arXiv subjects

Norbert Marwan

Publications and source records attributed to Norbert Marwan.

66 records · Page 4Linked to original sources

arXiv2011

The Geometry of Chaotic Dynamics -- A Complex Network Perspective

Recently, several complex network approaches to time series analysis have been developed and applied to study a wide range of model systems as well as real-world data, e.g., geophysical or financial time series. Among these techniques, recurrence-based concepts and prominently $ε$-recurrence networks, most faithfully represent the geometrical fine structure of the attractors underlying chaotic (and less interestingly non-chaotic) time series. In this paper we demonstrate that the well known graph theoretical properties local clustering coefficient and global (network) transitivity can meaningfully be exploited to define two new local and two new global measures of dimension in phase space: local upper and lower clustering dimension as well as global upper and lower transitivity dimension. Rigorous analytical as well as numerical results for self-similar sets and simple chaotic model systems suggest that these measures are well-behaved in most non-pathological situations and that they can be estimated reasonably well using $ε$-recurrence networks constructed from relatively short time series. Moreover, we study the relationship between clustering and transitivity dimensions on the one hand, and traditional measures like pointwise dimension or local Lyapunov dimension on the other hand. We also provide further evidence that the local clustering coefficients, or equivalently the local clustering dimensions, are useful for identifying unstable periodic orbits and other dynamically invariant objects from time series. Our results demonstrate that $ε$-recurrence networks exhibit an important link between dynamical systems and graph theory.

nlin.CD↗

arXiv2010

Identifying complex periodic windows in continuous-time dynamical systems using recurrence-based methods

The identification of complex periodic windows in the two-dimensional parameter space of certain dynamical systems has recently attracted considerable interest. While for discrete systems, a discrimination between periodic and chaotic windows can be easily made based on the maximum Lyapunov exponent of the system, this remains a challenging task for continuous systems, especially if only short time series are available (e.g., in case of experimental data). In this work, we demonstrate that nonlinear measures based on recurrence plots obtained from such trajectories provide a practicable alternative for numerically detecting shrimps. Traditional diagonal line-based measures of recurrence quantification analysis (RQA) as well as measures from complex network theory are shown to allow an excellent classification of periodic and chaotic behavior in parameter space. Using the well-studied Rössler system as a benchmark example, we find that the average path length and the clustering coefficient of the resulting recurrence networks (RNs) are particularly powerful discriminatory statistics for the identification of complex periodic windows.

nlin.CD↗

arXiv2010

Recurrence-based time series analysis by means of complex network methods

Complex networks are an important paradigm of modern complex systems sciences which allows quantitatively assessing the structural properties of systems composed of different interacting entities. During the last years, intensive efforts have been spent on applying network-based concepts also for the analysis of dynamically relevant higher-order statistical properties of time series. Notably, many corresponding approaches are closely related with the concept of recurrence in phase space. In this paper, we review recent methodological advances in time series analysis based on complex networks, with a special emphasis on methods founded on recurrence plots. The potentials and limitations of the individual methods are discussed and illustrated for paradigmatic examples of dynamical systems as well as for real-world time series. Complex network measures are shown to provide information about structural features of dynamical systems that are complementary to those characterized by other methods of time series analysis and, hence, substantially enrich the knowledge gathered from other existing (linear as well as nonlinear) approaches.

nlin.CD↗

arXiv2010

Quantifying Changes in the Spatial Structure of Trabecular Bone

We apply recently introduced measures of complexity for the structural quantfication of distal tibial bone. For the first time, we are able to investigate the temporal structural alteration of trabecular bone. Based on four patients, we show how bone may alter due to temporal immobilisation.

physics.med-ph↗

arXiv2010

How to avoid potential pitfalls in recurrence plot based data analysis

Recurrence plots and recurrence quantification analysis have become popular in the last two decades. Recurrence based methods have on the one hand a deep foundation in the theory of dynamical systems and are on the other hand powerful tools for the investigation of a variety of problems. The increasing interest encompasses the growing risk of misuse and uncritical application of these methods. Therefore, we point out potential problems and pitfalls related to different aspects of the application of recurrence plots and recurrence quantification analysis.

