Analytical framework for recurrence network analysis of time series

A QR Code for the Brain: A dynamical systems framework for computing neurophysiological biomarkers

Neural circuits are often considered the bridge connecting genetic causes and behavior. Whereas prenatal neural circuits are believed to be derived from a combination of genetic and intrinsic activity, postnatal circuits are largely influenced by exogenous activity and experience. A dynamical neuroelectric field maintained by neural activity is proposed as the fundamental information processing substrate of cognitive function. Time series measurements of the neuroelectric field can be collected by scalp sensors and used to mathematically quantify the essential dynamical features of the neuroelectric field by constructing a digital twin of the dynamical system phase space. The multiscale nonlinear values that result can be organized into tensor data structures, from which latent features can be extracted using tensor factorization. These latent features can be mapped to behavioral constructs to derive digital biomarkers. This computational framework provides a robust method for incorporating neurodynamical measures into neuropsychiatric biomarker discovery.

A biomarker discovery framework for childhood anxiety

Introduction

Anxiety is the most common manifestation of psychopathology in youth, negatively affecting academic, social, and adaptive functioning and increasing risk for mental health problems into adulthood. Anxiety disorders are diagnosed only after clinical symptoms emerge, potentially missing opportunities to intervene during critical early prodromal periods. In this study, we used a new empirical approach to extracting nonlinear features of the electroencephalogram (EEG), with the goal of discovering differences in brain electrodynamics that distinguish children with anxiety disorders from healthy children. Additionally, we examined whether this approach could distinguish children with externalizing disorders from healthy children and children with anxiety.

Methods

We used a novel supervised tensor factorization method to extract latent factors from repeated multifrequency nonlinear EEG measures in a longitudinal sample of children assessed in infancy and at ages 3, 5, and 7 years of age. We first examined the validity of this method by showing that calendar age is highly correlated with latent EEG complexity factors (r = 0.77). We then computed latent factors separately for distinguishing children with anxiety disorders from healthy controls using a 5-fold cross validation scheme and similarly for distinguishing children with externalizing disorders from healthy controls.

Results

We found that latent factors derived from EEG recordings at age 7 years were required to distinguish children with an anxiety disorder from healthy controls; recordings from infancy, 3 years, or 5 years alone were insufficient. However, recordings from two (5, 7 years) or three (3, 5, 7 years) recordings gave much better results than 7 year recordings alone. Externalizing disorders could be detected using 3- and 5 years EEG data, also giving better results with two or three recordings than any single snapshot. Further, sex assigned at birth was an important covariate that improved accuracy for both disorder groups, and birthweight as a covariate modestly improved accuracy for externalizing disorders. Recordings from infant EEG did not contribute to the classification accuracy for either anxiety or externalizing disorders.

Conclusion

This study suggests that latent factors extracted from EEG recordings in childhood are promising candidate biomarkers for anxiety and for externalizing disorders if chosen at appropriate ages.

Distinguish between Stochastic and Chaotic Signals by a Local Structure-Based Entropy

As a measure of complexity, information entropy is frequently used to categorize time series, such as machinery failure diagnostics, biological signal identification, etc., and is thought of as a characteristic of dynamic systems. Many entropies, however, are ineffective for multivariate scenarios due to correlations. In this paper, we propose a local structure entropy (LSE) based on the idea of a recurrence network. Given certain tolerance and scales, LSE values can distinguish multivariate chaotic sequences between stochastic signals. Three financial market indices are used to evaluate the proposed LSE. The results show that the LSEFSTE100 and LSES&P500 are higher than LSESZI, which indicates that the European and American stock markets are more sophisticated than the Chinese stock market. Additionally, using decision trees as the classifiers, LSE is employed to detect bearing faults. LSE performs higher on recognition accuracy when compared to permutation entropy.

