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Complex Network from Pseudoperiodic Time Series: Topology versus Dynamics
Abstract
We construct complex networks from pseudoperiodic time series, with each cycle represented by a single node in the network. We investigate the statistical properties of these networks for various time series and find that time series with different dynamics exhibit distinct topological structures. Specifically, noisy periodic signals correspond to random networks, and chaotic time series generate networks that exhibit small world and scale free features. We show that this distinction in topological structure results from the hierarchy of unstable periodic orbits embedded in the chaotic attractor. Standard measures of structure in complex networks can therefore be applied to distinguish different dynamic regimes in time series. Application to human electrocardiograms shows that such statistical properties are able to differentiate between the sinus rhythm cardiograms of healthy volunteers and those of coronary care patients.
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Cites
Emergence of Scaling in Random Networks
Barabási, A.-L., & Albert, R. (1999) · Science · doi:10.1126/science.286.5439.509 · Cited by 36,135
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Lacasa, L., Luque, B., Ballesteros, F., Luque, J., & Nuño, J. C. (2008) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.0709247105 · Cited by 1,826
A survey of methods for time series change point detection
Aminikhanghahi, S., & Cook, D. J. (2017) · Knowledge and Information Systems · doi:10.1007/s10115-016-0987-z · Cited by 1,237
Horizontal visibility graphs: Exact results for random time series
Luque, B., Lacasa, L., Ballesteros, F., & Luque, J. (2009) · Physical Review E · doi:10.1103/physreve.80.046103 · Cited by 789
Recurrence based time series analysis by means of complex network methods
DONNER, R. V., SMALL, M., DONGES, J. F., MARWAN, N., ZOU, Y., XIANG, R., & KURTHS, J. (2011) · International Journal of Bifurcation and Chaos · doi:10.1142/s0218127411029021 · Cited by 423
Self-citationMultifractal analysis of financial markets: a review
Jiang, Z.-Q., Xie, W.-J., Zhou, W.-X., & Sornette, D. (2019) · Reports on Progress in Physics · doi:10.1088/1361-6633/ab42fb · Cited by 423
Metadata
- Authors
- Zhang, J., & Small, M.
- Venue
- Physical Review Letters
- Publisher
- American Physical Society (APS)
- Published
- 2006-06-14
- Volume
- 96
- Issue
- 23
- Pages
- 238701-238701
- ISSN
- 0031-9007 (ISSN-L)
- 1079-7114
- OpenAlex
- W2093446113
- Cited by
- 775
- References
- 1
- FWCI
- 8.23
- Type
- journal article
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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