nlin.CD↗

arXiv2010

The backbone of the climate network

We propose a method to reconstruct and analyze a complex network from data generated by a spatio-temporal dynamical system, relying on the nonlinear mutual information of time series analysis and betweenness centrality of complex network theory. We show, that this approach reveals a rich internal structure in complex climate networks constructed from reanalysis and model surface air temperature data. Our novel method uncovers peculiar wave-like structures of high energy flow, that we relate to global surface ocean currents. This points to a major role of the oceanic surface circulation in coupling and stabilizing the global temperature field in the long term mean (140 years for the model run and 60 years for reanalysis data). We find that these results cannot be obtained using classical linear methods of multivariate data analysis, and have ensured their robustness by intensive significance testing.

physics.ao-ph↗

arXiv2010

Ambiguities in recurrence-based complex network representations of time series

Recently, different approaches have been proposed for studying basic properties of time series from a complex network perspective. In this work, the corresponding potentials and limitations of networks based on recurrences in phase space are investigated in some detail. We discuss the main requirements that permit a feasible system-theoretic interpretation of network topology in terms of dynamically invariant phase-space properties. Possible artifacts induced by disregarding these requirements are pointed out and systematically studied. Finally, a rigorous interpretation of the clustering coefficient and the betweenness centrality in terms of invariant objects is proposed.

nlin.CD↗

arXiv2009

Recurrence networks - A novel paradigm for nonlinear time series analysis

This paper presents a new approach for analysing structural properties of time series from complex systems. Starting from the concept of recurrences in phase space, the recurrence matrix of a time series is interpreted as the adjacency matrix of an associated complex network which links different points in time if the evolution of the considered states is very similar. A critical comparison of these recurrence networks with similar existing techniques is presented, revealing strong conceptual benefits of the new approach which can be considered as a unifying framework for transforming time series into complex networks that also includes other methods as special cases. It is demonstrated that there are fundamental relationships between the topological properties of recurrence networks and the statistical properties of the phase space density of the underlying dynamical system. Hence, the network description yields new quantitative characteristics of the dynamical complexity of a time series, which substantially complement existing measures of recurrence quantification analysis.

nlin.CD↗

arXiv2009

Complex networks in climate dynamics - Comparing linear and nonlinear network construction methods

Complex network theory provides a powerful framework to statistically investigate the topology of local and non-local statistical interrelationships, i.e. teleconnections, in the climate system. Climate networks constructed from the same global climatological data set using the linear Pearson correlation coefficient or the nonlinear mutual information as a measure of dynamical similarity between regions, are compared systematically on local, mesoscopic and global topological scales. A high degree of similarity is observed on the local and mesoscopic topological scales for surface air temperature fields taken from AOGCM and reanalysis data sets. We find larger differences on the global scale, particularly in the betweenness centrality field. The global scale view on climate networks obtained using mutual information offers promising new perspectives for detecting network structures based on nonlinear physical processes in the climate system.

physics.data-an↗

arXiv2006

Generalised Recurrence Plot Analysis for Spatial Data

Recurrence plot based methods are highly efficient and widely accepted tools for the investigation of time series or one-dimensional data. We present an extension of the recurrence plots and their quantifications in order to study recurrent structures in higher-dimensional spatial data. The capability of this extension is illustrated on prototypical 2D models. Next, the tested and proved approach is applied to assess the bone structure from CT images of human proximal tibia. We find that the spatial structures in trabecular bone become more self-similar during the bone loss in osteoporosis.

nlin.CD↗

arXiv2004

Line Structures in Recurrence Plots

Recurrence plots exhibit line structures which represent typical behaviour of the investigated system. The local slope of these line structures is connected with a specific transformation of the time scales of different segments of the phase-space trajectory. This provides us a better understanding of the structures occuring in recurrence plots. The relationship between the time-scales and line structures are of practical importance in cross recurrence plots. Using this relationship within cross recurrence plots, the time-scales of differently sampled or time-transformed measurements can be adjusted. An application to geophysical measurements illustrates the capability of this method for the adjustment of time-scales in different measurements.

nlin.CD↗

arXiv2002

Extended Recurrence Plot Analysis and its Application to ERP Data

We present new measures of complexity and their application to event related potential data. The new measures base on structures of recurrence plots and makes the identification of chaos-chaos transitions possible. The application of these measures to data from single-trials of the Oddball experiment can identify laminar states therein. This offers a new way of analyzing event-related activity on a single-trial basis.

physics.comp-ph↗