Early Warning Signals in Phase Space: Geometric Resilience Loss Indicators From Multiplex Cumulative Recurrence Networks

The detection of Early Warning Signals (EWS) of imminent phase transitions, such as sudden changes in symptom severity could be an important innovation in the treatment or prevention of disease or psychopathology. Recurrence-based analyses are known for their ability to detect differences in behavioral modes and order transitions in extremely noisy data. As a proof of principle, the present paper provides an example of a recurrence network based analysis strategy which can be implemented in a clinical setting in which data from an individual is continuously monitored for the purpose of making decisions about diagnosis and intervention. Specifically, it is demonstrated that measures based on the geometry of the phase space can serve as Early Warning Signals of imminent phase transitions. A publicly available multivariate time series is analyzed using so-called cumulative Recurrence Networks (cRN), which are recurrence networks with edges weighted by recurrence time and directed towards previously observed data points. The results are compared to previous analyses of the same data set, benefits, limitations and future directions of the analysis approach are discussed.

Study of system dynamics through recurrence analysis of regular windows

In the recurrence quantification analysis of a dynamical system, the key parameters of the analysis significantly influence the qualitative changes in recurrence measures. Therefore, the values of these parameters must be selected carefully using appropriate rules. The embedding parameters provide rules and procedures for the determination of the above. However, rules for selecting the threshold parameter (ɛ) are still the subject of tests and studies. This study proposes a procedure for selecting appropriate values of ɛ and point density of a vector series based on variability and convergence criteria. A criterion for the linear convergence of recurrence results makes it possible to find a narrow range of the ɛ parameter that would be suitable for the analysis in question.

Fractal analysis of recurrence networks constructed from the two-dimensional fractional Brownian motions

In this study, we focus on the fractal property of recurrence networks constructed from the two-dimensional fractional Brownian motion (2D fBm), i.e., the inter-system recurrence network, the joint recurrence network, the cross-joint recurrence network, and the multidimensional recurrence network, which are the variants of classic recurrence networks extended for multiple time series. Generally, the fractal dimension of these recurrence networks can only be estimated numerically. The numerical analysis identifies the existence of fractality in these constructed recurrence networks. Furthermore, it is found that the numerically estimated fractal dimension of these networks can be connected to the theoretical fractal dimension of the 2D fBm graphs, because both fractal dimensions are piecewisely associated with the Hurst exponent H in a highly similar pattern, i.e., a linear decrease (if H varies from 0 to 0.5) followed by an inversely proportional-like decay (if H changes from 0.5 to 1). Although their fractal dimensions are not exactly identical, their difference can actually be deciphered by one single parameter with the value around 1. Therefore, it can be concluded that these recurrence networks constructed from the 2D fBms must inherit some fractal properties of its associated 2D fBms with respect to the fBm graphs.

Reciprocal characterization from multivariate time series to multilayer complex networks

Various transformations from time series to complex networks have recently gained significant attention. These transformations provide an alternative perspective to better investigate complex systems. We present a transformation from multivariate time series to multilayer networks for their reciprocal characterization. This transformation ensures that the underlying geometrical features of time series are preserved in their network counterparts. We identify underlying dynamical transitions of the time series through statistics of the structure of the corresponding networks. Meanwhile, this allows us to propose the concept of interlayer entropy to measure the coupling strength between the layers of a network. Specifically, we prove that under mild conditions, for the given transformation method, the application of interlayer entropy in networks is equivalent to transfer entropy in time series. Interlayer entropy is utilized to describe the information flow in a multilayer network.

Multiplex Limited Penetrable Horizontal Visibility Graph from EEG Signals for Driver Fatigue Detection

Driver fatigue is an important contributor to road accidents, and driver fatigue detection has attracted a great deal of attention on account of its significant importance. Numerous methods have been proposed to fulfill this challenging task, though, the characterization of the fatigue mechanism still, to a large extent, remains to be investigated. To address this problem, we, in this work, develop a novel Multiplex Limited Penetrable Horizontal Visibility Graph (Multiplex LPHVG) method, which allows in not only detecting fatigue driving but also probing into the brain fatigue behavior. Importantly, we use the method to construct brain networks from EEG signals recorded from different subjects performing simulated driving tasks under alert and fatigue driving states. We then employ clustering coefficient, global efficiency and characteristic path length to characterize the topological structure of the networks generated from different brain states. In addition, we combine average edge overlap with the network measures to distinguish alert and mental fatigue states. The high-accurate classification results clearly demonstrate and validate the efficacy of our multiplex LPHVG method for the fatigue detection from EEG signals. Furthermore, our findings show a significant increase of the clustering coefficient as the brain evolves from alert state to mental fatigue state, which yields novel insights into the brain behavior associated with fatigue driving.

