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Cited by 423Complex Systems and Time Series AnalysisChaos control and synchronizationMental Health Research Topics

Recurrence based time series analysis by means of complex network methods

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DONNER, REIK V., SMALL, MICHAEL, DONGES, JONATHAN F., MARWAN, NORBERT, ZOU, YONG, XIANG, RUOXI, KURTHS, JÜRGEN·2011·International Journal of Bifurcation and Chaos
DOI 10.1142/s0218127411029021
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Abstract

Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. During the last years, intensive efforts have been spent on applying network-based concepts also for the analysis of dynamically relevant higher-order statistical properties of time series. Notably, many corresponding approaches are closely related to the concept of recurrence in phase space. In this paper, we review recent methodological advances in time series analysis based on complex networks, with a special emphasis on methods founded on recurrence plots. The potentials and limitations of the individual methods are discussed and illustrated for paradigmatic examples of dynamical systems as well as for real-world time series. Complex network measures are shown to provide information about structural features of dynamical systems that are complementary to those characterized by other methods of time series analysis and, hence, substantially enrich the knowledge gathered from other existing (linear as well as nonlinear) approaches.

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Authors
DONNER, R. V., SMALL, M., DONGES, J. F., MARWAN, N., ZOU, Y., XIANG, R., & KURTHS, J.
Affiliations
  • Max Planck Institute for the Physics of Complex Systems (DE)
  • Hong Kong Polytechnic University (HK)
  • Humboldt-Universität zu Berlin (DE)
  • Potsdam Institute for Climate Impact Research (DE)
ORCID
Venue
International Journal of Bifurcation and Chaos
Publisher
World Scientific Pub Co Pte Lt
Published
2011-04
Volume
21
Issue
04
Pages
1019-1046
ISSN
  • 0218-1274 (ISSN-L)
  • 1793-6551
DOI
10.1142/s0218127411029021
OpenAlex
W2010821195
Cited by
423
References
3
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FWCI
74.62
Type
journal article
Language
en
Open access
Locations
  • International Journal of Bifurcation and Chaos (publishedVersion)
  • arXiv (Cornell University) (submittedVersion)
  • UWA Profiles and Research Repository (UWA) (submittedVersion)
  • PolyU Institutional Research Archive (Hong Kong Polytechnic University) (submittedVersion)
  • Publication Database PIK (Potsdam Institute for Climate Impact Research (PIK)) (submittedVersion)
  • MPG.PuRe (Max Planck Society) (submittedVersion)
  • arXiv (Cornell University)
Topics
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Complex Systems and Time Series Analysis
  • Physical Sciences › Physics and Astronomy › Statistical and Nonlinear Physics › Chaos control and synchronization
  • Social Sciences › Psychology › Experimental and Cognitive Psychology › Mental Health Research Topics
Keywords
recurrence plots, complex networks, time series analysis, recurrence quantification analysis, dynamical systems, nonlinear time series analysis

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

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