Complex Network Approach for Recurrence Analysis of Time Series

Details Complex Network Approach for Recurrence Analysis of Time Series Complex Network Approach for Recurrence Analysis of Time Series

2009-07-20

arxiv.org/abs/0907.3368v2

Physics Letters A, 373, 4246-4254 (2009)

Nonlinear Sciences

Chaotic Dynamics

23 pages, 7 figures

Scientific paper

10.1016/j.physleta.2009.09.042

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 potentials of these complex network measures for detecting dynamical transitions. Finally we apply the proposed approach to a marine palaeo-climate record and identify subtle changes of the climate regime.

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