Novel Unconventional-Active-Jamming Recognition Method for Wideband Radars Based on Visibility Graphs

Radar unconventional active jamming, including unconventional deceptive jamming and barrage jamming, poses a serious threat to wideband radars. This paper proposes an unconventional-active-jamming recognition method for wideband radar. In this method, the visibility algorithm of converting the radar time series into graphs, called visibility graphs, is first given. Then, the visibility graph of the linear-frequency-modulation (LFM) signal is proved to be a regular graph, and the rationality of extracting features on visibility graphs is theoretically explained. Therefore, four features on visibility graphs, average degree, average clustering coefficient, Newman assortativity coefficient, and normalized network-structure entropy, are extracted from visibility graphs. Finally, a random-forests (RF) classifier is chosen for unconventional-active-jamming recognition. Experiment results show that recognition probability was over 90% when the jamming-to-noise ratio (JNR) was above 0 dB.

Recurrence threshold selection for obtaining robust recurrence characteristics in different embedding dimensions

The appropriate selection of recurrence thresholds is a key problem in applications of recurrence quantification analysis and related methods across disciplines. Here, we discuss the distribution of pairwise distances between state vectors in the studied system's state space reconstructed by means of time-delay embedding as the key characteristic that should guide the corresponding choice for obtaining an adequate resolution of a recurrence plot. Specifically, we present an empirical description of the distance distribution, focusing on characteristic changes of its shape with increasing embedding dimension. Our results suggest that selecting the recurrence threshold according to a fixed percentile of this distribution reduces the dependence of recurrence characteristics on the embedding dimension in comparison with other commonly used threshold selection methods. Numerical investigations on some paradigmatic model systems with time-dependent parameters support these empirical findings.

Multivariate weighted recurrence network analysis of EEG signals from ERP-based smart home system

Smart home has been widely used to improve the living quality of people. Recently, the brain-computer interface (BCI) contributes greatly to the smart home system. We design a BCI-based smart home system, in which the event-related potentials (ERP) are induced by the image interface based on the oddball paradigm. Then, we investigate the influence of mental fatigue on the ERP classification by the Fisher linear discriminant analysis. The results indicate that the classification accuracy of ERP decreases as the brain evolves from the normal stage to the mental fatigue stage. In order to probe into the difference of the brain, cognitive process between mental fatigue and normal states, we construct multivariate weighted recurrence networks and analyze the variation of the weighted clustering coefficient and weighted global efficiency corresponding to these two brain states. The findings suggest that these two network metrics allow distinguishing normal and mental fatigue states and yield novel insights into the brain fatigue behavior resulting from a long use of the ERP-based smart home system. These properties render the multivariate recurrence network, particularly useful for analyzing electroencephalographic recordings from the ERP-based smart home system.

Mapping and discrimination of networks in the complexity-entropy plane

Complex networks are usually characterized in terms of their topological, spatial, or information-theoretic properties and combinations of the associated metrics are used to discriminate networks into different classes or categories. However, even with the present variety of characteristics at hand it still remains a subject of current research to appropriately quantify a network's complexity and correspondingly discriminate between different types of complex networks, like infrastructure or social networks, on such a basis. Here we explore the possibility to classify complex networks by means of a statistical complexity measure that has formerly been successfully applied to distinguish different types of chaotic and stochastic time series. It is composed of a network's averaged per-node entropic measure characterizing the network's information content and the associated Jenson-Shannon divergence as a measure of disequilibrium. We study 29 real-world networks and show that networks of the same category tend to cluster in distinct areas of the resulting complexity-entropy plane. We demonstrate that within our framework, connectome networks exhibit among the highest complexity while, e.g., transportation and infrastructure networks display significantly lower values. Furthermore, we demonstrate the utility of our framework by applying it to families of random scale-free and Watts-Strogatz model networks. We then show in a second application that the proposed framework is useful to objectively construct threshold-based networks, such as functional climate networks or recurrence networks, by choosing the threshold such that the statistical network complexity is maximized.

