Complex network approaches to nonlinear time series analysis

2019 ◽  
Vol 787 ◽  
pp. 1-97 ◽  
Author(s):  
Yong Zou ◽  
Reik V. Donner ◽  
Norbert Marwan ◽  
Jonathan F. Donges ◽  
Jürgen Kurths
2021 ◽  
Author(s):  
Yong Zou ◽  
Elbert Macau ◽  
Reik Donner

<p>Complex network approaches have been recently emerging as novel and complementary concepts of nonlinear time series analysis which are able to unveil many features that are hidden to more traditional analysis methods. In this talk, we focus on one particular approach of ordinal pattern transition networks (OPTNs) for characterizing time series data. In particular, we introduce a suite of OPTN based complexity measures to infer the coupling direction between two dynamical systems from pairs of time series. For several examples of both coupled stochastic processes and chaotic Henon maps, we demonstrate that our approach is able to successfully identify interaction delays of both unidirectional and bidirectional coupling configurations.</p><p>Furthermore, we focus on applying these methods to characterize the recent extreme drought events in the semiarid region of Northeast Brazil (NEB) where has been experiencing a continuous dry condition since 2012. Therefore, we propose a three-step strategy to establish the episodic coupling directions on intraseasonal time scales from the surrounding ocean to the precipitation patterns in the NEB, focusing on the distinctive roles of the oceans during the recent extreme drought events of 2012-2013 and 2015-2016. Our algorithm involves: (i) computing drought period length from daily precipitation anomalies to capture extreme drought events, (ii) characterizing the episodic coupling delays from the surrounding oceans to the precipitation by applying Kullback-Leibler divergence (KLD) of complexity measure which is based on OPTN representation of time series, and (iii) calculating the ratio of high temperature in the ocean during the extreme drought events with proper time lags that are identified by KLD measures. From the viewpoint of climatology, our analysis provides data-based evidence of showing significant influence from the North Atlantic in 2012-2013 to the NEB, but in 2015-2016 the Pacific played a dominant role than that of the Atlantic. The episodic intra-seasonal time scale properties are potential for monitoring and forecasting droughts in the NEB, in order to propose strategies for drought impacts reduction.</p><p>In conclusion, our results suggest that ordinal partition transition networks can be used as complementary tools for causal inference tasks and provide insights into the potentials and theoretical foundations of time series networks.</p><p>References:</p><p>[1] H. Y. Wu, Y. Zou, L. M. Alves, E. E. N. Macau, G. Sampaio, and J. A. Marengo. Uncovering episodic influence of oceans on extreme drought events in Northeast Brazil by ordinal partition network approaches. Chaos, 30, 053104, 2020.</p><p>[2] Y. J. Ruan, R. V. Donner, S. G. Guan, and Y. Zou. Ordinal partition transition network based complexity measures for inferring coupling direction and delay from time series. Chaos, 29, 043111, 2019.</p><p>[3] Y. Zou, R. V. Donner, N. Marwan, J. F. Donges, and J. Kurths. Complex network approaches to nonlinear time series analysis. Physics Reports, 787, 1 – 97, 2019.</p>


Author(s):  
Ray Huffaker ◽  
Marco Bittelli ◽  
Rodolfo Rosa

In the process of data analysis, the investigator is often facing highly-volatile and random-appearing observed data. A vast body of literature shows that the assumption of underlying stochastic processes was not necessarily representing the nature of the processes under investigation and, when other tools were used, deterministic features emerged. Non Linear Time Series Analysis (NLTS) allows researchers to test whether observed volatility conceals systematic non linear behavior, and to rigorously characterize governing dynamics. Behavioral patterns detected by non linear time series analysis, along with scientific principles and other expert information, guide the specification of mechanistic models that serve to explain real-world behavior rather than merely reproducing it. Often there is a misconception regarding the complexity of the level of mathematics needed to understand and utilize the tools of NLTS (for instance Chaos theory). However, mathematics used in NLTS is much simpler than many other subjects of science, such as mathematical topology, relativity or particle physics. For this reason, the tools of NLTS have been confined and utilized mostly in the fields of mathematics and physics. However, many natural phenomena investigated I many fields have been revealing deterministic non linear structures. In this book we aim at presenting the theory and the empirical of NLTS to a broader audience, to make this very powerful area of science available to many scientific areas. This book targets students and professionals in physics, engineering, biology, agriculture, economy and social sciences as a textbook in Nonlinear Time Series Analysis (NLTS) using the R computer language.


2012 ◽  
Vol 22 (03) ◽  
pp. 1250044
Author(s):  
LANCE ONG-SIONG CO TING KEH ◽  
ANA MARIA AQUINO CHUPUNGCO ◽  
JOSE PERICO ESGUERRA

Three methods of nonlinear time series analysis, Lempel–Ziv complexity, prediction error and covariance complexity were employed to distinguish between the electroencephalograms (EEGs) of normal children, children with mild autism, and children with severe autism. Five EEG tracings per cluster of children aged three to seven medically diagnosed with mild, severe and no autism were used in the analysis. A general trend seen was that the EEGs of children with mild autism were significantly different from those with severe or no autism. No significant difference was observed between normal children and children with severe autism. Among the three methods used, the method that was best able to distinguish between EEG tracings of children with mild and severe autism was found to be the prediction error, with a t-Test confidence level of above 98%.


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