Reciprocal characterization from multivariate time series to multilayer complex networks

DOI10.1063/1.5112799MaRDI QIDQ5218169zbMATH OpenOpenAlexWikidataFDO

Authors Yi Zhao, Xiaoyi Peng, Michael Small

Publication date 28 February 2020

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.5112799

zbMATH Keywords

multivariate time series

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Characterizing pseudoperiodic time series through the complex network approach
• Complex network approach for recurrence analysis of time series
• Detecting changes in coupling with Granger causality method from time series with fast transient processes
• Distributed Adaptive Control of Synchronization in Complex Networks
• From time series to complex networks: the visibility graph
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• On Applicability of Auxiliary System Approach to Detect Generalized Synchronization in Complex Network
• Patterns and coherence resonance in the stochastic Swift-Hohenberg equation with Pyragas control: the Turing bifurcation case
• Recurrence networks -- a novel paradigm for nonlinear time series analysis
• Recurrence-based time series analysis by means of complex network methods
• Recurrences determine the dynamics
• Scaling features of intermittent dynamics: differences of characterizing correlated and anti-correlated data sets
• The $25,000,000,000 Eigenvector: The Linear Algebra behind Google
• Using permutations to detect dependence between time series
• Visibility graphs and symbolic dynamics
• Windows of opportunity for synchronization in stochastically coupled maps

Cited in

(2)

• Retrieval characteristics of multiple site states networks with self-interaction
• Wavelet Multiresolution Complex Network for Analyzing Multivariate Nonlinear Time Series

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