Multiple-node basin stability in complex dynamical networks

Dynamical entities interacting with each other on complex networks often exhibit multistability. The stability of a desired steady regime (e.g., a synchronized state) to large perturbations is critical in the operation of many real-world networked dynamical systems such as ecosystems, power grids, the human brain, etc. This necessitates the development of appropriate quantifiers of stability of multiple stable states of such systems. Motivated by the concept of basin stability (BS) [P. J. Menck et al., Nat. Phys. 9, 89 (2013)1745-247310.1038/nphys2516], we propose here the general framework of multiple-node basin stability for gauging the global stability and robustness of networked dynamical systems in response to nonlocal perturbations simultaneously affecting multiple nodes of a system. The framework of multiple-node BS provides an estimate of the critical number of nodes that, when simultaneously perturbed, significantly reduce the capacity of the system to return to the desired stable state. Further, this methodology can be applied to estimate the minimum number of nodes of the network to be controlled or safeguarded from external perturbations to ensure proper operation of the system. Multiple-node BS can also be utilized for probing the influence of spatially localized perturbations or targeted attacks to specific parts of a network. We demonstrate the potential of multiple-node BS in assessing the stability of the synchronized state in a deterministic scale-free network of Rössler oscillators and a conceptual model of the power grid of the United Kingdom with second-order Kuramoto-type nodal dynamics.

Investigation on law and economics of listed companies' financing preference based on complex network theory

In this paper, complex network theory is used to make time-series analysis of key indicators of governance structure and financing data. We analyze scientific listed companies' governance data from 2010 to 2014 and divide them into groups in accordance with the similarity they share. Then we select sample companies to analyze their financing data and explore the influence of governance structure on financing decision and the financing preference they display. This paper reviews relevant laws and regulations of financing from the perspective of law and economics, then proposes reasonable suggestions to consummate the law for the purpose of regulating listed companies' financing. The research provides a reference for making qualitative analysis on companies' financing.

Visibility Graph from Adaptive Optimal Kernel Time-Frequency Representation for Classification of Epileptiform EEG

Detecting epileptic seizure from EEG signals constitutes a challenging problem of significant importance. Combining adaptive optimal kernel time-frequency representation and visibility graph, we develop a novel method for detecting epileptic seizure from EEG signals. We construct complex networks from EEG signals recorded from healthy subjects and epilepsy patients. Then we employ clustering coefficient, clustering coefficient entropy and average degree to characterize the topological structure of the networks generated from different brain states. In addition, we combine energy deviation and network measures to recognize healthy subjects and epilepsy patients, and further distinguish brain states during seizure free interval and epileptic seizures. Three different experiments are designed to evaluate the performance of our method. The results suggest that our method allows a high-accurate classification of epileptiform EEG signals.

Multiplex multivariate recurrence network from multi-channel signals for revealing oil-water spatial flow behavior

The exploration of the spatial dynamical flow behaviors of oil-water flows has attracted increasing interests on account of its challenging complexity and great significance. We first technically design a double-layer distributed-sector conductance sensor and systematically carry out oil-water flow experiments to capture the spatial flow information. Based on the well-established recurrence network theory, we develop a novel multiplex multivariate recurrence network (MMRN) to fully and comprehensively fuse our double-layer multi-channel signals. Then we derive the projection networks from the inferred MMRNs and exploit the average clustering coefficient and the spectral radius to quantitatively characterize the nonlinear recurrent behaviors related to the distinct flow patterns. We find that these two network measures are very sensitive to the change of flow states and the distributions of network measures enable to uncover the spatial dynamical flow behaviors underlying different oil-water flow patterns. Our method paves the way for efficiently analyzing multi-channel signals from multi-layer sensor measurement system.

