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

Mapping topological characteristics of dynamical systems into neural networks: A reservoir computing approach

Significant advances have recently been made in modeling chaotic systems with the reservoir computing approach, especially for prediction. We find that although state prediction of the trained reservoir computer will gradually deviate from the actual trajectory of the original system, the associated geometric features remain invariant. Specifically, we show that the typical geometric metrics including the correlation dimension, the multiscale entropy, and the memory effect are nearly identical between the trained reservoir computer and its learned chaotic systems. We further demonstrate this fact on a broad range of chaotic systems ranging from discrete and continuous chaotic systems to hyperchaotic systems. Our findings suggest that the successfully reservoir computer may be topologically conjugate to an observed dynamical system.

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.

Multifractal analysis of financial markets: a review

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking analogy with hydrodynamic turbulence, from which the idea of multifractality originated, multifractal analysis of financial markets has bloomed, forming one of the main directions of econophysics. We review the multifractal analysis methods and multifractal models adopted in or invented for financial time series and their subtle properties, which are applicable to time series in other disciplines. We survey the cumulating evidence for the presence of multifractality in financial time series in different markets and at different time periods and discuss the sources of multifractality. The usefulness of multifractal analysis in quantifying market inefficiency, in supporting risk management and in developing other applications is presented. We finally discuss open problems and further directions of multifractal analysis.

Graph-to-signal transformation based classification of functional connectivity brain networks

Complex network theory has been successful at unveiling the topology of the brain and showing alterations to the network structure due to brain disease, cognitive function and behavior. Functional connectivity networks (FCNs) represent different brain regions as the nodes and the connectivity between them as the edges of a graph. Graph theoretic measures provide a way to extract features from these networks enabling subsequent characterization and discrimination of networks across conditions. However, these measures are constrained mostly to binary networks and highly dependent on the network size. In this paper, we propose a novel graph-to-signal transform that overcomes these shortcomings to extract features from functional connectivity networks. The proposed transformation is based on classical multidimensional scaling (CMDS) theory and transforms a graph into signals such that the Euclidean distance between the nodes of the network is preserved. In this paper, we propose to use the resistance distance matrix for transforming weighted functional connectivity networks into signals. Our results illustrate how well-known network structures transform into distinct signals using the proposed graph-to-signal transformation. We then compute well-known signal features on the extracted graph signals to discriminate between FCNs constructed across different experimental conditions. Based on our results, the signals obtained from the graph-to-signal transformation allow for the characterization of functional connectivity networks, and the corresponding features are more discriminative compared to graph theoretic measures.

Time series analysis in earthquake complex networks

We introduce a new method of characterizing the seismic complex systems using a procedure of transformation from complex networks into time series. The undirected complex network is constructed from seismic hypocenters data. Network nodes are marked by their connectivity. The walk on the graph following the time of succeeding seismic events generates the connectivity time series which contains, both the space and time, features of seismic processes. This procedure was applied to four seismic data sets registered in Chile. It was shown that multifractality of constructed connectivity time series changes due to the particular geophysics characteristics of the seismic zones-it decreases with the occurrence of large earthquakes-and shows the spatiotemporal organization of these seismic systems.

Graph distance for complex networks

Networks are widely used as a tool for describing diverse real complex systems and have been successfully applied to many fields. The distance between networks is one of the most fundamental concepts for properly classifying real networks, detecting temporal changes in network structures, and effectively predicting their temporal evolution. However, this distance has rarely been discussed in the theory of complex networks. Here, we propose a graph distance between networks based on a Laplacian matrix that reflects the structural and dynamical properties of networked dynamical systems. Our results indicate that the Laplacian-based graph distance effectively quantifies the structural difference between complex networks. We further show that our approach successfully elucidates the temporal properties underlying temporal networks observed in the context of face-to-face human interactions.

Multifractal cross-correlation effects in two-variable time series of complex network vertex observables

We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased random walks. We consider three vertex properties that provide, respectively, short-, medium-, and long-range information regarding the topological role of vertices in a given network. In order to reveal the relation between these quantities, we applied the multifractal cross-correlation analysis technique, which provides information about the nonlinear effects in coupling of time series. We show that the considered network models are characterized by unique multifractal properties of the cross-correlation. In particular, it is possible to distinguish between Erdös-Rényi, Barabási-Albert, and Watts-Strogatz networks on the basis of fractal cross-correlation. Moreover, the analysis of protein contact networks reveals characteristics shared with both scale-free and small-world models.

Persistent topological features of dynamical systems

Inspired by an early work of Muldoon et al., Physica D 65, 1-16 (1993), we present a general method for constructing simplicial complex from observed time series of dynamical systems based on the delay coordinate reconstruction procedure. The obtained simplicial complex preserves all pertinent topological features of the reconstructed phase space, and it may be analyzed from topological, combinatorial, and algebraic aspects. In focus of this study is the computation of homology of the invariant set of some well known dynamical systems that display chaotic behavior. Persistent homology of simplicial complex and its relationship with the embedding dimensions are examined by studying the lifetime of topological features and topological noise. The consistency of topological properties for different dynamic regimes and embedding dimensions is examined. The obtained results shed new light on the topological properties of the reconstructed phase space and open up new possibilities for application of advanced topological methods. The method presented here may be used as a generic method for constructing simplicial complex from a scalar time series that has a number of advantages compared to the mapping of the same time series to a complex network.

Multifractal analysis of visibility graph-based Ito-related connectivity time series

In this study, we investigate multifractal properties of connectivity time series resulting from the visibility graph applied to normally distributed time series generated by the Ito equations with multiplicative power-law noise. We show that multifractality of the connectivity time series (i.e., the series of numbers of links outgoing any node) increases with the exponent of the power-law noise. The multifractality of the connectivity time series could be due to the width of connectivity degree distribution that can be related to the exit time of the associated Ito time series. Furthermore, the connectivity time series are characterized by persistence, although the original Ito time series are random; this is due to the procedure of visibility graph that, connecting the values of the time series, generates persistence but destroys most of the nonlinear correlations. Moreover, the visibility graph is sensitive for detecting wide "depressions" in input time series.

Hidden geometry of traffic jamming

We introduce an approach based on algebraic topological methods that allow an accurate characterization of jamming in dynamical systems with queues. As a prototype system, we analyze the traffic of information packets with navigation and queuing at nodes on a network substrate in distinct dynamical regimes. A temporal sequence of traffic density fluctuations is mapped onto a mathematical graph in which each vertex denotes one dynamical state of the system. The coupling complexity between these states is revealed by classifying agglomerates of high-dimensional cliques that are intermingled at different topological levels and quantified by a set of geometrical and entropy measures. The free-flow, jamming, and congested traffic regimes result in graphs of different structure, while the largest geometrical complexity and minimum entropy mark the edge of the jamming region.