基于时间序列符号化模式表征的有向加权复杂网络

时间序列复杂网络分析近些年已发展成为非线性信号分析领域的一个国际热点课题.为了能更有效地挖掘时间序列(特别是非线性时间序列)中的结构特征,同时简化时间序列分析的复杂度,提出了一种新的基于时间序列符号化结合滑窗技术模式表征的有向加权复杂网络建网方法.该方法首先按照等概率区段划分的方式将时间序列做符号化处理,结合滑窗技术确定不同时刻的符号化模式作为网络的节点;然后将待分析时间序列符号化模式的转换频次和方向作为网络连边的权重和方向,从而建立时间序列有向加权复杂网络.通过对Logistic系统不同参数设置对应的时间序列复杂网络建网测试结果表明,相比经典的可视图建网方法,本文方法的网络拓扑能更简洁、直观地展示时间序列的结构特征.进而,将本文方法应用于规则排列采集的自然风场信号分析,其网络特性指标能较准确地预测采集信号的排布规律,而可视图建网方法的网络特性指标没有任何规律性的结果.     

Multiscale characterization of recurrence-based phase space networks constructed from time series

Recently, a framework for analyzing time series by constructing an associated complex network has attracted significant research interest. One of the advantages of the complex network method for studying time series is that complex network theory provides a tool to describe either important nodes, or structures that exist in the networks, at different topological scale. This can then provide distinct information for time series of different dynamical systems. In this paper, we systematically investigate the recurrence-based phase space network of order k that has previously been used to specify different types of dynamics in terms of the motif ranking from a different perspective. Globally, we find that the network size scales with different scale exponents and the degree distribution follows a quasi-symmetric bell shape around the value of 2k with different values of degree variance from periodic to chaotic Ro?ssler systems. Local network properties such as the vertex degree, the clustering coefficients and betweenness centrality are found to be sensitive to the local stability of the orbits and hence contain complementary information.     

Horizontal visibility graphs transformed from fractional Brownian motions: Topological properties versus the Hurst index

Nonlinear time series analysis aims at understanding the dynamics of stochastic or chaotic processes. In recent years, quite a few methods have been proposed to transform a single time series to a complex network so that the dynamics of the process can be understood by investigating the topological properties of the network. We study the topological properties of horizontal visibility graphs constructed from fractional Brownian motions with different Hurst indexes H∈(0,1). Special attention has been paid to the impact of the Hurst index on topological properties. It is found that the clustering coefficient C decreases when H increases. We also found that the mean length L of the shortest paths increases exponentially with H for fixed length N of the original time series. In addition, L increases linearly with respect to N when H is close to 1 and in a logarithmic form when H is close to 0. Although the occurrence of different motifs changes with H, the motif rank pattern remains unchanged for different H. Adopting the node-covering box-counting method, the horizontal visibility graphs are found to be fractals and the fractal dimension d_B decreases with H. Furthermore, the Pearson coefficients of the networks are positive and the degree-degree correlations increase with degree, which indicate that the horizontal visibility graphs are assortative. With the increase of H, the Pearson coefficient decreases first and then increases, in which the turning point is around H=0.6. The presence of both fractality and assortativity in the horizontal visibility graphs converted from fractional Brownian motions is different from many cases where fractal networks are usually disassortative.     

Finite size correction for fixed word length Zipf analysis

Zipf’s original law deals with the statistics of ranked words in natural languages. It has recently been generalized to “words” defined as n-tuples of symbols derived by translation of real-valued univariate timeseries into a literal sequence. We verify that the rank-frequency plot of these words shows, for fractional Brownian motion, the previously found power laws, but with large finite length corrections. We verify a finite size scaling ansatz for these corrections and, as aresult, demonstrate greatly improved estimates of the (generalized) Zipf exponents. This allows us to find the correct relation between the Zipf exponent and the Hurst exponent characterizing the fractional Brownian motion.     