Measure for degree heterogeneity in complex networks and its application to recurrence network analysis

We propose a novel measure of degree heterogeneity, for unweighted and undirected complex networks, which requires only the degree distribution of the network for its computation. We show that the proposed measure can be applied to all types of network topology with ease and increases with the diversity of node degrees in the network. The measure is applied to compute the heterogeneity of synthetic (both random and scale free (SF)) and real-world networks with its value normalized in the interval [Formula: see text]. To define the measure, we introduce a limiting network whose heterogeneity can be expressed analytically with the value tending to 1 as the size of the network N tends to infinity. We numerically study the variation of heterogeneity for random graphs (as a function of p and N) and for SF networks with γ and N as variables. Finally, as a specific application, we show that the proposed measure can be used to compare the heterogeneity of recurrence networks constructed from the time series of several low-dimensional chaotic attractors, thereby providing a single index to compare the structural complexity of chaotic attractors.

Multiscale limited penetrable horizontal visibility graph for analyzing nonlinear time series

Visibility graph has established itself as a powerful tool for analyzing time series. We in this paper develop a novel multiscale limited penetrable horizontal visibility graph (MLPHVG). We use nonlinear time series from two typical complex systems, i.e., EEG signals and two-phase flow signals, to demonstrate the effectiveness of our method. Combining MLPHVG and support vector machine, we detect epileptic seizures from the EEG signals recorded from healthy subjects and epilepsy patients and the classification accuracy is 100%. In addition, we derive MLPHVGs from oil-water two-phase flow signals and find that the average clustering coefficient at different scales allows faithfully identifying and characterizing three typical oil-water flow patterns. These findings render our MLPHVG method particularly useful for analyzing nonlinear time series from the perspective of multiscale network analysis.

Multivariate weighted recurrence network inference for uncovering oil-water transitional flow behavior in a vertical pipe

Exploring the dynamical behaviors of high water cut and low velocity oil-water flows remains a contemporary and challenging problem of significant importance. This challenge stimulates us to design a high-speed cycle motivation conductance sensor to capture spatial local flow information. We systematically carry out experiments and acquire the multi-channel measurements from different oil-water flow patterns. Then we develop a novel multivariate weighted recurrence network for uncovering the flow behaviors from multi-channel measurements. In particular, we exploit graph energy and weighted clustering coefficient in combination with multivariate time-frequency analysis to characterize the derived complex networks. The results indicate that the network measures are very sensitive to the flow transitions and allow uncovering local dynamical behaviors associated with water cut and flow velocity. These properties render our method particularly useful for quantitatively characterizing dynamical behaviors governing the transition and evolution of different oil-water flow patterns.

Spatial network surrogates for disentangling complex system structure from spatial embedding of nodes

Networks with nodes embedded in a metric space have gained increasing interest in recent years. The effects of spatial embedding on the networks' structural characteristics, however, are rarely taken into account when studying their macroscopic properties. Here, we propose a hierarchy of null models to generate random surrogates from a given spatially embedded network that can preserve certain global and local statistics associated with the nodes' embedding in a metric space. Comparing the original network's and the resulting surrogates' global characteristics allows one to quantify to what extent these characteristics are already predetermined by the spatial embedding of the nodes and links. We apply our framework to various real-world spatial networks and show that the proposed models capture macroscopic properties of the networks under study much better than standard random network models that do not account for the nodes' spatial embedding. Depending on the actual performance of the proposed null models, the networks are categorized into different classes. Since many real-world complex networks are in fact spatial networks, the proposed approach is relevant for disentangling the underlying complex system structure from spatial embedding of nodes in many fields, ranging from social systems over infrastructure and neurophysiology to climatology.

