is a sparse vector to be estimated that contains all nonzero power series coefficients in the mathematical functions of all existing couplings among the nodes. Since a is sparse, it can be solved by the standard L-1-norm technique in compressive sensing. The main advantages of our approach include sparse data requirement and broad applicability to a variety of complex networked dynamical systems, and these are illustrated by concrete examples of model and real-world complex networks. Copyright (C) EPLA, 2011

Original languageEnglish
Article number48006
Number of pages6
JournalEurophysics Letters
Volume94
Issue number4
DOIs
Publication statusPublished - May 2011

Cite this

Time-series-based prediction of complex oscillator networks via compressive sensing. / Wang, Wen-Xu; Yang, Rui; Lai, Ying-Cheng; Kovanis, Vassilios; Harrison, Mary Ann F.

In: Europhysics Letters, Vol. 94, No. 4, 48006, 05.2011.

Research output: Contribution to journalArticle

Wang, Wen-Xu ; Yang, Rui ; Lai, Ying-Cheng ; Kovanis, Vassilios ; Harrison, Mary Ann F. / Time-series-based prediction of complex oscillator networks via compressive sensing. In: Europhysics Letters. 2011 ; Vol. 94, No. 4.
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