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Functional networks are powerful tools to study statistical interdependency structures in spatially extended or multivariable systems. They have been used to get insights into the dynamics of complex systems in various areas of science. In particular, percolation properties of correlation networks have been employed to identify early warning signals of critical transitions. In this work, we further investigate the corresponding potential of percolation measures for the anticipation of different types of sudden shifts in the state of coupled irregularly oscillating systems. As a paradigmatic model system, we study the dynamics of a ring of diffusively coupled noisy FitzHugh-Nagumo oscillators and show that, when the oscillators are nearly completely synchronized, the percolation-based precursors successfully provide very early warnings of the rapid switches between the two states of the system. We clarify the mechanisms behind the percolation transition by separating global trends given by the mean-field behavior from the synchronization of individual stochastic fluctuations. We then apply the same methodology to real-world data of sea surface temperature anomalies during different phases of the El Niño-Southern Oscillation. This leads to a better understanding of the factors that make percolation precursors effective as early warning indicators of incipient El Niño and La Niña events.

Correctly identifying interaction patterns from multivariate time series presents an important step in functional network construction. In this context, the widespread use of bivariate statistical association measures often results in a false identification of links because strong similarity between two time series can also emerge without the presence of a direct interaction due to intermediate mediators or common drivers. In order to properly distinguish such direct and indirect links for the special case of event-like data, we present here a new generalization of event coincidence analysis to a partial version thereof, which is aimed at excluding possible transitive effects of indirect couplings. Using coupled chaotic systems and stochastic processes on two generic coupling topologies (star and chain configuration), we demonstrate that the proposed methodology allows for the correct identification of indirect interactions. Subsequently, we apply our partial event coincidence analysis to multi-channel EEG recordings to investigate possible differences in coordinated alpha band activity among macroscopic brain regions in resting states with eyes open (EO) and closed (EC) conditions. Specifically, we find that direct connections typically correspond to close spatial neighbors while indirect ones often reflect longer-distance connections mediated via other brain regions. In the EC state, connections in the frontal parts of the brain are enhanced as compared to the EO state, while the opposite applies to the posterior regions. In general, our approach leads to a significant reduction in the number of indirect connections and thereby contributes to a better understanding of the alpha band desynchronization phenomenon in the EO state.

In the past few decades, boreal summers have been characterized by an increasing number of extreme weather events in the Northern Hemisphere extratropics, including persistent heat waves, droughts and heavy rainfall events with significant social, economic, and environmental impacts. Many of these events have been associated with the presence of anomalous large-scale atmospheric circulation patterns, in particular, persistent blocking situations, i.e., nearly stationary spatial patterns of air pressure. To contribute to a better understanding of the emergence and dynamical properties of such situations, we construct complex networks representing the atmospheric circulation based on Lagrangian trajectory data of passive tracers advected within the atmospheric flow. For these Lagrangian flow networks, we study the spatial patterns of selected node properties prior to, during, and after different atmospheric blocking events in Northern Hemisphere summer. We highlight the specific network characteristics associated with the sequence of strong blocking episodes over Europe during summer 2010 as an illustrative example. Our results demonstrate the ability of the node degree, entropy, and harmonic closeness centrality based on outgoing links to trace important spatiotemporal characteristics of atmospheric blocking events. In particular, all three measures capture the effective separation of the stationary pressure cell forming the blocking high from the normal westerly flow and the deviation of the main atmospheric currents around it. Our results suggest the utility of further exploiting the Lagrangian flow network approach to atmospheric circulation in future targeted diagnostic and prognostic studies.

There is an increasing interest to study the interactions between atmospheric electrical parameters and living organisms at multiple scales. So far, relatively few studies have been published that focus on possible biological effects of atmospheric electric and magnetic fields. To foster future work in this area of multidisciplinary research, here we present a glossary of relevant terms. Its main purpose is to facilitate the process of learning and communication among the different scientific disciplines working on this topic. While some definitions come from existing sources, other concepts have been re-defined to better reflect the existing and emerging scientific needs of this multidisciplinary and transdisciplinary area of research.