Cross over of recurrence networks to random graphs and random geometric graphs

Recurrence networks are complex networks constructed from the time series of chaotic dynamical systems where the connection between two nodes is limited by the recurrence threshold. This condition makes the topology of every recurrence network unique with the degree distribution determined by the probability density variations of the representative attractor from which it is constructed. Here we numerically investigate the properties of recurrence networks from standard low-dimensional chaotic attractors using some basic network measures and show how the recurrence networks are different from random and scale-free networks. In particular, we show that all recurrence networks can cross over to random geometric graphs by adding sufficient amount of noise to the time series and into the classical random graphs by increasing the range of interaction to the system size. We also highlight the effectiveness of a combined plot of characteristic path length and clustering coefficient in capturing the small changes in the network characteristics.     

Node importance for dynamical process on networks: a multiscale characterization

Defining the importance of nodes in a complex network has been a fundamental problem in analyzing the structural organization of a network, as well as the dynamical processes on it. Traditionally, the measures of node importance usually depend either on the local neighborhood or global properties of a network. Many real-world networks, however, demonstrate finely detailed structure at various organization levels, such as hierarchy and modularity. In this paper, we propose a multiscale node-importance measure that can characterize the importance of the nodes at varying topological scale. This is achieved by introducing a kernel function whose bandwidth dictates the ranges of interaction, and meanwhile, by taking into account the interactions from all the paths a node is involved. We demonstrate that the scale here is closely related to the physical parameters of the dynamical processes on networks, and that our node-importance measure can characterize more precisely the node influence under different physical parameters of the dynamical process. We use epidemic spreading on networks as an example to show that our multiscale node-importance measure is more effective than other measures.     

(Anti)coherence and (Anti)persistence in Natural and Mathematical Time Series

A few characteristic exponents describing power law behaviors of the roughness (coherence) and intermittency (persistence) of stochastic time series are recalled and compared to each other. Mention of relevant techniques used to determine them through analysis of fractional Brownian motion and financial time series are recalled. A conjecture is given on why the linear relationships between these exponents do not always seem to hold.     

Network analysis of time series under the constraint of fixed nearest neighbors

In this paper, we carried out network analysis for typical time series, such as periodic signals, chaotic maps, Gaussian white noise, and fractal Brownian motions. By reconstructing the phase space for a given time series, we can generate a network under the constraint of fixed nearest neighbors. The mapped networks are then analyzed from both the statistical properties, such as degree distribution, clustering coefficient, betweenness, etc, as well as the local topological structures, i.e., network motifs. It is shown that time series of different nature can be distinguished from these two aspects of the constructed networks.     

An empirical study of Chinese language networks

Chinese is spoken by the largest number of people in the world, and it is regarded as one of the most important languages. In this paper, we explore the statistical properties of Chinese language networks (CLNs) within the framework of complex network theory. Based on one of the largest Chinese corpora, i.e. People’s Daily Corpus, we construct two networks (CLN1 and CLN2) from two different respects, with Chinese words as nodes. In CLN1, a link between two nodes exists if they appear next to each other in at least one sentence; in CLN2, a link represents that two nodes appear simultaneously in a sentence. We show that both networks exhibit small-world effect, scale-free structure, hierarchical organization and disassortative mixing. These results indicate that in many topological aspects Chinese language shapes complex networks with organizing principles similar to other previously studied language systems, which shows that different languages may have some common characteristics in their evolution processes. We believe that our research may shed some new light into the Chinese language and find some potentially significant implications.     

Multiple dynamical time-scales in networks with hierarchically nested modular organization

Many natural and engineered complex networks have intricate mesoscopic organization, e.g., the clustering of the constituent nodes into several communities or modules. Often, such modularity is manifested at several different hierarchical levels, where the clusters defined at one level appear as elementary entities at the next higher level. Using a simple model of a hierarchical modular network, we show that such a topological structure gives rise to characteristic time-scale separation between dynamics occurring at different levels of the hierarchy. This generalizes our earlier result for simple modular networks, where fast intramodular and slow intermodular processes were clearly distinguished. Investigating the process of synchronization of oscillators in a hierarchical modular network, we show the existence of as many distinct time-scales as there are hierarchical levels in the system. This suggests a possible functional role of such mesoscopic organization principle in natural systems, viz., in the dynamical separation of events occurring at different spatial scales.     

