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Complex network approach for recurrence analysis of time series

Authors :
Marwan, Norbert
Donges, Jonathan F.
Zou, Yong
Donner, Reik V.
Kurths, Jürgen
Source :
Physics Letters A. Nov2009, Vol. 373 Issue 46, p4246-4254. 9p.
Publication Year :
2009

Abstract

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. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
03759601
Volume :
373
Issue :
46
Database :
Academic Search Index
Journal :
Physics Letters A
Publication Type :
Academic Journal
Accession number :
44697006
Full Text :
https://doi.org/10.1016/j.physleta.2009.09.042