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Directed recurrence networks.

Rémi Delage1, Toshihiko Nakata1

  • 1Department of Management Science and Technology, Tohoku University, Sendai 980-8579, Japan.

Chaos (Woodbury, N.Y.)
|November 1, 2023
PubMed
Summary

Directed recurrence networks, a novel approach using modified recurrence plots, offer more robust analysis of nonlinear time series data. This method enhances transition detection, temporal pattern discovery, and data modeling compared to undirected networks.

Area of Science:

  • Complex systems analysis
  • Nonlinear dynamics
  • Network science

Background:

  • Recurrence plot analysis is a powerful tool for nonlinear time series.
  • Recurrence plots can serve as adjacency matrices for constructing recurrence networks.
  • Existing recurrence network methods are primarily undirected.

Purpose of the Study:

  • To investigate the advantages of a directed formulation of recurrence networks.
  • To leverage advancements in recurrence plot creation and treatment for network analysis.
  • To explore new applications in data cleaning and modeling.

Main Methods:

  • Modification of the standard recurrence plot to create directed recurrence networks.
  • Application of complex network analysis techniques to directed recurrence networks.

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  • Comparison of directed and undirected recurrence networks for time series analysis.

    • Main Results:

    • Directed recurrence networks demonstrate superior robustness in detecting transitions.
    • Enhanced capabilities in discovering and clustering temporal patterns.
    • Successful demonstration of new applications in network cleaning and data modeling.

    Conclusions:

    • Directed recurrence networks offer significant improvements over undirected counterparts.
    • This approach enhances the utility of recurrence analysis for complex time series.
    • The method opens new avenues for data analysis and modeling in nonlinear systems.