Estimation of entropies and dimensions by nonlinear symbolic time series analysis

Symbolic nonlinear time series analysis methods have the potential for analyzing nonlinear data efficiently with low sensitivity to noise. In symbolic nonlinear time series analysis a time series for a fixed delay is partitioned into a small number (called the alphabet size) of cells labeled by symbols, creating a symbolic time series. Symbolic methods involve computing the statistics of words made from the symbolic time series. Specifically, the Shannon entropy of the distribution of possible words for a range of word lengths is computed. The rate of increase of the entropy with word length is the metric (Kolmogorov-Sinai) entropy. Methods of computing the metric entropy for flows as well as for maps are shown. A method of computing the information dimension appropriate to symbolic analysis is proposed. In terms of this formulation, the information dimension is determined by the scaling of entropy as alphabet size is modestly increased, using the information obtained from large word length. We discuss the role of sampling time and the issue of using these methods when there may be no generating partition.     

Persistence Probabilities of Two-Sided (Integrated) Sums of Correlated Stationary Gaussian Sequences

We study the persistence probability for some two-sided, discrete-time Gaussian sequences that are discrete-time analogues of fractional Brownian motion and integrated fractional Brownian motion, respectively. Our results extend the corresponding ones in continuous time in Molchan (Commun Math Phys 205(1):97–111, 1999) and Molchan (J Stat Phys 167(6):1546–1554, 2017) to a wide class of discrete-time processes.     

A time-series approach to measuring node similarity in networks and its application to community detection

A central concept in network analysis is that of similarity between nodes. In this paper, we introduce a dynamic time-series approach to quantifying the similarity between nodes in networks. The problem of measuring node similarity is exquisitely embedded into the framework of time series for state evolution of nodes. We develop a deterministic parameter-free diffusion model to drive the dynamic evolution of node states, and produce a unique time series for each source node. Then we introduce a measure quantifying how far all the other nodes are located from each source one. Following this measure, a quantity called dissimilarity index is proposed to signify the extent of similarity between nodes. Thereof, our dissimilarity index gives a deep and natural integration between the local and global perspectives of topological structure of networks. Furthermore, we apply our dissimilarity index to unveil community structure in networks, which verifies the proposed dissimilarity index.     

Extracting hidden fluctuation patterns of Hang Seng stock index from network topologies

We present a model of complex network generated from Hang Seng index (HSI) of Hong Kong stock market, which encodes stock market relevant both interconnections and interactions between fluctuation patterns of HSI in the network topologies. In the network, the nodes (edges) represent all kinds of patterns of HSI fluctuation (their interconnections). Based on network topological statistic, we present efficient algorithms, measuring betweenness centrality (BC) and inverse participation ratio (IPR) of network adjacency matrix, for detecting topological important nodes. We have at least obtained three uniform nodes of topological importance, and find the three nodes, i.e. 18.7% nodes undertake 71.9% betweenness centrality and closely correlate other nodes. From these topological important nodes, we can extract hidden significant fluctuation patterns of HSI. We also find these patterns are independent the time intervals scales. The results contain important physical implication, i.e. the significant patterns play much more important roles in both information control and transport of stock market, and should be useful for us to more understand fluctuations regularity of stock market index. Moreover, we could conclude that Hong Kong stock market, rather than a random system, is statistically stable, by comparison to random networks.     

基于多路可视图的健康与心梗患者心电图信号复杂网络识别

可视图(visibility graph, VG)算法已被证明是将时间序列转换为复杂网络的简单且高效的方法,其构成的复杂网络在拓扑结构中继承了原始时间序列的动力学特性.目前,单维时间序列的可视图分析已趋于成熟,但应用于复杂系统时,单变量往往无法描述系统的全局特征.本文提出一种新的多元时间序列分析方法,将心梗和健康人的12导联心电图(electrocardiograph, ECG)信号转换为多路可视图,以每个导联为一个节点,两个导联构成可视图的层间互信息为连边权重,将其映射到复杂网络.由于不同人群的全连通网络表现为完全相同的拓扑结构,无法唯一表征不同个体的动力学特征,根据层间互信息大小重构网络,提取权重度和加权聚类系数,实现对不同人群12导联ECG信号的识别.为判断序列长度对识别效果的影响,引入多尺度权重度分布熵.由于健康受试者拥有更高的平均权重度和平均加权聚类系数,其映射网络表现为更加规则的结构、更高的复杂性和连接性,可以与心梗患者进行区分,两个参数的识别准确率均达到93.3%.     

Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks

The dynamics of a complex system is usually recorded in the form of time series, which can be studied through its visibility graph from a complex network perspective. We investigate the visibility graphs extracted from fractional Brownian motions and multifractal random walks, and find that the degree distributions exhibit power-law behaviors, in which the power-law exponent α is a linear function of the Hurst index H of the time series. We also find that the degree distribution of the visibility graph is mainly determined by the temporal correlation of the original time series with minor influence from the possible multifractal nature. As an example, we study the visibility graphs constructed from three Chinese stock market indexes and unveil that the degree distributions have power-law tails, where the tail exponents of the visibility graphs and the Hurst indexes of the indexes are close to the α∼H linear relationship.     

Self-organized Criticality in an Integrate-and-Fire Neuron Model Based on Modified Aging Networks

Based on an integrate-and-fire mechanism, we investigate self-organized criticality of a simple neuron model on a modified BA scale-free network with aging nodes. In our model, we find that the distribution of avalanche size follows power-law behavior. The critical exponent τ depends on the aging exponent α. The structures of the network with aging of nodes change with an increase of α. The different topological structures lead to different behaviors in models of integrate-and-fire neurons.     

Complex network from pseudoperiodic time series: topology versus dynamics

We construct complex networks from pseudoperiodic time series, with each cycle represented by a single node in the network. We investigate the statistical properties of these networks for various time series and find that time series with different dynamics exhibit distinct topological structures. Specifically, noisy periodic signals correspond to random networks, and chaotic time series generate networks that exhibit small world and scale free features. We show that this distinction in topological structure results from the hierarchy of unstable periodic orbits embedded in the chaotic attractor. Standard measures of structure in complex networks can therefore be applied to distinguish different dynamic regimes in time series. Application to human electrocardiograms shows that such statistical properties are able to differentiate between the sinus rhythm cardiograms of healthy volunteers and those of coronary care patients.     

Markov transition probability-based network from time series for characterizing experimental two-phase flow

We generate a directed weighted complex network by a method based on Markov transition probability to represent an experimental two-phase flow. We first systematically carry out gas-liquid two-phase flow experiments for measuring the time series of flow signals. Then we construct directed weighted complex networks from various time series in terms of a network generation method based on Markov transition probability. We find that the generated network inherits the main features of the time series in the network structure. In particular, the networks from time series with different dynamics exhibit distinct topological properties. Finally, we construct two-phase flow directed weighted networks from experimental signals and associate the dynamic behavior of gas-liquid two-phase flow with the topological statistics of the generated networks. The results suggest that the topological statistics of two-phase flow networks allow quantitative characterization of the dynamic flow behavior in the transitions among different gas-liquid flow patterns.     

Visibility graph analysis on quarterly macroeconomic series of China based on complex network theory

The visibility graph approach and complex network theory provide a new insight into time series analysis. The inheritance of the visibility graph from the original time series was further explored in the paper. We found that degree distributions of visibility graphs extracted from Pseudo Brownian Motion series obtained by the Frequency Domain algorithm exhibit exponential behaviors, in which the exponential exponent is a binomial function of the Hurst index inherited in the time series. Our simulations presented that the quantitative relations between the Hurst indexes and the exponents of degree distribution function are different for different series and the visibility graph inherits some important features of the original time series. Further, we convert some quarterly macroeconomic series including the growth rates of value-added of three industry series and the growth rates of Gross Domestic Product series of China to graphs by the visibility algorithm and explore the topological properties of graphs associated from the four macroeconomic series, namely, the degree distribution and correlations, the clustering coefficient, the average path length, and community structure. Based on complex network analysis we find degree distributions of associated networks from the growth rates of value-added of three industry series are almost exponential and the degree distributions of associated networks from the growth rates of GDP series are scale free. We also discussed the assortativity and disassortativity of the four associated networks as they are related to the evolutionary process of the original macroeconomic series. All the constructed networks have “small-world” features. The community structures of associated networks suggest dynamic changes of the original macroeconomic series. We also detected the relationship among government policy changes, community structures of associated networks and macroeconomic dynamics. We find great influences of government policies in China on the changes of dynamics of GDP and the three industries adjustment. The work in our paper provides a new way to understand the dynamics of economic development.