Many time-series analysis techniques use sliding window approaches or are repeatedly applied over a continuous range of parameters. When combined with a significance test, intrinsic correlations among the pointwise analysis results can make falsely positive significant points appear as continuous patches rather than as isolated points. To account for this effect, we present an areawise significance test that identifies such false-positive patches. For this purpose, we numerically estimate the decorrelation length of the statistic of interest by calculating correlation functions between the analysis results and require an areawise significant point to belong to a patch of pointwise significant points that is larger than this decorrelation length. We apply our areawise test to results from windowed traditional and scale-specific recurrence network analysis in order to identify dynamical anomalies in time series of a non-stationary Rössler system and tree ring width index values from Eastern Canada. Especially, in the palaeoclimate context, the areawise testing approach markedly reduces the number of points that are identified as significant and therefore highlights only the most relevant features in the data. This provides a crucial step towards further establishing recurrence networks as a tool for palaeoclimate data analysis., Competing Interests: We declare we have no competing interests.

Spreading phenomena like opinion formation or disease propagation often follow the links of some underlying network structure. While the effects of network topology on spreading efficiency have already been vastly studied, we here address the inverse problem of whether we can infer an unknown network structure from the timing of events observed at different nodes. For this purpose, we numerically investigate two types of event-based stochastic processes. On the one hand, a generic model of event propagation on networks is considered where the nodes exhibit two types of eventlike activity: spontaneous events reflecting mutually independent Poisson processes and triggered events that occur with a certain probability whenever one of the neighboring nodes exhibits any of these two kinds of events. On the other hand, we study a variant of the well-known SIRS model from epidemiology and record only the timings of state switching events of individual nodes, irrespective of the specific states involved. Based on simulations of both models on different prototypical network architectures, we study the pairwise statistical similarity between the sequences of event timings at all nodes by means of event synchronization and event coincidence analysis (ECA). By taking strong mutual similarities of event sequences (functional connectivity) as proxies for actual physical links (structural connectivity), we demonstrate that both approaches can lead to reasonable prediction accuracy. In general, sparser networks can be reconstructed more accurately than denser ones, especially in the case of larger networks. In such cases, ECA is shown to commonly exhibit the better reconstruction accuracy.

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors in the studied system's state space reconstructed by means of time-delay embedding as the key characteristic that should guide the corresponding choice for obtaining an adequate resolution of a recurrence plot. Specifically, we present an empirical description of the distance distribution, focusing on characteristic changes of its shape with increasing embedding dimension. Our results suggest that selecting the recurrence threshold according to a fixed percentile of this distribution reduces the dependence of recurrence characteristics on the embedding dimension in comparison with other commonly used threshold selection methods. Numerical investigations on some paradigmatic model systems with time-dependent parameters support these empirical findings.

Analyzing data from paleoclimate archives such as tree rings or lake sediments offers the opportunity of inferring information on past climate variability. Often, such data sets are univariate and a proper reconstruction of the system's higher-dimensional phase space can be crucial for further analyses. In this study, we systematically compare the methods of time delay embedding and differential embedding for phase space reconstruction. Differential embedding relates the system's higher-dimensional coordinates to the derivatives of the measured time series. For implementation, this requires robust and efficient algorithms to estimate derivatives from noisy and possibly non-uniformly sampled data. For this purpose, we consider several approaches: (i) central differences adapted to irregular sampling, (ii) a generalized version of discrete Legendre coordinates, and (iii) the concept of Moving Taylor Bayesian Regression. We evaluate the performance of differential and time delay embedding by studying two paradigmatic model systems-the Lorenz and the Rössler system. More precisely, we compare geometric properties of the reconstructed attractors to those of the original attractors by applying recurrence network analysis. Finally, we demonstrate the potential and the limitations of using the different phase space reconstruction methods in combination with windowed recurrence network analysis for inferring information about past climate variability. This is done by analyzing two well-studied paleoclimate data sets from Ecuador and Mexico. We find that studying the robustness of the results when varying the analysis parameters is an unavoidable step in order to make well-grounded statements on climate variability and to judge whether a data set is suitable for this kind of analysis.

Complex network approaches have been successfully applied for studying transport processes in complex systems ranging from road, railway, or airline infrastructures over industrial manufacturing to fluid dynamics. Here, we utilize a generic framework for describing the dynamics of geophysical flows such as ocean currents or atmospheric wind fields in terms of Lagrangian flow networks. In this approach, information on the passive advection of particles is transformed into a Markov chain based on transition probabilities of particles between the volume elements of a given partition of space for a fixed time step. We employ perturbation-theoretic methods to investigate the effects of modifications of transport processes in the underlying flow for three different problem classes: efficient absorption (corresponding to particle trapping or leaking), constant input of particles (with additional source terms modeling, e.g., localized contamination), and shifts of the steady state under probability mass conservation (as arising if the background flow is perturbed itself). Our results demonstrate that in all three cases, changes to the steady state solution can be analytically expressed in terms of the eigensystem of the unperturbed flow and the perturbation itself. These results are potentially relevant for developing more efficient strategies for coping with contaminations of fluid or gaseous media such as ocean and atmosphere by oil spills, radioactive substances, non-reactive chemicals, or volcanic aerosols.