Multivariate multiscale complex network analysis of vertical upward oil-water two-phase flow in a small diameter pipe

High water cut and low velocity vertical upward oil-water two-phase flow is a typical complex system with the features of multiscale, unstable and non-homogenous. We first measure local flow information by using distributed conductance sensor and then develop a multivariate multiscale complex network (MMCN) to reveal the dispersed oil-in-water local flow behavior. Specifically, we infer complex networks at different scales from multi-channel measurements for three typical vertical oil-in-water flow patterns. Then we characterize the generated multiscale complex networks in terms of network clustering measure. The results suggest that the clustering coefficient entropy from the MMCN not only allows indicating the oil-in-water flow pattern transition but also enables to probe the dynamical flow behavior governing the transitions of vertical oil-water two-phase flow.

Disentangling regular and chaotic motion in the standard map using complex network analysis of recurrences in phase space

Recurrence in the phase space of complex systems is a well-studied phenomenon, which has provided deep insights into the nonlinear dynamics of such systems. For dissipative systems, characteristics based on recurrence plots have recently attracted much interest for discriminating qualitatively different types of dynamics in terms of measures of complexity, dynamical invariants, or even structural characteristics of the underlying attractor's geometry in phase space. Here, we demonstrate that the latter approach also provides a corresponding distinction between different co-existing dynamical regimes of the standard map, a paradigmatic example of a low-dimensional conservative system. Specifically, we show that the recently developed approach of recurrence network analysis provides potentially useful geometric characteristics distinguishing between regular and chaotic orbits. We find that chaotic orbits in an intermittent laminar phase (commonly referred to as sticky orbits) have a distinct geometric structure possibly differing in a subtle way from those of regular orbits, which is highlighted by different recurrence network properties obtained from relatively short time series. Thus, this approach can help discriminating regular orbits from laminar phases of chaotic ones, which presents a persistent challenge to many existing chaos detection techniques.

Uniform framework for the recurrence-network analysis of chaotic time series

We propose a general method for the construction and analysis of unweighted ε-recurrence networks from chaotic time series. The selection of the critical threshold ε_{c} in our scheme is done empirically and we show that its value is closely linked to the embedding dimension M. In fact, we are able to identify a small critical range Δε numerically that is approximately the same for the random and several standard chaotic time series for a fixed M. This provides us a uniform framework for the nonsubjective comparison of the statistical measures of the recurrence networks constructed from various chaotic attractors. We explicitly show that the degree distribution of the recurrence network constructed by our scheme is characteristic to the structure of the attractor and display statistical scale invariance with respect to increase in the number of nodes N. We also present two practical applications of the scheme, detection of transition between two dynamical regimes in a time-delayed system and identification of the dimensionality of the underlying system from real-world data with a limited number of points through recurrence network measures. The merits, limitations, and the potential applications of the proposed method are also highlighted.

Signatures of chaotic and stochastic dynamics uncovered with ε -recurrence networks

An old and important problem in the field of nonlinear time-series analysis entails the distinction between chaotic and stochastic dynamics. Recently, ε -recurrence networks have been proposed as a tool to analyse the structural properties of a time series. In this paper, we propose the applicability of local and global ε -recurrence network measures to distinguish between chaotic and stochastic dynamics using paradigmatic model systems such as the Lorenz system, and the chaotic and hyper-chaotic Rössler system. We also demonstrate the effect of increasing levels of noise on these network measures and provide a real-world application of analysing electroencephalographic data comprising epileptic seizures. Our results show that both local and global ε -recurrence network measures are sensitive to the presence of unstable periodic orbits and other structural features associated with chaotic dynamics that are otherwise absent in stochastic dynamics. These network measures are still robust at high noise levels and short data lengths. Furthermore, ε -recurrence network analysis of the real-world epileptic data revealed the capability of these network measures in capturing dynamical transitions using short window sizes. ε -recurrence network analysis is a powerful method in uncovering the signatures of chaotic and stochastic dynamics based on the geometrical properties of time series.

