Complex network approach for recurrence analysis of time series

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Publication:407946

DOI10.1016/J.PHYSLETA.2009.09.042zbMATH Open1234.05214arXiv0907.3368OpenAlexW2109713924WikidataQ56430802 ScholiaQ56430802MaRDI QIDQ407946FDOQ407946

J. Kurths, N. Marwan, Reik V. Donner, Jonathan F. Donges, Y. Zou

Publication date: 28 March 2012

Published in: Physics Letters. A (Search for Journal in Brave)

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 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.


Full work available at URL: https://arxiv.org/abs/0907.3368




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