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arXiv 0908.3447nlin.CD
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递归网络--非线性时间序列分析的新范式

Recurrence networks - A novel paradigm for nonlinear time series analysis

Reik V. Donner, Y. Zou, Jonathan F. Donges, Norbert Marwan, Juergen Kurths

摘要:

本文提出了一种分析复杂系统时间序列结构特性的新方法。从相空间中递归的概念出发,将时间序列的递归矩阵解释为一个相关复杂网络的邻接矩阵,如果所考虑的状态的演化非常相似,则该网络连接不同的时间点。这些递归网络与类似的现有技术的关键比较,揭示了强大的概念上的好处,新的方法,可以被认为是一个统一的框架转换成复杂的网络,也包括其他方法作为特殊情况下的时间序列。证明了递归网络的拓扑性质与底层动力系统相空间密度的统计性质之间存在着基本的联系。因此,网络描述产生了新的定量特征的动态复杂性的时间序列,这大大补充了现有的递归量化分析的措施。

英文摘要:

This paper presents a new approach for analysing structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network which links different points in time if the evolution of the considered states is very similar. A critical comparison of these recurrence networks with similar existing techniques is presented, revealing strong conceptual benefits of the new approach which can be considered as a unifying framework for transforming time series into complex networks that also includes other methods as special cases. It is demonstrated that there are fundamental relationships between the topological properties of recurrence networks and the statistical properties of the phase space density of the underlying dynamical system. Hence, the network description yields new quantitative characteristics of the dynamical complexity of a time series, which substantially complement existing measures of recurrence quantification analysis.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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