Unified functional network and nonlinear time series analysis for complex systems science: The pyunicorn package

We introduce the pyunicorn (Pythonic unified complex network and recurrence analysis toolbox) open source software package for applying and combining modern methods of data analysis and modeling from complex network theory and nonlinear time series analysis. pyunicorn is a fully object-oriented and easily parallelizable package written in the language Python. It allows for the construction of functional networks such as climate networks in climatology or functional brain networks in neuroscience representing the structure of statistical interrelationships in large data sets of time series and, subsequently, investigating this structure using advanced methods of complex network theory such as measures and models for spatial networks, networks of interacting networks, node-weighted statistics, or network surrogates. Additionally, pyunicorn provides insights into the nonlinear dynamics of complex systems as recorded in uni- and multivariate time series from a non-traditional perspective by means of recurrence quantification analysis, recurrence networks, visibility graphs, and construction of surrogate time series. The range of possible applications of the library is outlined, drawing on several examples mainly from the field of climatology.

Dynamics of self-excited thermoacoustic instability in a combustion system: Pseudo-periodic and high-dimensional nature

We have examined the dynamics of self-excited thermoacoustic instability in a fundamentally and practically important gas-turbine model combustion system on the basis of complex network approaches. We have incorporated sophisticated complex networks consisting of cycle networks and phase space networks, neither of which has been considered in the areas of combustion physics and science. Pseudo-periodicity and high-dimensionality exist in the dynamics of thermoacoustic instability, including the possible presence of a clear power-law distribution and small-world-like nature.

Multi-frequency complex network from time series for uncovering oil-water flow structure

Uncovering complex oil-water flow structure represents a challenge in diverse scientific disciplines. This challenge stimulates us to develop a new distributed conductance sensor for measuring local flow signals at different positions and then propose a novel approach based on multi-frequency complex network to uncover the flow structures from experimental multivariate measurements. In particular, based on the Fast Fourier transform, we demonstrate how to derive multi-frequency complex network from multivariate time series. We construct complex networks at different frequencies and then detect community structures. Our results indicate that the community structures faithfully represent the structural features of oil-water flow patterns. Furthermore, we investigate the network statistic at different frequencies for each derived network and find that the frequency clustering coefficient enables to uncover the evolution of flow patterns and yield deep insights into the formation of flow structures. Current results present a first step towards a network visualization of complex flow patterns from a community structure perspective.

Analyzing long-term correlated stochastic processes by means of recurrence networks: potentials and pitfalls

Long-range correlated processes are ubiquitous, ranging from climate variables to financial time series. One paradigmatic example for such processes is fractional Brownian motion (fBm). In this work, we highlight the potentials and conceptual as well as practical limitations when applying the recently proposed recurrence network (RN) approach to fBm and related stochastic processes. In particular, we demonstrate that the results of a previous application of RN analysis to fBm [Liu et al. Phys. Rev. E 89, 032814 (2014)] are mainly due to an inappropriate treatment disregarding the intrinsic nonstationarity of such processes. Complementarily, we analyze some RN properties of the closely related stationary fractional Gaussian noise (fGn) processes and find that the resulting network properties are well-defined and behave as one would expect from basic conceptual considerations. Our results demonstrate that RN analysis can indeed provide meaningful results for stationary stochastic processes, given a proper selection of its intrinsic methodological parameters, whereas it is prone to fail to uniquely retrieve RN properties for nonstationary stochastic processes like fBm.

Time-series analysis of networks: exploring the structure with random walks

We generate time series from scale-free networks based on a finite-memory random walk traversing the network. These time series reveal topological and functional properties of networks via their temporal correlations. Remarkably, networks with different node-degree mixing patterns exhibit distinct self-similar characteristics. In particular, assortative networks are transformed into time series with long-range correlation, while disassortative networks are transformed into time series exhibiting anticorrelation. These relationships are consistent across a diverse variety of real networks. Moreover, we show that multiscale analysis of these time series can describe and classify various physical networks ranging from social and technological to biological networks according to their functional origin. These results suggest that there is a unified dynamical mechanism that governs the structural organization of many seemingly different networks.