Recurrence in the phase space of complex systems is a well-studied phenomenon, which has provided deep insights into the nonlinear dynamics of such systems. For dissipative systems, characteristics based on recurrence plots have recently attracted much interest for discriminating qualitatively different types of dynamics in terms of measures of complexity, dynamical invariants, or even structural characteristics of the underlying attractor's geometry in phase space. Here, we demonstrate that the latter approach also provides a corresponding distinction between different co-existing dynamical regimes of the standard map, a paradigmatic example of a low-dimensional conservative system. Specifically, we show that the recently developed approach of recurrence network analysis provides potentially useful geometric characteristics distinguishing between regular and chaotic orbits. We find that chaotic orbits in an intermittent laminar phase (commonly referred to as sticky orbits) have a distinct geometric structure possibly differing in a subtle way from those of regular orbits, which is highlighted by different recurrence network properties obtained from relatively short time series. Thus, this approach can help discriminating regular orbits from laminar phases of chaotic ones, which presents a persistent challenge to many existing chaos detection techniques.

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology.

Chaotic attractors are known to often exhibit not only complex dynamics but also a complex geometry in phase space. In this work, we provide a detailed characterization of chaotic electrochemical oscillations obtained experimentally as well as numerically from a corresponding mathematical model. Power spectral density and recurrence time distributions reveal a considerable increase of dynamic complexity with increasing temperature of the system, resulting in a larger relative spread of the attractor in phase space. By allowing for feasible coordinate transformations, we demonstrate that the system, however, remains phase-coherent over the whole considered parameter range. This finding motivates a critical review of existing definitions of phase coherence that are exclusively based on dynamical characteristics and are thus potentially sensitive to projection effects in phase space. In contrast, referring to the attractor geometry, the gradual changes in some fundamental properties of the system commonly related to its phase coherence can be alternatively studied from a purely structural point of view. As a prospective example for a corresponding framework, recurrence network analysis widely avoids undesired projection effects that otherwise can lead to ambiguous results of some existing approaches to studying phase coherence. Our corresponding results demonstrate that since temperature increase induces more complex chaotic chemical reactions, the recurrence network properties describing attractor geometry also change gradually: the bimodality of the distribution of local clustering coefficients due to the attractor's band structure disappears, and the corresponding asymmetry of the distribution as well as the average path length increase.

Statistically distinguishing between phase-coherent and noncoherent chaotic dynamics from time series is a contemporary problem in nonlinear sciences. In this work, we propose different measures based on recurrence properties of recorded trajectories, which characterize the underlying systems from both geometric and dynamic viewpoints. The potentials of the individual measures for discriminating phase-coherent and noncoherent chaotic oscillations are discussed. A detailed numerical analysis is performed for the chaotic Rössler system, which displays both types of chaos as one control parameter is varied, and the Mackey-Glass system as an example of a time-delay system with noncoherent chaos. Our results demonstrate that especially geometric measures from recurrence network analysis are well suited for tracing transitions between spiral- and screw-type chaos, a common route from phase-coherent to noncoherent chaos also found in other nonlinear oscillators. A detailed explanation of the observed behavior in terms of attractor geometry is given.

The identification of complex periodic windows in the two-dimensional parameter space of certain dynamical systems has recently attracted considerable interest. While for discrete systems, a discrimination between periodic and chaotic windows can be easily made based on the maximum Lyapunov exponent of the system, this remains a challenging task for continuous systems, especially if only short time series are available (e.g., in case of experimental data). In this work, we demonstrate that nonlinear measures based on recurrence plots obtained from such trajectories provide a practicable alternative for numerically detecting shrimps. Traditional diagonal line-based measures of recurrence quantification analysis as well as measures from complex network theory are shown to allow an excellent classification of periodic and chaotic behavior in parameter space. Using the well-studied Rössler system as a benchmark example, we find that the average path length and the clustering coefficient of the resulting recurrence networks are particularly powerful discriminatory statistics for the identification of complex periodic windows., (© 2010 American Institute of Physics.)