Topological properties and fractal analysis of a recurrence network constructed from fractional Brownian motions

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks constructed from fractional Brownian motions (FBMs). First, our results indicate that the constructed recurrence networks have exponential degree distributions; the average degree exponent 〈λ〉 increases first and then decreases with the increase of Hurst index H of the associated FBMs; the relationship between H and 〈λ〉 can be represented by a cubic polynomial function. We next focus on the motif rank distribution of recurrence networks, so that we can better understand networks at the local structure level. We find the interesting superfamily phenomenon, i.e., the recurrence networks with the same motif rank pattern being grouped into two superfamilies. Last, we numerically analyze the fractal and multifractal properties of recurrence networks. We find that the average fractal dimension 〈dB〉 of recurrence networks decreases with the Hurst index H of the associated FBMs, and their dependence approximately satisfies the linear formula 〈dB〉≈2-H, which means that the fractal dimension of the associated recurrence network is close to that of the graph of the FBM. Moreover, our numerical results of multifractal analysis show that the multifractality exists in these recurrence networks, and the multifractality of these networks becomes stronger at first and then weaker when the Hurst index of the associated time series becomes larger from 0.4 to 0.95. In particular, the recurrence network with the Hurst index H=0.5 possesses the strongest multifractality. In addition, the dependence relationships of the average information dimension 〈D(1)〉 and the average correlation dimension 〈D(2)〉 on the Hurst index H can also be fitted well with linear functions. Our results strongly suggest that the recurrence network inherits the basic characteristic and the fractal nature of the associated FBM series.

Disentangling different types of El Niño episodes by evolving climate network analysis

Complex network theory provides a powerful toolbox for studying the structure of statistical interrelationships between multiple time series in various scientific disciplines. In this work, we apply the recently proposed climate network approach for characterizing the evolving correlation structure of the Earth's climate system based on reanalysis data for surface air temperatures. We provide a detailed study of the temporal variability of several global climate network characteristics. Based on a simple conceptual view of red climate networks (i.e., networks with a comparably low number of edges), we give a thorough interpretation of our evolving climate network characteristics, which allows a functional discrimination between recently recognized different types of El Niño episodes. Our analysis provides deep insights into the Earth's climate system, particularly its global response to strong volcanic eruptions and large-scale impacts of different phases of the El Niño Southern Oscillation.

Multivariate recurrence network analysis for characterizing horizontal oil-water two-phase flow

Characterizing complex patterns arising from horizontal oil-water two-phase flows is a contemporary and challenging problem of paramount importance. We design a new multisector conductance sensor and systematically carry out horizontal oil-water two-phase flow experiments for measuring multivariate signals of different flow patterns. We then infer multivariate recurrence networks from these experimental data and investigate local cross-network properties for each constructed network. Our results demonstrate that a cross-clustering coefficient from a multivariate recurrence network is very sensitive to transitions among different flow patterns and recovers quantitative insights into the flow behavior underlying horizontal oil-water flows. These properties render multivariate recurrence networks particularly powerful for investigating a horizontal oil-water two-phase flow system and its complex interacting components from a network perspective.

Phase coherence and attractor geometry of chaotic electrochemical oscillators

Chaotic attractors are known to often exhibit not only complex dynamics but also a complex geometry in phase space. In this work, we provide a detailed characterization of chaotic electrochemical oscillations obtained experimentally as well as numerically from a corresponding mathematical model. Power spectral density and recurrence time distributions reveal a considerable increase of dynamic complexity with increasing temperature of the system, resulting in a larger relative spread of the attractor in phase space. By allowing for feasible coordinate transformations, we demonstrate that the system, however, remains phase-coherent over the whole considered parameter range. This finding motivates a critical review of existing definitions of phase coherence that are exclusively based on dynamical characteristics and are thus potentially sensitive to projection effects in phase space. In contrast, referring to the attractor geometry, the gradual changes in some fundamental properties of the system commonly related to its phase coherence can be alternatively studied from a purely structural point of view. As a prospective example for a corresponding framework, recurrence network analysis widely avoids undesired projection effects that otherwise can lead to ambiguous results of some existing approaches to studying phase coherence. Our corresponding results demonstrate that since temperature increase induces more complex chaotic chemical reactions, the recurrence network properties describing attractor geometry also change gradually: the bimodality of the distribution of local clustering coefficients due to the attractor's band structure disappears, and the corresponding asymmetry of the distribution as well as the average path length increase.